CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 17,474 COMMITMENTS 4,474 5,908 1,164 11,781 10,402 17,419 17,474 55 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 426) 749 750 1 -350 -325 400 426 26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 33.8 6.7 67.4 59.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 5 3 7 6 20 13 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 31,555 COMMITMENTS 11,195 9,875 3,025 17,335 18,655 31,555 31,555 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,285) 3,080 2,750 -50 1,275 1,585 4,305 4,285 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 31.3 9.6 54.9 59.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 7 5 9 8 23 17 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,799 COMMITMENTS 4,725 5,654 700 19,374 18,445 24,799 24,799 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -25) 200 -50 25 -250 0 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 22.8 2.8 78.1 74.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 4 6 7 15 15 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 30,026 COMMITMENTS 1,615 2,370 975 27,435 26,660 30,025 30,005 1 21 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 7.9 3.2 91.4 88.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 4 4 11 6 17 12 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 9,530 COMMITMENTS 1,450 2,050 100 7,980 7,380 9,530 9,530 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,125) 250 -50 100 775 1,075 1,125 1,125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 21.5 1.0 83.7 77.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 1 10 9 16 12 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,198,360 COMMITMENTS 605,751 302,153 653,315 2907511 3230035 4166577 4185503 31,783 12,857 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 83,382) 47,328 43,335 -20,947 57,763 62,191 84,144 84,579 -762 -1,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 7.2 15.6 69.3 76.9 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 37 38 57 138 119 204 185 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 351,955 COMMITMENTS 156,716 57,137 74,272 118,996 210,973 349,984 342,382 1,971 9,573 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,709) -36,008 -19,447 29,065 10,039 -13,943 3,096 -4,325 1,613 9,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 16.2 21.1 33.8 59.9 99.4 97.3 0.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 21 16 22 37 29 68 58 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 286,282 COMMITMENTS 22,384 14,658 9,342 235,838 255,149 267,564 279,149 18,718 7,133 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 13,838) 3,278 -2,532 1,205 7,970 15,127 12,453 13,800 1,385 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 5.1 3.3 82.4 89.1 93.5 97.5 6.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 5 10 38 30 50 42 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,666 COMMITMENTS 5,648 2,679 3,701 101,902 110,045 111,251 116,425 8,415 3,241 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,261) 3,249 -91 -742 -1,427 1,973 1,080 1,140 181 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.2 3.1 85.2 92.0 93.0 97.3 7.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 5 25 31 30 37 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,312 COMMITMENTS 1,841 9,715 9,633 223,767 218,280 235,241 237,628 11,071 8,684 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,088) 1,841 -907 1,056 9,081 12,979 11,978 13,128 -4,890 -6,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.9 3.9 90.8 88.6 95.5 96.5 4.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 3 4 33 34 37 39 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 670,287 COMMITMENTS 1,361 11,880 11,845 647,506 641,154 660,712 664,879 9,575 5,408 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 10,424) -2,902 2,867 -846 14,830 7,694 11,082 9,715 -658 709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.8 1.8 96.6 95.7 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 6 7 51 36 58 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,622 COMMITMENTS 10,049 1,444 5,671 280,678 288,001 296,398 295,116 7,224 8,506 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,184) 1,705 -545 227 737 2,852 2,669 2,534 -485 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.5 1.9 92.4 94.9 97.6 97.2 2.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 1 5 30 39 36 44 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,915 COMMITMENTS 8,268 2,904 3,619 267,123 272,469 279,010 278,992 5,905 5,923 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,180) 0 147 483 -803 229 -320 859 1,500 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.0 1.3 93.8 95.6 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 3 3 38 44 42 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,385 COMMITMENTS 574 2,044 3,076 115,146 112,481 118,796 117,601 5,589 6,784 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,800) -792 307 533 3,659 4,405 3,400 5,245 -600 -2,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.6 2.5 92.6 90.4 95.5 94.5 4.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 2 23 26 26 30 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,194 COMMITMENTS 27 7,808 3,545 107,627 98,246 111,199 109,599 6,995 8,595 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,489) 27 -744 464 4,118 5,136 4,609 4,856 -120 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.6 3.0 91.1 83.1 94.1 92.7 5.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 4 29 26 33 31 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,882 COMMITMENTS 744 1,015 0 24,840 24,137 25,584 25,152 298 730 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 3.9 0.0 96.0 93.3 98.8 97.2 1.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 10 14 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,942 COMMITMENTS 277 1,000 2,300 96,803 93,206 99,380 96,506 9,562 12,436 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,684) 1 246 622 1,517 1,483 2,140 2,351 544 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.9 2.1 88.9 85.6 91.2 88.6 8.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 22 19 24 21 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 169,945 COMMITMENTS 0 1,926 0 161,017 160,781 161,017 162,707 8,928 7,238 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,231) 0 0 0 2,210 625 2,210 625 -979 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 94.7 94.6 94.7 95.7 5.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 29 20 29 21 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,755 COMMITMENTS 0 0 0 80,823 86,616 80,823 86,616 7,932 2,139 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 807) 0 0 0 807 807 807 807 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 97.6 91.1 97.6 8.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 19 18 19 18 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 313,187 COMMITMENTS 3,232 5,794 1,830 299,892 299,667 304,954 307,291 8,233 5,896 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -6,255) 388 610 -113 -5,893 -4,407 -5,618 -3,910 -637 -2,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.9 0.6 95.8 95.7 97.4 98.1 2.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 3 1 47 41 49 44 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,025 COMMITMENTS 571 5,261 2,544 72,685 70,912 75,800 78,717 9,225 6,308 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 6,420) 571 2,524 -122 6,274 5,177 6,723 7,579 -303 -1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 6.2 3.0 85.5 83.4 89.2 92.6 10.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 23 20 26 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,191 COMMITMENTS 1,526 4,750 1,431 71,953 69,453 74,910 75,634 4,281 3,557 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,434) -1,291 2,008 124 3,133 264 1,966 2,396 468 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 6.0 1.8 90.9 87.7 94.6 95.5 5.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 18 19 20 22 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,049 COMMITMENTS 4,699 841 0 70,095 75,733 74,794 76,574 2,255 475 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 12,601) 1,972 841 0 11,650 11,644 13,622 12,485 -1,021 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 1.1 0.0 91.0 98.3 97.1 99.4 2.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 0 23 23 26 25 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,110 COMMITMENTS 22,150 8,177 348 89,247 103,948 111,745 112,473 1,365 637 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 11,426) 2,001 551 348 9,331 10,355 11,680 11,254 -254 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 7.2 0.3 78.9 91.9 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 5 2 31 31 39 36 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,625 COMMITMENTS 567 552 0 66,210 66,080 66,777 66,632 848 993 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,151) 319 87 0 4,666 4,803 4,985 4,890 166 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.0 97.9 97.7 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 0 16 22 18 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 215,924 COMMITMENTS 0 1,379 1,201 209,339 205,411 210,540 207,991 5,384 7,933 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,062) -609 -156 -178 6,121 5,923 5,334 5,589 1,728 1,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.6 97.0 95.1 97.5 96.3 2.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 1 1 39 37 40 38 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,324 COMMITMENTS 0 1,909 1,623 37,525 41,839 39,148 45,371 12,176 5,953 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 998) 0 738 -461 1,684 2,514 1,223 2,791 -225 -1,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 3.2 73.1 81.5 76.3 88.4 23.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 14 19 16 21 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,270 COMMITMENTS 155 16,146 1,153 101,856 84,128 103,164 101,427 8,106 9,843 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,035) -381 1,218 241 5,622 5,250 5,482 6,709 1,553 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 14.5 1.0 91.5 75.6 92.7 91.2 7.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 2 19 25 21 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,508 COMMITMENTS 15,567 0 734 89,341 108,203 105,642 108,937 5,866 2,571 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,789) 407 0 21 3,158 2,826 3,586 2,847 -797 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 0.0 0.7 80.1 97.0 94.7 97.7 5.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 0 2 23 19 28 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,039 COMMITMENTS 2,176 0 0 103,528 106,662 105,704 106,662 5,335 4,377 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,029) -1,324 0 0 3,887 1,514 2,563 1,514 -534 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 93.2 96.1 95.2 96.1 4.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 20 16 22 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,199 COMMITMENTS 666 699 1,146 110,562 114,125 112,374 115,970 6,825 3,229 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,833) -1,068 699 390 5,009 3,929 4,331 5,018 502 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.6 1.0 92.8 95.7 94.3 97.3 5.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 18 17 20 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 133,930 COMMITMENTS 0 13,163 2,236 114,398 105,219 116,634 120,618 17,296 13,312 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,513) 0 6,380 -318 3,608 -3,538 3,290 2,524 223 989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.8 1.7 85.4 78.6 87.1 90.1 12.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 7 2 26 22 28 29 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,051 COMMITMENTS 1,015 0 0 29,306 30,484 30,321 30,484 730 567 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,075) 1,015 0 0 4,159 4,814 5,174 4,814 -99 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.0 94.4 98.2 97.6 98.2 2.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 13 17 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,141 COMMITMENTS 0 1,534 0 45,862 44,724 45,862 46,258 1,279 883 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 6,218) 0 899 0 6,950 5,397 6,950 6,296 -732 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.0 97.3 94.9 97.3 98.1 2.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 18 18 18 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 197,688 COMMITMENTS 2,092 9,283 923 188,849 181,824 191,864 192,030 5,824 5,658 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,744) -98 1,266 431 4,867 4,176 5,200 5,873 -456 -1,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 4.7 0.5 95.5 92.0 97.1 97.1 2.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 6 3 39 35 42 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 91,402 COMMITMENTS 0 0 0 82,660 87,189 82,660 87,189 8,742 4,213 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -680) 0 0 0 326 992 326 992 -1,006 -1,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.4 95.4 90.4 95.4 9.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 18 19 18 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 80,808 COMMITMENTS 0 0 0 73,122 72,942 73,122 72,942 7,686 7,866 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 490) 0 0 0 1,323 914 1,323 914 -833 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.5 90.3 90.5 90.3 9.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 17 18 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 79,023 COMMITMENTS 515 0 232 72,275 75,324 73,022 75,556 6,001 3,467 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -35) 58 0 0 605 -589 663 -589 -698 554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.3 91.5 95.3 92.4 95.6 7.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 22 18 24 19 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 20,172 COMMITMENTS 1,055 0 0 18,842 19,669 19,897 19,669 275 503 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 0.0 93.4 97.5 98.6 97.5 1.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 9 15 11 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 90,093 COMMITMENTS 3,441 0 0 81,263 87,515 84,704 87,515 5,389 2,578 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 725) 29 0 0 638 785 667 785 58 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 90.2 97.1 94.0 97.1 6.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 16 14 17 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 139,087 COMMITMENTS 21,956 12,104 8,214 108,221 118,213 138,391 138,531 696 556 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,649) 523 904 -453 1,559 1,217 1,629 1,668 20 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 8.7 5.9 77.8 85.0 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 14 14 17 44 49 67 71 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 51,786 COMMITMENTS 138 57 609 51,014 51,095 51,761 51,761 25 25 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 599) -699 56 49 1,249 494 599 599 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.1 1.2 98.5 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 3 29 27 32 30 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 440,787 COMMITMENTS 6,851 0 4,085 427,867 434,718 438,803 438,803 1,984 1,984 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 8,727) 1,580 -179 773 5,078 6,837 7,431 7,431 1,296 1,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.9 97.1 98.6 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 3 21 21 24 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,547,546 COMMITMENTS 65,346 62,143 22,264 1459936 1463139 1547546 1547546 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 20,196) 1,888 -360 0 18,308 20,556 20,196 20,196 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 4.0 1.4 94.3 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 6 3 37 40 42 48 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,299 COMMITMENTS 3,607 3,352 1,500 60,167 60,422 65,274 65,274 25 25 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -625) -235 -1,518 262 -652 631 -625 -625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 5.1 2.3 92.1 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 7 5 21 22 29 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 494,093 COMMITMENTS 1,480 9,566 7,090 485,523 477,437 494,093 494,093 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,552) 1,480 -1,928 0 4,072 7,480 5,552 5,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.9 1.4 98.3 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 19 19 21 22 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 417,320 COMMITMENTS 784 6,240 0 416,536 411,080 417,320 417,320 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -21,937) 0 0 0 -21,937 -21,937 -21,937 -21,937 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.5 0.0 99.8 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 2 0 31 30 32 32 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 39,543 COMMITMENTS 252 65 571 37,443 38,021 38,266 38,657 1,277 886 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -38) -64 0 43 -17 386 -38 429 0 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.2 1.4 94.7 96.2 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 27 24 31 26 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,986 COMMITMENTS 1,035 6 92 50,404 51,847 51,531 51,945 455 41 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,020) 0 0 0 3,020 3,020 3,020 3,020 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.2 97.0 99.7 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 1 34 30 36 31 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 70,339 COMMITMENTS 1,345 6 92 68,380 70,216 69,817 70,314 522 25 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,895) 0 0 0 3,895 3,895 3,895 3,895 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.1 97.2 99.8 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 1 33 31 36 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,440 COMMITMENTS 0 0 0 18,320 18,320 18,320 18,320 120 120 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 385) 0 0 0 385 385 385 385 0 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 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 288,808 COMMITMENTS 0 424 0 288,808 288,384 288,808 288,808 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,664) 0 0 0 7,664 7,664 7,664 7,664 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 26 18 26 19 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,231 COMMITMENTS 1,020 0 0 7,080 8,167 8,100 8,167 131 64 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 380) 0 0 0 359 401 359 401 21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.0 0.0 86.0 99.2 98.4 99.2 1.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 17 18 17 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,935 COMMITMENTS 0 350 0 20,935 20,465 20,935 20,815 0 120 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 230 215 230 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 100.0 97.8 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 0 22 16 22 18 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,990 COMMITMENTS 0 125 0 21,810 21,805 21,810 21,930 180 60 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 655) 0 50 0 655 605 655 655 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 99.2 99.2 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 24 19 24 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,914 COMMITMENTS 163 211 0 18,647 17,872 18,810 18,083 104 831 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 22) 0 85 0 236 -63 236 22 -214 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.1 0.0 98.6 94.5 99.5 95.6 0.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 0 26 22 27 24 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,098 COMMITMENTS 300 4,720 375 60,183 55,802 60,858 60,897 240 201 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,416) 0 108 37 1,437 1,306 1,474 1,451 -58 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.7 0.6 98.5 91.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 5 2 31 32 35 37 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 75,366 COMMITMENTS 141 11,905 1,093 74,132 62,258 75,366 75,256 0 110 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,277) 77 43 177 2,023 2,112 2,277 2,332 0 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 15.8 1.5 98.4 82.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 10 7 35 36 42 47 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,645 COMMITMENTS 1,385 0 310 46,830 48,335 48,525 48,645 120 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,125) 0 0 0 1,125 1,125 1,125 1,125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.6 96.3 99.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 24 13 26 14 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,715 COMMITMENTS 2,375 0 165 50,925 53,550 53,465 53,715 250 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,015) 0 0 0 1,015 1,015 1,015 1,015 0 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: 30) 2 0 1 25 14 27 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 386,772 COMMITMENTS 30,003 26,175 7,881 348,888 352,716 386,772 386,772 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,255) 3,944 1,632 -408 3,719 6,031 7,255 7,255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 6.8 2.0 90.2 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 2 29 30 33 36 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,144 COMMITMENTS 5,534 2,219 338 21,126 24,522 26,998 27,079 146 65 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 113) 138 1 -3 -86 137 49 135 64 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 8.2 1.2 77.8 90.3 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 6 4 26 32 31 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 34,340 COMMITMENTS 185 3,830 1,308 32,847 29,202 34,340 34,340 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 304) -25 -53 26 303 331 304 304 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 11.2 3.8 95.7 85.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 6 4 17 15 24 22 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 343,413 COMMITMENTS 0 759 0 343,413 342,654 343,413 343,413 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,613) 0 0 0 2,613 2,613 2,613 2,613 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: 28) 0 1 0 19 18 19 19 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 28,483 COMMITMENTS 739 42 0 27,744 27,891 28,483 27,933 0 550 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -85) 0 42 0 170 -127 170 -85 -255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.1 0.0 97.4 97.9 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 16 17 19 18 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 138,786 COMMITMENTS 0 6,272 0 138,786 132,514 138,786 138,786 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 360) 0 0 0 360 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.0 100.0 95.5 100.0 100.0 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 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,570 COMMITMENTS 1,862 84 281 12,279 13,765 14,422 14,130 148 440 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 385) -63 84 21 511 280 469 385 -84 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.6 1.9 84.3 94.5 99.0 97.0 1.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 20 20 24 23 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 181,346 COMMITMENTS 15,077 0 1,586 164,683 179,760 181,346 181,346 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,115) 2,175 0 0 2,940 5,115 5,115 5,115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.9 90.8 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 18 22 21 23 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,416 COMMITMENTS 172 1,263 63 15,181 13,775 15,416 15,101 0 315 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 81) 0 21 0 147 103 147 124 -66 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 8.2 0.4 98.5 89.4 100.0 98.0 0.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 1 20 22 22 25 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 181,841 COMMITMENTS 3,172 0 2,757 175,912 179,084 181,841 181,841 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 1.5 96.7 98.5 100.0 100.0 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 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,515 COMMITMENTS 0 700 0 9,275 8,755 9,275 9,455 240 60 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 0.0 97.5 92.0 97.5 99.4 2.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 12 14 14 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,064 COMMITMENTS 75 26 0 18,989 19,038 19,064 19,064 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 355) 50 26 0 305 329 355 355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.1 0.0 99.6 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 14 19 15 20 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,190 COMMITMENTS 0 1,480 0 12,590 11,710 12,590 13,190 600 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 440) 0 0 0 -40 440 -40 440 480 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.2 0.0 95.5 88.8 95.5 100.0 4.5 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 01/26/16 | --------------------------------------------------------------| 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 10,965 16,830 17,340 17,340 0 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 2.9 0.0 63.2 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 0 10 7 15 8 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,260 COMMITMENTS 0 375 0 21,960 21,810 21,960 22,185 300 75 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 135) 0 0 0 135 135 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 98.7 98.0 98.7 99.7 1.3 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 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,010 COMMITMENTS 0 375 0 18,490 18,585 18,490 18,960 520 50 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 97.3 97.8 97.3 99.7 2.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 13 16 14 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,714 COMMITMENTS 700 0 0 19,894 20,714 20,594 20,714 120 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 565) 0 0 0 565 565 565 565 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.0 96.0 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 18 17 20 17 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,314 COMMITMENTS 250 0 0 18,735 19,304 18,985 19,304 329 10 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 605) 0 0 0 605 605 605 605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 97.0 99.9 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 17 13 18 13 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,290 COMMITMENTS 0 100 0 21,535 22,190 21,535 22,290 755 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 96.6 99.6 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 17 13 17 14 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,005 COMMITMENTS 0 50 0 18,335 18,835 18,335 18,885 670 120 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 96.5 99.1 96.5 99.4 3.5 0.6 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 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,502 COMMITMENTS 0 50 200 18,872 19,132 19,072 19,382 430 120 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -100) 0 0 0 -100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.0 96.8 98.1 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 20 14 21 16 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 117,473 COMMITMENTS 3,045 645 0 114,308 116,828 117,353 117,473 120 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,753) 0 0 0 2,753 2,803 2,753 2,803 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.5 0.0 97.3 99.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 0 34 35 38 38 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 132,650 COMMITMENTS 4,198 2,205 152 128,260 130,160 132,610 132,517 40 133 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,642) 0 -125 -50 3,692 3,832 3,642 3,657 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.7 0.1 96.7 98.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 5 1 38 35 44 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 150,129 COMMITMENTS 6,433 14,027 8,176 135,284 127,906 149,893 150,109 236 20 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,415) 779 317 -515 1,170 1,623 1,434 1,425 -19 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 9.3 5.4 90.1 85.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 7 15 10 47 43 62 60 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,060 COMMITMENTS 1,630 1,875 2,400 104,884 104,785 108,914 109,060 146 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,632) 25 0 0 1,607 1,632 1,632 1,632 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.7 2.2 96.2 96.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 2 41 35 48 38 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,395 COMMITMENTS 195 765 45 23,080 22,535 23,320 23,345 75 50 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 875) 0 -50 0 875 925 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.3 0.2 98.7 96.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 1 25 15 26 19 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,095 COMMITMENTS 0 175 25 19,070 18,845 19,095 19,045 0 50 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 905) 0 0 0 915 905 915 905 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.1 99.9 98.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 22 11 23 12 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 30,209 COMMITMENTS 239 500 0 29,925 29,664 30,164 30,164 45 45 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 585) 0 0 0 585 585 585 585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.7 0.0 99.1 98.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 0 28 28 29 29 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 14,940 COMMITMENTS 0 0 0 14,400 14,940 14,400 14,940 540 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 540) 0 0 0 180 540 180 540 360 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 100.0 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 17 19 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,175 COMMITMENTS 2,644 1,990 50 24,230 24,795 26,924 26,835 251 340 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 48) 0 75 0 48 -27 48 48 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 7.3 0.2 89.2 91.2 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 3 1 20 24 26 27 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,485 COMMITMENTS 495 141 40 21,809 22,059 22,344 22,240 141 245 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 59) 0 -44 0 39 93 39 49 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.6 0.2 97.0 98.1 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 20 20 22 21 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,467 COMMITMENTS 1,084 1,506 161 35,177 34,785 36,422 36,452 45 15 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,045) 470 705 -55 1,630 1,395 2,045 2,045 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 4.1 0.4 96.5 95.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 3 31 29 35 34 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,015 COMMITMENTS 510 145 0 23,045 23,830 23,555 23,975 460 40 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,115) 0 25 0 1,115 1,090 1,115 1,115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.6 0.0 96.0 99.2 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 0 25 21 26 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,073 COMMITMENTS 0 1,625 0 22,032 20,428 22,032 22,053 41 20 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 936) 0 400 0 936 536 936 936 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 0.0 99.8 92.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 20 19 20 21 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,716 COMMITMENTS 0 575 0 15,630 14,945 15,630 15,520 86 196 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 555) 0 0 0 555 555 555 555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 99.5 95.1 99.5 98.8 0.5 1.2 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 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,386 COMMITMENTS 499 0 0 36,702 37,001 37,201 37,001 185 385 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,335) 0 0 0 1,335 1,335 1,335 1,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.2 99.0 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 0 28 26 31 26 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 15,570 COMMITMENTS 890 0 6 14,554 15,564 15,450 15,570 120 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 295) 0 0 0 295 295 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 0.0 93.5 100.0 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 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,584 COMMITMENTS 1,508 100 0 12,406 14,484 13,914 14,584 670 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -350) 0 0 0 -350 -350 -350 -350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.7 0.0 85.1 99.3 95.4 100.0 4.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 23 16 24 17
Updated January 29, 2016