CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 10,255 COMMITMENTS 4,930 831 200 5,103 9,224 10,233 10,255 22 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,745) 716 -949 -906 -1,555 110 -1,745 -1,745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 8.1 2.0 49.8 89.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 3 3 8 6 19 11 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 39,841 COMMITMENTS 19,689 11,150 6,656 13,478 22,035 39,823 39,841 18 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 338) 4,915 711 -3,156 -1,433 2,783 326 338 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 28.0 16.7 33.8 55.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 10 10 8 9 22 25 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,575 COMMITMENTS 13,650 21,295 850 11,075 3,080 25,575 25,225 0 350 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 200) 200 150 0 0 50 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 83.3 3.3 43.3 12.0 100.0 98.6 0.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 7 4 6 2 15 10 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 11,235 COMMITMENTS 2,350 9,800 895 7,990 500 11,235 11,195 0 40 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -600) 1,075 -600 0 -1,675 0 -600 -600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 87.2 8.0 71.1 4.5 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 12 3 6 2 12 14 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 31,440 COMMITMENTS 3,080 8,830 1,765 26,595 20,845 31,440 31,440 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,525) -45 815 65 -1,445 -2,305 -1,425 -1,425 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 28.1 5.6 84.6 66.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 9 5 11 12 21 22 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 7,625 COMMITMENTS 3,900 5,825 100 3,625 1,700 7,625 7,625 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 150) -1,025 150 0 1,175 0 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 76.4 1.3 47.5 22.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 7 1 4 3 12 10 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 6,440 COMMITMENTS 3,375 3,020 420 2,625 3,000 6,420 6,440 20 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 0) 0 -50 0 0 50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 46.9 6.5 40.8 46.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 4 1 5 4 13 9 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 10,845 COMMITMENTS 2,595 7,170 1,000 7,250 2,675 10,845 10,845 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 50) 50 -100 0 0 150 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 66.1 9.2 66.9 24.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 5 3 6 2 17 9 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,213,419 COMMITMENTS 494,970 233,929 755,931 2912443 3207690 4163344 4197550 50,075 15,869 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -195,664) -36,348 21,775 -75,462 -93,089 -144,946 -204,899 -198,633 9,235 2,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 5.6 17.9 69.1 76.1 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 40 38 55 128 118 198 181 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 297,700 COMMITMENTS 154,220 71,484 52,143 89,101 173,665 295,464 297,292 2,236 408 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -72,405) -34,953 -20,543 -9,576 -29,703 -42,242 -74,232 -72,361 1,827 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 24.0 17.5 29.9 58.3 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 13 14 15 31 31 51 54 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,029 COMMITMENTS 18,177 8,141 19,791 247,455 268,846 285,423 296,778 20,606 9,251 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 9,659) 419 -3,843 4,010 5,609 10,496 10,038 10,663 -379 -1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.7 6.5 80.9 87.8 93.3 97.0 6.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 7 6 9 37 31 49 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,640 COMMITMENTS 3,942 11,711 4,356 141,579 139,558 149,877 155,625 9,763 4,015 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 6,537) -2,221 3,753 1,237 7,080 2,427 6,096 7,417 441 -880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 7.3 2.7 88.7 87.4 93.9 97.5 6.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 6 5 31 32 36 41 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,886 COMMITMENTS 1,254 5,803 9,175 216,792 216,183 227,221 231,161 11,665 7,725 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -2,394) -668 -2,468 904 -2,780 1,240 -2,544 -324 150 -2,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.4 3.8 90.8 90.5 95.1 96.8 4.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 5 31 33 36 39 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 690,429 COMMITMENTS 6,978 8,792 19,306 654,362 659,035 680,646 687,133 9,783 3,296 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 14,173) 2,741 -6,221 1,779 11,936 21,914 16,456 17,472 -2,283 -3,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.3 2.8 94.8 95.5 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 5 7 51 42 58 50 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,831 COMMITMENTS 16,673 2,037 5,757 287,358 300,622 309,788 308,416 7,043 8,415 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 6,134) 7,547 -214 -3,078 1,984 9,829 6,453 6,537 -319 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.6 1.8 90.7 94.9 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 2 5 33 39 39 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,556 COMMITMENTS 11,865 1,352 2,587 277,513 289,452 291,965 293,391 6,591 5,165 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 505) 1,912 -1,012 -510 -1,266 1,846 136 324 369 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.5 0.9 93.0 97.0 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 1 4 38 43 45 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,290 COMMITMENTS 2,775 5,796 1,207 132,274 126,335 136,256 133,338 5,034 7,952 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 5,158) -127 213 -303 5,588 4,239 5,158 4,149 0 1,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 4.1 0.9 93.6 89.4 96.4 94.4 3.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 4 2 26 25 28 30 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,027 COMMITMENTS 7,151 5,287 1,861 104,059 104,430 113,071 111,578 9,956 11,449 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,953) 1,096 -1,540 458 -1,181 1,755 373 673 2,580 2,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 4.3 1.5 84.6 84.9 91.9 90.7 8.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 3 28 24 31 30 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,421 COMMITMENTS 647 3,021 2,224 101,369 100,257 104,240 105,502 10,181 8,919 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,607) 647 -347 -74 2,158 4,550 2,731 4,129 -124 -1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.6 1.9 88.6 87.6 91.1 92.2 8.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 18 20 20 22 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 169,195 COMMITMENTS 0 0 0 159,846 160,977 159,846 160,977 9,349 8,218 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,963) 0 0 0 -70 2,261 -70 2,261 2,033 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.5 95.1 94.5 95.1 5.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 29 22 29 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,100 COMMITMENTS 0 0 0 79,193 83,825 79,193 83,825 7,907 3,275 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,385) 0 0 0 2,473 648 2,473 648 -1,088 737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.9 96.2 90.9 96.2 9.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 19 21 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 326,598 COMMITMENTS 2,832 6,257 5,755 309,735 308,689 318,322 320,701 8,276 5,897 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,007) 124 2,040 817 644 -1,798 1,585 1,059 -578 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.9 1.8 94.8 94.5 97.5 98.2 2.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 3 6 5 48 40 54 48 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 92,253 COMMITMENTS 0 4,386 2,164 80,543 79,146 82,707 85,696 9,546 6,557 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,095) 0 1 -31 1,443 1,872 1,412 1,842 683 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 2.3 87.3 85.8 89.7 92.9 10.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 2 22 23 24 26 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,469 COMMITMENTS 737 0 0 15,786 15,511 16,523 15,511 1,946 2,958 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,460) 0 0 0 1,460 1,460 1,460 1,460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 85.5 84.0 89.5 84.0 10.5 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 9 13 11 13 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,644 COMMITMENTS 597 5,017 1,855 69,384 67,758 71,836 74,630 6,808 4,014 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -88) 415 -9 -205 -730 -33 -520 -247 432 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.4 2.4 88.2 86.2 91.3 94.9 8.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 16 17 18 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,847 COMMITMENTS 24,467 775 0 81,796 105,253 106,263 106,028 1,584 1,819 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 23,931) 15,626 627 -1,712 10,221 23,745 24,135 22,660 -204 1,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 0.7 0.0 75.8 97.6 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 14 2 0 32 26 46 28 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,514 COMMITMENTS 25,876 1,471 1,478 91,096 116,059 118,450 119,008 2,064 1,506 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 20,547) 14,726 111 -905 6,676 21,005 20,497 20,211 50 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 1.2 1.2 75.6 96.3 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 2 6 39 32 56 39 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,107 COMMITMENTS 509 372 87 60,342 60,489 60,938 60,948 1,169 1,159 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 831) 0 -393 0 707 1,203 707 810 124 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.6 0.1 97.2 97.4 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 15 18 17 20 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 224,513 COMMITMENTS 0 0 0 220,426 216,281 220,426 216,281 4,087 8,232 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 6,537) 0 -1,055 -707 6,840 6,449 6,133 4,687 404 1,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 96.3 98.2 96.3 1.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 0 0 40 39 40 39 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,452 COMMITMENTS 0 7,232 610 44,263 47,687 44,873 55,529 13,579 2,923 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 5,658) 0 4,980 -1,009 4,962 3,532 3,953 7,503 1,705 -1,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.4 1.0 75.7 81.6 76.8 95.0 23.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 19 18 21 21 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,178 COMMITMENTS 0 20,273 882 112,949 92,698 113,831 113,853 9,347 9,325 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,709) 0 3,529 7 2,456 -1,675 2,463 1,861 246 848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.5 0.7 91.7 75.3 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 5 1 21 25 22 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,875 COMMITMENTS 14,082 0 636 93,350 109,825 108,068 110,461 6,807 4,414 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,724) -2,144 0 -10 4,843 3,418 2,689 3,408 35 -684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 0.0 0.6 81.3 95.6 94.1 96.2 5.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 0 1 24 17 31 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,408 COMMITMENTS 310 0 0 102,890 106,779 103,200 106,779 5,208 1,629 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,274) 0 0 0 1,274 1,212 1,274 1,212 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 94.9 98.5 95.2 98.5 4.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 21 19 22 19 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 132,442 COMMITMENTS 1,712 1,083 1,217 124,352 127,278 127,281 129,578 5,161 2,864 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 785) 1,495 -234 -324 -750 1,037 421 479 364 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.8 0.9 93.9 96.1 96.1 97.8 3.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 19 19 22 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 148,152 COMMITMENTS 3,270 12,363 5,008 123,201 122,217 131,479 139,588 16,673 8,564 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 9,499) 345 675 1,786 6,044 7,929 8,175 10,390 1,324 -891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.3 3.4 83.2 82.5 88.7 94.2 11.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 5 3 31 31 34 37 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,644 COMMITMENTS 0 2,666 0 18,486 16,345 18,486 19,011 1,158 633 CHANGES FROM 02/23/16 (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 13.6 0.0 94.1 83.2 94.1 96.8 5.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 10 11 10 13 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 49,626 COMMITMENTS 1,015 2,395 29 47,258 46,608 48,302 49,032 1,324 594 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,640) 0 1,169 0 2,640 1,471 2,640 2,640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 4.8 0.1 95.2 93.9 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 13 16 15 18 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 50,390 COMMITMENTS 0 1,276 0 47,802 48,721 47,802 49,997 2,588 393 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,299) 0 0 0 1,144 1,771 1,144 1,771 155 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.0 94.9 96.7 94.9 99.2 5.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 17 14 17 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 208,931 COMMITMENTS 958 10,479 1,721 199,358 190,257 202,037 202,457 6,894 6,474 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,808) -968 2,146 157 4,265 870 3,454 3,173 -646 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.0 0.8 95.4 91.1 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 7 4 38 32 42 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 89,815 COMMITMENTS 0 0 0 86,145 85,992 86,145 85,992 3,670 3,823 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 640) 0 0 0 307 843 307 843 333 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.9 95.7 95.9 95.7 4.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 19 18 19 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 90,915 COMMITMENTS 0 0 0 78,643 82,426 78,643 82,426 12,272 8,489 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,742) 0 0 0 600 3,510 600 3,510 2,142 -768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.5 90.7 86.5 90.7 13.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 17 18 17 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 88,336 COMMITMENTS 299 0 214 79,248 85,432 79,761 85,646 8,575 2,690 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,958) 299 0 214 680 2,021 1,193 2,235 765 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.2 89.7 96.7 90.3 97.0 9.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 21 19 22 20 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 31,831 COMMITMENTS 406 661 145 31,127 30,439 31,678 31,245 153 586 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.1 0.5 97.8 95.6 99.5 98.2 0.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 7 13 9 14 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 95,480 COMMITMENTS 3,072 0 0 85,689 91,804 88,761 91,804 6,719 3,676 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 4,801) 0 0 0 4,801 4,342 4,801 4,342 0 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 89.7 96.1 93.0 96.1 7.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 16 12 17 12 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 147,520 COMMITMENTS 23,259 14,187 8,871 114,747 123,972 146,877 147,030 643 490 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 4,169) 258 3,044 -1 3,958 1,147 4,215 4,190 -46 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 9.6 6.0 77.8 84.0 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 10 16 18 50 51 71 74 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 50,002 COMMITMENTS 1,424 1,465 1,368 47,210 47,169 50,002 50,002 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -2,201) -200 189 126 -2,021 -2,410 -2,095 -2,095 -106 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.9 2.7 94.4 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 2 29 27 32 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 445,945 COMMITMENTS 13,894 4,470 7,153 424,898 434,322 445,945 445,945 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -27,412) -8,027 4,470 -1,882 -17,503 -30,000 -27,412 -27,412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.0 1.6 95.3 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 25 22 29 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,627,371 COMMITMENTS 65,949 86,200 19,120 1542302 1522051 1627371 1627371 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 28,000) -4,822 1,875 0 32,822 26,125 28,000 28,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 5.3 1.2 94.8 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 6 4 34 41 40 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,223 COMMITMENTS 2,073 4,614 3,023 63,127 60,561 68,223 68,198 0 25 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,816) -316 508 68 2,064 1,539 1,816 2,115 0 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 6.8 4.4 92.5 88.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 8 4 24 25 32 34 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 488,037 COMMITMENTS 1,480 12,246 3,994 482,563 471,797 488,037 488,037 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -7,412) 0 -344 -608 -6,804 -6,460 -7,412 -7,412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.5 0.8 98.9 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 1 20 20 22 23 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 392,057 COMMITMENTS 0 5,816 0 392,057 386,241 392,057 392,057 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -2,300) 0 0 0 -2,300 -2,300 -2,300 -2,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 2 0 33 33 33 35 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 39,162 COMMITMENTS 929 0 468 36,759 37,527 38,156 37,995 1,006 1,167 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 41) 212 0 0 -105 62 107 62 -66 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 1.2 93.9 95.8 97.4 97.0 2.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 0 2 28 28 33 30 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,800 COMMITMENTS 38 50 94 52,232 52,622 52,364 52,766 436 34 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,981) 30 0 -4 1,955 1,985 1,981 1,981 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.2 98.9 99.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 1 1 35 33 36 35 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,480 COMMITMENTS 203 50 58 70,677 71,323 70,938 71,431 542 49 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,210) 0 0 0 2,210 2,210 2,210 2,210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.1 0.1 98.9 99.8 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 1 37 31 39 33 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,592 COMMITMENTS 50 0 0 20,422 20,472 20,472 20,472 120 120 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,075) 50 0 0 1,025 1,075 1,075 1,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.2 99.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 19 15 20 15 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 340,128 COMMITMENTS 1,616 9,360 368 338,144 330,400 340,128 340,128 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 41,504) 1,240 9,360 368 39,896 31,776 41,504 41,504 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.8 0.1 99.4 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 26 19 27 21 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 10,451 COMMITMENTS 1,666 0 0 8,678 10,407 10,344 10,407 107 44 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 579) 127 0 0 431 579 558 579 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.0 0.0 83.0 99.6 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 18 19 20 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,360 COMMITMENTS 5,350 0 0 7,950 13,300 13,300 13,300 60 60 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 450) 450 0 0 0 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 0.0 0.0 59.5 99.6 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 9 16 11 16 NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,360 COMMITMENTS 0 300 0 7,300 7,005 7,300 7,305 60 55 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 140) 0 0 0 140 140 140 140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 0.0 99.2 95.2 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 10 15 11 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,553 COMMITMENTS 1,045 200 150 6,773 8,148 7,968 8,498 585 55 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 15) 140 -100 0 -125 115 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 2.3 1.8 79.2 95.3 93.2 99.4 6.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 17 15 19 17 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,580 COMMITMENTS 0 350 0 26,580 26,110 26,580 26,460 0 120 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 505) 0 100 0 505 405 505 505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 100.0 98.2 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 0 24 22 24 25 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,907 COMMITMENTS 0 125 0 23,727 23,782 23,727 23,907 180 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 931) 0 0 0 961 931 961 931 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 99.2 99.5 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 25 23 25 25 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,506 COMMITMENTS 82 211 44 22,253 21,440 22,379 21,695 127 811 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 796) 19 -2 2 798 796 819 796 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.9 0.2 98.9 95.3 99.4 96.4 0.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 1 28 22 30 25 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,573 COMMITMENTS 110 2,994 1,705 58,477 55,692 60,292 60,391 281 182 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 564) -50 -629 585 -1 613 534 569 30 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 4.9 2.8 96.5 91.9 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 6 4 32 33 37 39 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,218 COMMITMENTS 248 7,562 3,306 70,644 63,270 74,198 74,138 20 80 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,329) 31 -1,979 1,073 205 2,230 1,309 1,324 20 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 10.2 4.5 95.2 85.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 10 9 35 36 44 48 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,275 COMMITMENTS 1,215 0 0 45,630 47,230 46,845 47,230 430 45 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 700) 0 0 0 700 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 96.5 99.9 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 26 13 27 13 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,670 COMMITMENTS 1,630 0 0 50,985 52,655 52,615 52,655 55 15 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 780 600 780 600 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.8 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 27 15 28 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 352,336 COMMITMENTS 37,138 24,559 5,736 309,462 322,041 352,336 352,336 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -3,092) 4,809 0 -4,321 -3,580 1,229 -3,092 -3,092 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 7.0 1.6 87.8 91.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 4 2 31 31 34 37 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,218 COMMITMENTS 5,261 1,991 381 21,449 24,781 27,091 27,153 127 65 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 974) 470 -105 -66 591 1,145 995 974 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 7.3 1.4 78.8 91.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 6 5 28 33 34 41 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 36,723 COMMITMENTS 105 3,084 1,593 35,025 32,046 36,723 36,723 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,169) 0 -81 0 1,169 1,250 1,169 1,169 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 8.4 4.3 95.4 87.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 6 4 14 15 20 22 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 357,119 COMMITMENTS 0 759 0 357,119 356,360 357,119 357,119 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,246) 0 0 0 2,246 2,246 2,246 2,246 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: 29) 0 1 0 23 17 23 18 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 29,752 COMMITMENTS 722 560 0 28,966 28,550 29,688 29,110 64 642 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 236) 0 0 0 213 301 213 301 23 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.9 0.0 97.4 96.0 99.8 97.8 0.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 0 17 17 20 19 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 133,570 COMMITMENTS 0 5,000 0 133,570 128,570 133,570 133,570 0 0 CHANGES FROM 02/23/16 (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 3.7 0.0 100.0 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 11 11 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,792 COMMITMENTS 1,711 513 364 12,569 12,913 14,644 13,790 148 1,002 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 7) 20 42 -42 9 391 -13 391 20 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 3.5 2.5 85.0 87.3 99.0 93.2 1.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 17 21 21 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 183,109 COMMITMENTS 10,773 0 1,586 170,750 181,523 183,109 183,109 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,356) 0 0 0 2,356 2,356 2,356 2,356 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 0.9 93.3 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 18 20 21 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 18,379 COMMITMENTS 193 1,840 63 17,952 16,177 18,208 18,080 171 299 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,198) 23 422 -2 1,091 841 1,112 1,261 86 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 10.0 0.3 97.7 88.0 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 21 23 24 27 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 187,885 COMMITMENTS 2,828 0 1,485 183,572 186,400 187,885 187,885 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 6,033) 0 0 0 6,033 6,033 6,033 6,033 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.8 97.7 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 19 19 21 21 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,345 COMMITMENTS 0 880 50 9,235 8,360 9,285 9,290 60 55 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 175) 0 180 0 175 -5 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.4 0.5 98.8 89.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 17 13 18 16 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,015 COMMITMENTS 334 0 0 19,681 20,015 20,015 20,015 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -412) 105 0 0 -517 -412 -412 -412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 17 19 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,870 COMMITMENTS 0 0 0 8,895 9,785 8,895 9,785 975 85 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -110) 0 0 0 -110 -110 -110 -110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.1 99.1 90.1 99.1 9.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 11 16 11 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,625 COMMITMENTS 0 1,780 0 11,905 10,845 11,905 12,625 720 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 40) 0 100 0 40 -60 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.1 0.0 94.3 85.9 94.3 100.0 5.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 22 17 22 18 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 15,980 COMMITMENTS 5,875 470 0 10,105 15,510 15,980 15,980 0 0 CHANGES FROM 02/23/16 (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 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,950 COMMITMENTS 0 300 0 23,655 23,590 23,655 23,890 295 60 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 98.8 98.5 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 20 15 20 16 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,915 COMMITMENTS 0 300 0 20,400 20,575 20,400 20,875 515 40 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 20) 0 0 0 0 20 0 20 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 97.5 98.4 97.5 99.8 2.5 0.2 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 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,484 COMMITMENTS 700 50 0 19,664 20,434 20,364 20,484 120 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.2 0.0 96.0 99.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 18 19 20 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,234 COMMITMENTS 250 0 0 18,670 19,224 18,920 19,224 314 10 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 97.1 99.9 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 17 16 18 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,255 COMMITMENTS 300 50 0 22,240 23,205 22,540 23,255 715 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,950) 0 0 0 1,950 1,950 1,950 1,950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.2 0.0 95.6 99.8 96.9 100.0 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 15 18 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,755 COMMITMENTS 0 25 0 19,290 19,620 19,290 19,645 465 110 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,255 1,075 1,255 1,075 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 97.6 99.3 97.6 99.4 2.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 21 15 21 16 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,782 COMMITMENTS 100 25 100 19,347 19,547 19,547 19,672 235 110 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 990) 0 0 0 1,170 990 1,170 990 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.1 0.5 97.8 98.8 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 23 18 24 20 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 122,255 COMMITMENTS 4,075 755 15 118,165 121,485 122,255 122,255 0 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,845) 1,950 110 15 -120 1,720 1,845 1,845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.6 0.0 96.7 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 4 1 38 34 42 38 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 141,676 COMMITMENTS 3,190 4,955 770 137,716 135,899 141,676 141,624 0 52 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,120) -100 1,545 315 1,905 250 2,120 2,110 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.5 0.5 97.2 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 6 3 41 37 47 45 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 166,183 COMMITMENTS 7,030 15,844 9,960 149,008 140,351 165,998 166,155 185 28 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 4,468) -217 838 1,333 3,338 2,306 4,454 4,477 14 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 9.5 6.0 89.7 84.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 6 16 13 46 44 65 60 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,999 COMMITMENTS 1,726 1,700 2,374 111,773 111,925 115,873 115,999 126 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,614) -34 50 24 1,624 1,540 1,614 1,614 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.5 2.0 96.4 96.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 3 42 35 49 39 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,890 COMMITMENTS 345 920 145 34,330 33,785 34,820 34,850 70 40 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 610) 60 -50 65 475 595 600 610 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.6 0.4 98.4 96.8 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 2 25 16 28 19 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,725 COMMITMENTS 110 75 40 29,575 29,570 29,725 29,685 0 40 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 600) 110 0 15 475 585 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.1 99.5 99.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 23 10 25 12 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 30,958 COMMITMENTS 224 500 20 30,669 30,398 30,913 30,918 45 40 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 774) -30 0 20 784 754 774 774 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.6 0.1 99.1 98.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 30 28 31 30 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 17,627 COMMITMENTS 0 0 0 17,452 17,567 17,452 17,567 175 60 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 885) 0 0 0 885 825 885 825 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 99.7 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 17 20 17 PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,460 COMMITMENTS 0 0 0 15,010 15,445 15,010 15,445 450 15 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 150) 0 0 0 30 150 30 150 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 99.9 97.1 99.9 2.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 10 16 10 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,991 COMMITMENTS 2,363 2,030 71 25,446 25,870 27,880 27,971 111 20 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 611) 60 14 9 662 928 731 951 -120 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 7.3 0.3 90.9 92.4 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 2 26 25 31 30 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,908 COMMITMENTS 440 121 40 20,302 20,545 20,782 20,706 126 202 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 575) 0 5 0 575 570 575 575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.6 0.2 97.1 98.3 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 22 22 24 24 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,214 COMMITMENTS 1,082 3,542 188 36,914 34,484 38,184 38,214 30 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 660) -43 337 13 690 310 660 660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 9.3 0.5 96.6 90.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 3 29 31 32 37 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,122 COMMITMENTS 470 95 0 23,257 24,012 23,727 24,107 395 15 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.4 0.0 96.4 99.5 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 26 22 27 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,981 COMMITMENTS 0 2,160 0 21,922 19,811 21,922 21,971 59 10 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 175) 0 495 0 175 -320 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.8 0.0 99.7 90.1 99.7 100.0 0.3 0.0 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 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,274 COMMITMENTS 0 550 0 15,219 14,412 15,219 14,962 55 312 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -120 0 -120 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.0 99.6 94.4 99.6 98.0 0.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 16 15 16 17 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,361 COMMITMENTS 279 0 95 36,812 37,106 37,186 37,201 175 160 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 190) 5 0 -5 190 195 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.3 98.5 99.3 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 1 29 28 32 29 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 15,488 COMMITMENTS 537 0 18 14,213 15,317 14,768 15,335 720 153 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.1 91.8 98.9 95.4 99.0 4.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 21 16 22 17 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,299 COMMITMENTS 1,464 50 0 12,125 14,249 13,589 14,299 710 0 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 265) 0 0 0 205 265 205 265 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.3 0.0 84.8 99.7 95.0 100.0 5.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 24 17 25 18
Updated March 4, 2016