CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 10,262 COMMITMENTS 4,916 606 175 5,171 9,480 10,262 10,261 0 1 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 5.9 1.7 50.4 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 2 2 9 7 19 10 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 38,151 COMMITMENTS 21,988 10,596 3,521 12,579 24,024 38,088 38,141 63 10 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,046) 655 215 55 284 776 994 1,046 52 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.6 27.8 9.2 33.0 63.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 9 9 8 10 25 23 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 28,825 COMMITMENTS 15,950 24,345 850 12,025 3,080 28,825 28,275 0 550 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 200) 200 0 0 0 0 200 0 0 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 84.5 2.9 41.7 10.7 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 7 4 6 2 16 10 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 15,460 COMMITMENTS 4,200 13,175 1,745 9,515 500 15,460 15,420 0 40 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,000) 400 500 500 100 0 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 85.2 11.3 61.5 3.2 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 11 4 6 2 15 13 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 36,320 COMMITMENTS 4,665 10,225 305 31,350 25,790 36,320 36,320 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 70) 0 75 0 70 -5 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 28.2 0.8 86.3 71.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 9 3 11 11 20 21 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 11,150 COMMITMENTS 6,575 8,900 100 4,475 2,150 11,150 11,150 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 500) 550 350 0 -50 150 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 79.8 0.9 40.1 19.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 7 1 4 4 12 11 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 7,400 COMMITMENTS 4,025 3,570 320 3,035 3,510 7,380 7,400 20 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 750) 750 250 -200 200 700 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 48.2 4.3 41.0 47.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 4 1 5 5 13 10 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 11,945 COMMITMENTS 3,745 7,020 1,000 7,200 3,925 11,945 11,945 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 100) 0 -100 0 100 200 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 58.8 8.4 60.3 32.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 5 3 6 3 17 10 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,493,635 COMMITMENTS 585,020 186,385 676,527 3185153 3617534 4446700 4480446 46,935 13,189 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 139,087) 21,151 88 47,730 72,488 92,110 141,369 139,928 -2,282 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 4.1 15.1 70.9 80.5 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 48 30 59 138 125 213 188 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 265,005 COMMITMENTS 104,132 49,566 59,591 98,720 154,976 262,443 264,133 2,562 872 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -233) -7,813 -3,686 936 6,668 2,517 -209 -233 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 18.7 22.5 37.3 58.5 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 13 17 30 32 52 55 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,106 COMMITMENTS 28,654 3,465 5,933 231,296 267,710 265,883 277,108 17,223 5,998 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 493) -134 -1,124 1,638 -1,412 11 92 525 401 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 1.2 2.1 81.7 94.6 93.9 97.9 6.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 10 5 8 42 34 57 43 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,330 COMMITMENTS 2,231 11,514 3,091 131,383 124,134 136,705 138,739 5,625 3,591 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,541) 236 610 -439 2,530 2,063 2,327 2,234 214 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 8.1 2.2 92.3 87.2 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 6 5 29 33 35 42 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,527 COMMITMENTS 1,961 6,582 5,027 209,217 204,590 216,205 216,199 13,322 13,328 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,193) -341 -240 274 5,586 3,309 5,519 3,343 -326 1,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.9 2.2 91.2 89.1 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 3 4 28 30 32 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 736,965 COMMITMENTS 217 14,781 13,075 709,451 704,690 722,743 732,546 14,222 4,419 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 17,424) 0 2,136 -594 16,134 15,742 15,540 17,284 1,884 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 1.8 96.3 95.6 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 6 4 51 39 56 45 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,079 COMMITMENTS 16,198 1,656 4,339 280,512 294,668 301,049 300,663 7,030 7,416 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,322) -785 -453 549 1,891 2,481 1,655 2,577 667 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.5 1.4 91.1 95.6 97.7 97.6 2.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 1 4 34 39 40 44 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 286,436 COMMITMENTS 14,706 1,397 2,154 264,844 277,966 281,704 281,517 4,732 4,919 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,001) -39 -161 -48 4,385 5,395 4,298 5,186 703 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.5 0.8 92.5 97.0 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 2 4 37 45 43 49 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,534 COMMITMENTS 1,021 1,921 2,211 125,179 121,354 128,411 125,486 5,123 8,048 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,870) -472 445 85 2,073 1,340 1,686 1,870 184 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.4 1.7 93.7 90.9 96.2 94.0 3.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 21 23 23 26 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 125,378 COMMITMENTS 5,498 5,007 2,258 109,383 110,898 117,139 118,163 8,239 7,215 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,396) -1,138 -117 806 245 555 -87 1,244 1,483 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 4.0 1.8 87.2 88.5 93.4 94.2 6.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 3 28 24 31 27 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,795 COMMITMENTS 212 1,990 1,396 92,523 89,158 94,131 92,544 8,664 10,251 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,996) 0 644 -62 4,897 2,414 4,835 2,996 -1,839 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.9 1.4 90.0 86.7 91.6 90.0 8.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 18 20 20 22 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 168,417 COMMITMENTS 0 0 0 161,338 157,421 161,338 157,421 7,079 10,996 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,878) 0 0 0 7,278 5,451 7,278 5,451 -1,400 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 93.5 95.8 93.5 4.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 27 20 27 20 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,752 COMMITMENTS 0 0 0 77,610 80,124 77,610 80,124 10,142 7,628 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -62) 0 0 0 -124 93 -124 93 62 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.4 91.3 88.4 91.3 11.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 15 16 15 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,497 COMMITMENTS 0 0 0 21,496 21,835 21,496 21,835 2,001 1,662 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -31 0 -31 0 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.5 92.9 91.5 92.9 8.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 11 13 11 13 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 330,668 COMMITMENTS 1,129 3,596 6,413 309,859 312,254 317,401 322,263 13,267 8,405 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 9,735) -59 215 -400 9,608 9,066 9,149 8,881 586 854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.1 1.9 93.7 94.4 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 3 5 44 39 49 45 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,903 COMMITMENTS 1,462 620 1,810 75,178 76,764 78,450 79,194 7,453 6,709 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,224) 248 0 65 1,077 342 1,390 407 -166 817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.7 2.1 87.5 89.4 91.3 92.2 8.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 22 20 24 23 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,441 COMMITMENTS 240 0 0 12,784 14,607 13,024 14,607 3,417 1,834 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 558) 0 0 0 558 372 558 372 0 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 77.8 88.8 79.2 88.8 20.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 9 14 10 14 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,368 COMMITMENTS 2,823 7,589 1,709 63,353 61,990 67,885 71,288 6,483 3,080 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 580) -187 309 242 401 395 456 946 124 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 10.2 2.3 85.2 83.4 91.3 95.9 8.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 15 15 19 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 60,750 COMMITMENTS 3,580 1,674 0 54,363 57,986 57,943 59,660 2,807 1,090 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,205) 248 1,674 0 5,081 3,407 5,329 5,081 -124 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.8 0.0 89.5 95.5 95.4 98.2 4.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 19 17 21 18 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,798 COMMITMENTS 17,530 11,094 360 86,590 92,983 104,480 104,437 2,318 2,361 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,236) 248 1,550 0 5,050 3,193 5,298 4,743 -62 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 10.4 0.3 81.1 87.1 97.8 97.8 2.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 5 1 33 25 43 30 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,599 COMMITMENTS 0 0 0 61,209 60,905 61,209 60,905 390 694 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,259) 0 0 0 1,259 1,135 1,259 1,135 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 98.9 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 17 18 17 18 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 212,886 COMMITMENTS 1,052 0 1,351 203,474 201,952 205,877 203,303 7,009 9,583 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,184) 1,052 -450 452 1,406 2,990 2,910 2,992 274 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.6 95.6 94.9 96.7 95.5 3.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 1 33 33 35 34 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 26,588 COMMITMENTS 1,866 0 0 22,200 24,642 24,066 24,642 2,522 1,946 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 62) 0 0 0 62 0 62 0 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.0 83.5 92.7 90.5 92.7 9.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 11 11 11 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 53,770 COMMITMENTS 0 4,887 1,246 40,576 42,519 41,822 48,652 11,948 5,118 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 31) 0 94 31 0 -125 31 0 0 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.1 2.3 75.5 79.1 77.8 90.5 22.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 15 17 17 20 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,481 COMMITMENTS 0 19,846 523 107,619 89,635 108,142 110,004 8,339 6,477 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 108) 0 -1,551 0 46 1,597 46 46 62 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.0 0.4 92.4 77.0 92.8 94.4 7.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 4 1 19 25 20 29 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,213 COMMITMENTS 11,133 0 721 91,035 110,052 102,889 110,773 14,324 6,440 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,318) -1,038 0 -250 4,005 1,662 2,717 1,412 -399 906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 0.6 77.7 93.9 87.8 94.5 12.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 0 1 16 13 21 14 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,005 COMMITMENTS 1,472 0 0 99,014 103,985 100,486 103,985 5,519 2,020 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,389) 0 0 0 1,055 1,389 1,055 1,389 334 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 93.4 98.1 94.8 98.1 5.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 18 16 19 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,413 COMMITMENTS 1,501 1,866 1,886 113,404 117,644 116,791 121,396 6,622 2,017 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 412) 165 -490 -97 465 906 533 319 -121 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.5 1.5 91.9 95.3 94.6 98.4 5.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 2 19 19 22 24 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 144,414 COMMITMENTS 2,123 13,967 2,223 123,843 117,442 128,189 133,632 16,225 10,782 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,697) 504 624 134 1,609 1,401 2,247 2,159 450 538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 9.7 1.5 85.8 81.3 88.8 92.5 11.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 2 23 26 25 30 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,619 COMMITMENTS 4,467 5,223 0 19,790 20,026 24,257 25,249 1,362 370 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,813) 1,767 403 0 1,926 3,100 3,693 3,503 120 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 20.4 0.0 77.2 78.2 94.7 98.6 5.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 13 11 16 13 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 49,159 COMMITMENTS 0 1,050 0 47,226 47,656 47,226 48,706 1,933 453 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 124) 0 0 0 62 124 62 124 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 96.1 96.9 96.1 99.1 3.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 13 16 13 18 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 60,355 COMMITMENTS 0 1,208 0 58,223 58,509 58,223 59,717 2,132 638 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 124) 0 248 0 124 -124 124 124 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 96.5 96.9 96.5 98.9 3.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 14 12 14 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 199,585 COMMITMENTS 2,039 6,797 1,643 188,915 183,946 192,597 192,386 6,988 7,199 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 7,916) 332 308 -62 8,655 7,575 8,925 7,821 -1,009 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.4 0.8 94.7 92.2 96.5 96.4 3.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 5 3 40 33 43 40 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 90,227 COMMITMENTS 0 860 0 80,825 79,246 80,825 80,106 9,402 10,121 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -585) 0 0 0 -585 -585 -585 -585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 89.6 87.8 89.6 88.8 10.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 17 16 17 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 91,237 COMMITMENTS 0 1,195 395 82,735 86,534 83,130 88,124 8,107 3,113 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,350) 0 -184 122 1,381 1,412 1,503 1,350 -153 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.4 90.7 94.8 91.1 96.6 8.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 20 17 21 18 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 96,848 COMMITMENTS 2,362 0 0 87,784 93,998 90,146 93,998 6,702 2,850 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,438) 0 0 0 3,836 6,215 3,836 6,215 -398 -2,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 90.6 97.1 93.1 97.1 6.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 18 14 19 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 137,804 COMMITMENTS 23,004 8,576 8,839 104,920 119,602 136,763 137,017 1,041 787 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 760) -4,582 601 459 4,521 -659 398 401 362 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 6.2 6.4 76.1 86.8 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 16 13 17 49 49 76 68 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 50,924 COMMITMENTS 3,270 2,135 308 47,346 48,481 50,924 50,924 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,518) -76 103 0 1,594 1,415 1,518 1,518 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 4.2 0.6 93.0 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 1 27 28 32 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 435,212 COMMITMENTS 50,184 2,432 0 385,028 432,780 435,212 435,212 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 15,225) 3,864 0 0 11,361 15,225 15,225 15,225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 0.6 0.0 88.5 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 0 25 24 29 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,525,448 COMMITMENTS 61,777 48,567 44,109 1419562 1432772 1525448 1525448 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 51,473) 1,536 9,632 3,636 46,301 38,205 51,473 51,473 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 3.2 2.9 93.1 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 7 3 38 41 44 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,848 COMMITMENTS 5,221 4,878 2,711 60,916 61,259 68,848 68,848 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 894) 691 -100 -102 305 1,096 894 894 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 7.1 3.9 88.5 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 6 6 25 25 35 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 431,247 COMMITMENTS 2,928 14,976 0 428,319 416,271 431,247 431,247 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -4,024) 2,928 -4,992 0 -6,952 968 -4,024 -4,024 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.5 0.0 99.3 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 0 19 16 20 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 398,331 COMMITMENTS 0 760 0 398,331 397,571 398,331 398,331 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 9,980) 0 0 0 9,980 9,980 9,980 9,980 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: 39) 0 1 0 29 30 29 31 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 37,699 COMMITMENTS 997 63 402 35,429 36,158 36,828 36,623 871 1,076 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 94) -110 0 44 160 50 94 94 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.2 1.1 94.0 95.9 97.7 97.1 2.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 2 28 26 33 29 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,400 COMMITMENTS 0 0 0 53,919 54,343 53,919 54,343 481 57 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,160) 0 0 0 2,160 2,160 2,160 2,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.9 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 0 0 34 33 34 33 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,222 COMMITMENTS 396 0 5 75,147 76,157 75,548 76,162 674 60 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,700) 50 0 0 3,650 3,700 3,700 3,700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 98.6 99.9 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 0 1 36 30 39 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,443 COMMITMENTS 100 75 0 18,313 18,368 18,413 18,443 30 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.4 0.0 99.3 99.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 18 14 19 15 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 318,872 COMMITMENTS 2,872 0 752 315,248 318,120 318,872 318,872 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 16) 0 0 0 16 16 16 16 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.2 98.9 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 27 16 28 17 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,999 COMMITMENTS 2,043 0 0 7,764 9,787 9,807 9,787 192 212 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 64) -21 0 0 -1 64 -22 64 86 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 0.0 0.0 77.6 97.9 98.1 97.9 1.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 0 0 20 17 27 17 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,970 COMMITMENTS 5,850 0 0 7,060 12,910 12,910 12,910 60 60 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 0.0 0.0 54.4 99.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 10 15 12 15 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,060 COMMITMENTS 50 450 340 11,115 11,180 11,505 11,970 555 90 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,400) 0 220 -180 1,580 1,360 1,400 1,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.7 2.8 92.2 92.7 95.4 99.3 4.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 12 18 13 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,816 COMMITMENTS 0 625 0 25,816 25,191 25,816 25,816 0 0 CHANGES FROM 04/12/16 (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 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 0 24 20 24 22 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,502 COMMITMENTS 50 75 600 22,672 22,827 23,322 23,502 180 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -260) 0 0 0 -260 -260 -260 -260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.3 2.6 96.5 97.1 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 25 22 27 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 24,430 COMMITMENTS 1,001 126 0 22,151 23,137 23,152 23,263 1,278 1,167 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 45) 63 0 0 -18 -19 45 -19 0 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.5 0.0 90.7 94.7 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 26 22 28 23 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,740 COMMITMENTS 390 4,135 557 55,598 51,918 56,545 56,610 195 130 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,042) 25 1,195 -35 1,052 -118 1,042 1,042 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 7.3 1.0 98.0 91.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 4 5 34 33 39 39 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 70,568 COMMITMENTS 3,261 2,925 2,073 65,214 65,480 70,548 70,478 20 90 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,062) -395 622 119 1,323 326 1,047 1,067 15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 4.1 2.9 92.4 92.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 6 7 36 33 46 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,410 COMMITMENTS 1,055 0 0 42,343 43,380 43,398 43,380 12 30 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,980) -15 0 0 2,995 2,980 2,980 2,980 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 97.5 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 27 15 28 15 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,413 COMMITMENTS 1,515 0 0 47,853 49,413 49,368 49,413 45 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,070) 85 0 0 2,985 3,070 3,070 3,070 0 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: 31) 1 0 0 27 17 28 17 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 339,929 COMMITMENTS 9,499 28,347 9,530 320,900 302,052 339,929 339,929 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,780) -11,514 8,712 3,626 10,668 -9,558 2,780 2,780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 8.3 2.8 94.4 88.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 5 2 30 32 33 38 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,430 COMMITMENTS 2,784 1,469 1,507 22,033 23,347 26,324 26,323 106 107 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 14) -765 218 440 339 -687 14 -29 0 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 5.6 5.7 83.4 88.3 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 6 7 29 34 36 43 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 39,697 COMMITMENTS 492 3,948 432 38,773 35,317 39,697 39,697 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 486) 0 -130 0 486 616 486 486 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 9.9 1.1 97.7 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 6 2 14 17 17 24 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 322,208 COMMITMENTS 0 1,520 0 322,208 320,688 322,208 322,208 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -2,592) 0 -2,592 0 -2,592 0 -2,592 -2,592 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 12 11 12 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 360,940 COMMITMENTS 0 384 0 360,940 360,556 360,940 360,940 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,853) 0 0 0 1,853 1,853 1,853 1,853 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: 26) 0 1 0 19 16 19 17 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 28,192 COMMITMENTS 953 84 0 27,155 27,198 28,108 27,282 84 910 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -491) 212 0 0 -703 -534 -491 -534 0 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.3 0.0 96.3 96.5 99.7 96.8 0.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 0 17 18 21 19 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 132,380 COMMITMENTS 0 3,545 0 132,380 128,835 132,380 132,380 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 800) 0 0 0 800 800 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.0 100.0 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 10 10 11 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,694 COMMITMENTS 2,383 125 467 10,698 12,150 13,548 12,742 146 952 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 630) 146 0 0 443 653 589 653 41 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 0.9 3.4 78.1 88.7 98.9 93.0 1.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 2 17 19 21 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 156,721 COMMITMENTS 16,114 3,930 0 140,607 152,791 156,721 156,721 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 4,777) 2,425 0 0 2,352 4,777 4,777 4,777 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.5 0.0 89.7 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 16 17 19 18 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 18,288 COMMITMENTS 429 2,340 0 17,516 15,419 17,945 17,759 343 529 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 433) 64 108 0 325 346 389 454 44 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 12.8 0.0 95.8 84.3 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 0 25 22 29 24 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 200,087 COMMITMENTS 384 11,279 793 198,910 188,015 200,087 200,087 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,448) 0 0 0 2,448 2,448 2,448 2,448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.6 0.4 99.4 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 20 17 22 18 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,615 COMMITMENTS 0 760 70 8,485 7,740 8,555 8,570 60 45 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 150) 0 50 0 150 100 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 0.8 98.5 89.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 17 12 19 15 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,168 COMMITMENTS 752 486 0 20,416 20,682 21,168 21,168 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 103) 104 0 0 -1 103 103 103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 2.3 0.0 96.4 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 17 18 18 19 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,180 COMMITMENTS 420 0 0 8,055 9,135 8,475 9,135 705 45 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 70) 120 0 0 -50 70 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.0 87.7 99.5 92.3 99.5 7.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 14 12 15 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,750 COMMITMENTS 350 1,630 100 9,570 9,020 10,020 10,750 730 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 15.2 0.9 89.0 83.9 93.2 100.0 6.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 15 17 16 19 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 12,988 COMMITMENTS 4,775 382 0 8,213 12,606 12,988 12,988 0 0 CHANGES FROM 04/12/16 (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 COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,405 COMMITMENTS 0 0 0 18,350 18,405 18,350 18,405 55 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -15 0 -15 0 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 12 16 12 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,580 COMMITMENTS 0 150 0 21,325 21,400 21,325 21,550 255 30 CHANGES FROM 04/12/16 (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 0.7 0.0 98.8 99.2 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 19 15 19 16 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,140 COMMITMENTS 0 150 0 18,675 18,990 18,675 19,140 465 0 CHANGES FROM 04/12/16 (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 0.8 0.0 97.6 99.2 97.6 100.0 2.4 0.0 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 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,962 COMMITMENTS 825 0 0 21,017 21,962 21,842 21,962 120 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,170) 0 0 0 1,170 1,170 1,170 1,170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 95.7 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 17 15 19 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,203 COMMITMENTS 225 0 0 17,595 18,203 17,820 18,203 383 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,250) 0 0 0 1,250 1,250 1,250 1,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 96.7 100.0 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 16 14 17 14 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,885 COMMITMENTS 0 550 0 22,480 22,315 22,480 22,865 405 20 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,485) 0 300 0 1,485 1,185 1,485 1,485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 98.2 97.5 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 17 15 17 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,650 COMMITMENTS 0 0 0 22,290 22,540 22,290 22,540 360 110 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 615) 0 0 0 615 615 615 615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.4 99.5 98.4 99.5 1.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 21 11 21 11 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,887 COMMITMENTS 200 0 0 21,292 21,797 21,492 21,797 395 90 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 450) 0 0 0 450 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 97.3 99.6 98.2 99.6 1.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 20 11 21 11 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 118,927 COMMITMENTS 3,565 1,130 100 115,142 117,667 118,807 118,897 120 30 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,640) 0 120 -40 2,680 2,560 2,640 2,640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.0 0.1 96.8 98.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 4 1 37 33 41 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 133,351 COMMITMENTS 3,115 3,455 450 129,786 129,426 133,351 133,331 0 20 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,113) 300 0 -50 1,863 2,163 2,113 2,113 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.6 0.3 97.3 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 6 2 42 34 49 42 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 170,706 COMMITMENTS 9,789 18,067 6,654 154,000 145,951 170,443 170,672 263 34 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 4,592) 1,593 5,104 -2,766 5,610 2,264 4,437 4,602 155 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 10.6 3.9 90.2 85.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 9 12 12 46 45 64 61 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 118,465 COMMITMENTS 1,800 200 3,275 113,324 114,990 118,399 118,465 66 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,460) 360 -1,320 420 1,680 3,360 2,460 2,460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.2 2.8 95.7 97.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 3 42 35 48 39 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,765 COMMITMENTS 320 730 290 36,125 35,735 36,735 36,755 30 10 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 435) 0 0 0 435 435 435 435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.0 0.8 98.3 97.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 24 13 28 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,955 COMMITMENTS 0 315 0 32,955 32,640 32,955 32,955 0 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 23 13 23 15 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 28,968 COMMITMENTS 314 0 5 28,514 28,798 28,833 28,803 135 165 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 205) 100 -200 -50 135 320 185 70 20 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.4 99.4 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 26 26 28 27 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 16,295 COMMITMENTS 225 0 0 16,070 16,135 16,295 16,135 0 160 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 20) 0 0 0 225 20 225 20 -205 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 98.6 99.0 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 19 16 20 16 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,803 COMMITMENTS 3,242 1,620 116 26,340 28,062 29,698 29,798 105 5 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,677) 125 0 0 1,542 1,672 1,667 1,672 10 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 5.4 0.4 88.4 94.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 4 25 26 31 31 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,465 COMMITMENTS 505 0 115 19,509 20,245 20,129 20,360 336 105 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 30) 0 0 0 -100 10 -100 10 130 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.6 95.3 98.9 98.4 99.5 1.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 20 23 22 24 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,668 COMMITMENTS 1,283 4,090 252 39,088 36,306 40,623 40,648 45 20 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 621) 206 10 19 396 577 621 606 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 10.1 0.6 96.1 89.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 4 30 27 35 33 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,696 COMMITMENTS 655 50 0 21,737 22,559 22,392 22,609 304 87 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 260) 300 0 0 -40 260 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.2 0.0 95.8 99.4 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 24 17 26 18 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,327 COMMITMENTS 0 2,538 0 22,317 19,789 22,317 22,327 10 0 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 270) 0 0 0 270 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.4 0.0 100.0 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 21 19 21 21 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,765 COMMITMENTS 0 450 0 14,748 14,011 14,748 14,461 17 304 CHANGES FROM 04/12/16 (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 3.0 0.0 99.9 94.9 99.9 97.9 0.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 17 15 17 17 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,129 COMMITMENTS 200 500 0 36,560 36,189 36,760 36,689 369 440 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 620) 0 300 0 620 320 620 620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.3 0.0 98.5 97.5 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 0 27 26 29 28 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 15,136 COMMITMENTS 441 0 20 14,573 15,077 15,034 15,097 102 39 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.1 96.3 99.6 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 22 20 23 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,117 COMMITMENTS 1,281 0 0 12,029 13,972 13,310 13,972 807 145 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -110) 0 0 0 -110 -110 -110 -110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.0 85.2 99.0 94.3 99.0 5.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 24 15 25 15
Updated April 22, 2016