CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,578
COMMITMENTS
   1,832      581       75    4,636    5,921    6,543    6,577       35        1

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        -50)
    -129        0     -100      154       50      -75      -50       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      8.8      1.1     70.5     90.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        3        3        9        7       16       12                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       29,918
COMMITMENTS
  18,338    6,971    1,419   10,066   21,528   29,823   29,918       95        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        825)
     875        0     -375      340    1,200      840      825      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     23.3      4.7     33.6     72.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        7        5       12       12       28       22                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       33,625
COMMITMENTS
  17,400   26,945      650   15,575    6,030   33,625   33,625        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     80.1      1.9     46.3     17.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        3        9        4       17       11                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       20,720
COMMITMENTS
   4,760   15,685    1,795   14,165    3,200   20,720   20,680        0       40

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     75.7      8.7     68.4     15.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        9        4        9        4       21       13                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       22,374
COMMITMENTS
   3,163    1,110      275   18,936   20,989   22,374   22,374        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        450)
     -65      750      -25      540     -275      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      5.0      1.2     84.6     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        1        9        6       16        9                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       42,307
COMMITMENTS
   4,829    3,752    2,500   34,958   36,015   42,287   42,267       20       40

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:         70)
     -15       15        0       85       55       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      8.9      5.9     82.6     85.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        7        1       11       13       17       20                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       15,410
COMMITMENTS
   7,025    8,610      650    7,725    6,150   15,400   15,410       10        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     55.9      4.2     50.1     39.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        6        2        6        5       16       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       14,050
COMMITMENTS
   5,575    5,420      320    8,135    8,310   14,030   14,050       20        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -100)
       0     -800        0     -100      700     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     38.6      2.3     57.9     59.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        3        1        8        8       16       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       17,785
COMMITMENTS
   6,285    7,320      600   10,900    9,865   17,785   17,785        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        200)
     200     -100        0        0      300      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     41.2      3.4     61.3     55.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        2        8        5       15       11                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,762,850
COMMITMENTS
 812,371  119,748  752,420  3133304  3860922  4698095  4733090   64,755   29,760

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     57,407)
  12,980      537     -452   38,426   49,756   50,954   49,841    6,453    7,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      2.5     15.8     65.8     81.1     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      50       22       56      142      125      208      188                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      217,176
COMMITMENTS
  54,708   61,581   30,851  129,339  124,590  214,898  217,022    2,278      154

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      6,181)
   6,951    4,407   -1,859    1,089    3,633    6,181    6,181        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     28.4     14.2     59.6     57.4     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       13       17       37       33       58       55                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,863
COMMITMENTS
  26,155      395    2,203  191,817  232,264  220,175  234,862   19,688    5,001

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      3,908)
     986   -2,072    1,433    1,644    4,500    4,063    3,861     -155       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.2      0.9     80.0     96.8     91.8     97.9      8.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      10        1        4       38       33       49       37                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      126,267
COMMITMENTS
     601    5,427    2,482  117,103  113,451  120,186  121,360    6,081    4,907

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,353)
    -581      -14      259    1,289    1,088      967    1,333      386       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.3      2.0     92.7     89.9     95.2     96.1      4.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        4       25       30       30       36                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      197,019
COMMITMENTS
   2,517    1,716    2,083  176,332  185,810  180,932  189,609   16,087    7,410

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,814)
     -24     -550      352   -2,814   -1,359   -2,486   -1,557      672     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.9      1.1     89.5     94.3     91.8     96.2      8.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        3       28       34       31       39                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      787,162
COMMITMENTS
     269    3,827    5,089  769,123  771,439  774,481  780,355   12,681    6,807

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      9,074)
    -212     -408      572    8,324    9,268    8,684    9,432      390     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.6     97.7     98.0     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        4        5       55       38       61       44                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      333,755
COMMITMENTS
     170    5,931      652  326,739  320,386  327,561  326,969    6,194    6,786

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      3,237)
      29    1,640     -387    3,462    1,854    3,104    3,107      133      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.8      0.2     97.9     96.0     98.1     98.0      1.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1        2        3       36       47       39       50                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      259,923
COMMITMENTS
     998    1,433    1,016  250,459  256,269  252,473  258,718    7,450    1,205

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        673)
    -231   -1,123      396     -103    1,253       62      526      611      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.6      0.4     96.4     98.6     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        2        3       44       46       47       49                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,788
COMMITMENTS
       0      907    2,993   81,566   71,780   84,559   75,680    4,229   13,108

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,314)
    -957      704      988    1,801     -226    1,832    1,466     -518     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      3.4     91.9     80.8     95.2     85.2      4.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       20       23       22       25                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,527
COMMITMENTS
     210   15,339    2,550  104,859   91,291  107,619  109,180    4,908    3,347

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -294)
    -594    1,954      580    1,128   -3,035    1,114     -501   -1,408      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     13.6      2.3     93.2     81.1     95.6     97.0      4.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        4       31       28       36       34                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,139
COMMITMENTS
     795    4,144      802   88,886   87,621   90,483   92,567    9,656    7,572

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      4,652)
      90    1,740      -90    3,862    2,316    3,862    3,966      790      686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      4.1      0.8     88.8     87.5     90.4     92.4      9.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       19       19       20       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      146,758
COMMITMENTS
       0        0        0  140,663  139,727  140,663  139,727    6,095    7,031

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,290)
       0        0        0    1,942    2,342    1,942    2,342      348      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.8     95.2     95.8     95.2      4.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       26       24       26       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,760
COMMITMENTS
       0        0        0   58,675   63,014   58,675   63,014    8,085    3,746

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        487)
       0        0        0      276      667      276      667      211     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.9     94.4     87.9     94.4     12.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       16       19       16                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,917
COMMITMENTS
   2,449        0        0   14,608   17,691   17,057   17,691    1,860    1,226

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        454)
       0        0        0     -123       60     -123       60      577      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.0      0.0     77.2     93.5     90.2     93.5      9.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0        7       13        9       13                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      362,664
COMMITMENTS
   1,178    6,607    2,774  350,407  341,498  354,359  350,879    8,305   11,785

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     14,011)
    -999    1,338     -371   14,679   13,465   13,309   14,432      702     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.8      0.8     96.6     94.2     97.7     96.8      2.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       1        4        2       50       43       53       47                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,286
COMMITMENTS
       0    4,894      449   64,871   63,771   65,320   69,114    8,966    5,172

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        296)
       0      809     -274      482      493      208    1,028       88     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.6     87.3     85.8     87.9     93.0     12.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       21       17       23       21                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       69,170
COMMITMENTS
   5,517    2,210    1,412   57,805   60,672   64,734   64,294    4,436    4,876

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,968)
     304      510        0    2,207    1,640    2,511    2,150     -543     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      3.2      2.0     83.6     87.7     93.6     93.0      6.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       21       16       24       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,464
COMMITMENTS
  13,862    2,552        0   42,780   52,711   56,642   55,263      822    2,201

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     10,530)
   4,086    2,552        0    6,200    7,918   10,286   10,470      244       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      4.4      0.0     74.4     91.7     98.6     96.2      1.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        0       23       21       28       23                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,851
COMMITMENTS
  22,790   13,631        0   69,521   78,622   92,311   92,253    1,540    1,598

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      9,651)
   4,086    2,552        0    5,445    7,316    9,531    9,868      120     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     14.5      0.0     74.1     83.8     98.4     98.3      1.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        7        0       28       37       37       44                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,274
COMMITMENTS
       0        0        0   41,174   40,380   41,174   40,380    1,100    1,894

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,800)
       0        0        0    1,920    1,800    1,920    1,800     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4     95.5     97.4     95.5      2.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       14       19       14       19                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      216,344
COMMITMENTS
      69        0    1,279  210,269  206,786  211,617  208,065    4,727    8,279

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,744)
      31        0        0    5,286    2,593    5,317    2,593   -2,573      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.6     97.2     95.6     97.8     96.2      2.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        1       37       33       38       34                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       30,824
COMMITMENTS
       0    1,152      217   29,600   24,658   29,817   26,027    1,007    4,797

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,860)
       0      750        0    1,560    1,080    1,560    1,830      300       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.7     96.0     80.0     96.7     84.4      3.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       15       16       16       17                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,226
COMMITMENTS
     713        0      542   41,253   41,276   42,508   41,818    5,718    6,408

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        896)
    -514        0      452    1,091    1,274    1,029    1,726     -133     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      1.1     85.5     85.6     88.1     86.7     11.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       18       19       19       20                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,272
COMMITMENTS
       0    3,123      711   87,365   83,549   88,076   87,383    5,196    5,889

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,560)
       0        0        0    1,682    1,125    1,682    1,125     -122      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.8     93.7     89.6     94.4     93.7      5.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       24       30       25       31                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,614
COMMITMENTS
   8,661        0      578  105,775  113,521  115,014  114,099    5,600    6,515

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,524)
   1,246     -189     -182    1,555    1,748    2,619    1,377   -1,095      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      0.5     87.7     94.1     95.4     94.6      4.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       20       16       23       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,409
COMMITMENTS
       0        0        0   92,951   95,051   92,951   95,051    4,458    2,358

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,610)
       0        0        0      968    1,185      968    1,185      642      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.4     97.6     95.4     97.6      4.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       16       23       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,479
COMMITMENTS
   1,328        0        0   96,532  100,950   97,860  100,950    5,619    2,529

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,459)
     998        0        0      982    1,853    1,980    1,853     -521     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     93.3     97.6     94.6     97.6      5.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       21       18       23       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,206
COMMITMENTS
   1,329        0    2,455   90,222   96,099   94,006   98,554   14,200    9,652

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,818)
    -595        0      687    2,286    1,965    2,378    2,652      440      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      2.3     83.4     88.8     86.9     91.1     13.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       33       31       35       33                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,024
COMMITMENTS
   4,828        0        0   38,367   44,470   43,195   44,470    1,829      554

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        840)
     960        0        0     -330      840      630      840      210        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.0      0.0     85.2     98.8     95.9     98.8      4.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        0       22       19       26       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,478
COMMITMENTS
       0      434        0   40,439   40,860   40,439   41,294    1,039      184

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        150)
       0        0        0        4      150        4      150      146        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     97.5     98.5     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       15       19       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      189,735
COMMITMENTS
   8,167    3,933    1,756  171,883  176,676  181,806  182,365    7,929    7,370

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      4,785)
     541      -23     -415    3,195    2,816    3,321    2,378    1,464    2,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      2.1      0.9     90.6     93.1     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        4        5       42       35       47       43                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      105,828
COMMITMENTS
       0        0        0   96,264   98,068   96,264   98,068    9,564    7,760

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,184)
       0        0        0    1,150    1,118    1,150    1,118    1,034    1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.0     92.7     91.0     92.7      9.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       19       18       19                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,276
COMMITMENTS
       0        0        0   69,607   69,248   69,607   69,248    5,669    6,028

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,036)
       0        0        0    1,464    1,431    1,464    1,431     -428     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.5     92.0     92.5     92.0      7.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       20       20       20                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       74,194
COMMITMENTS
     329        0      454   66,720   68,099   67,503   68,553    6,691    5,641

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        151)
       0        0        0       32      271       32      271      119     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.6     89.9     91.8     91.0     92.4      9.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       17       22       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      112,169
COMMITMENTS
   4,307        0        0   97,002  110,472  101,309  110,472   10,860    1,697

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     11,314)
   2,416        0        0   10,377   11,008   12,793   11,008   -1,479      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      0.0     86.5     98.5     90.3     98.5      9.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       24       17       26       17                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      132,947
COMMITMENTS
  27,095    8,271    8,388   97,032  115,665  132,515  132,324      432      623

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,534)
     533      -81    1,175      763    1,419    2,471    2,513       63       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      6.2      6.3     73.0     87.0     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      11       15       19       49       51       73       73                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       44,459
COMMITMENTS
   1,051      851      869   42,539   42,739   44,459   44,459        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,433)
     -74     -193      202    1,305    1,424    1,433    1,433        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.9      2.0     95.7     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        2       24       25       27       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      361,035
COMMITMENTS
   1,584    6,496    2,576  356,875  351,963  361,035  361,035        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     11,802)
     320   -1,600    1,600    9,882   11,802   11,802   11,802        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.8      0.7     98.8     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       22       22       25       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,564,528
COMMITMENTS
  27,743   96,234   65,006  1470578  1402087  1563327  1563327    1,201    1,201

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     30,776)
     409    9,007   -5,168   34,334   25,736   29,575   29,575    1,201    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      6.2      4.2     94.0     89.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        8        7       38       42       47       53                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       66,751
COMMITMENTS
   4,755    4,682    2,826   59,170   59,243   66,751   66,751        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,541)
      48        0      429    2,064    2,112    2,541    2,541        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      7.0      4.2     88.6     88.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        5        6       23       24       32       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      316,581
COMMITMENTS
   2,528        8      320  313,733  316,253  316,581  316,581        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:    -15,083)
       0        0        0  -15,083  -15,083  -15,083  -15,083        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.1     99.1     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       17       19       18                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      438,436
COMMITMENTS
   5,745    1,104    8,632  424,059  428,700  438,436  438,436        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,953)
       0        0        0    1,953    1,953    1,953    1,953        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.3      2.0     96.7     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        1       31       28       35       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,191
COMMITMENTS
   1,018      207      804   31,963   32,735   33,785   33,746      406      445

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        184)
       0        0        0      163      184      163      184       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.6      2.4     93.5     95.7     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        1        4       28       26       35       31                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,681
COMMITMENTS
     190        0        0   55,081   55,660   55,271   55,660      410       21

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        845)
       0        0        0      845      845      845      845        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     98.9    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       32       31       33       31                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       80,090
COMMITMENTS
     922        0        0   78,973   80,030   79,895   80,030      195       60

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,065)
       0        0        0    1,065    1,065    1,065    1,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.6     99.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        0        0       35       29       40       29                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,828
COMMITMENTS
     525    1,175        0   24,759   24,533   25,284   25,708      544      120

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,777)
       0        0        0    2,777    2,777    2,777    2,777        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      4.5      0.0     95.9     95.0     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       17       16       19       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      289,040
COMMITMENTS
  11,944        0      384  276,712  288,656  289,040  289,040        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      5,072)
     408        0        0    4,664    5,072    5,072    5,072        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.1     95.7     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       22       17       24       18                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,474
COMMITMENTS
   1,519    1,856      240    7,715    7,378    9,474    9,474        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      638      128      638      128     -533      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     19.6      2.5     81.4     77.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        2       21       22       27       24                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,365
COMMITMENTS
   3,500        0        0    5,745    9,185    9,245    9,185      120      180

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      0.0      0.0     61.3     98.1     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0       10       14       14       14                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,630
COMMITMENTS
   1,740      300      480    7,915    9,830   10,135   10,610      495       20

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        395)
     -50       50       50      395      295      395      395        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      2.8      4.5     74.5     92.5     95.3     99.8      4.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       13       18       15       22                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,522
COMMITMENTS
     450    1,550        0   34,072   32,852   34,522   34,402        0      120

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      3,167)
     150        0        0    3,017    3,167    3,167    3,167        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.5      0.0     98.7     95.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        0       22       26       25       28                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,968
COMMITMENTS
     685       75        0   24,043   24,793   24,728   24,868      240      100

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,305)
       0        0        0    1,305    1,305    1,305    1,305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.3      0.0     96.3     99.3     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       25       22       27       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       22,206
COMMITMENTS
     115    1,042      214   21,298   20,372   21,627   21,628      579      578

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -106)
       0       21      -21     -384     -127     -405     -127      299       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.7      1.0     95.9     91.7     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        1       25       23       27       27                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,930
COMMITMENTS
   1,331    2,025    1,787   51,812   50,998   54,930   54,810        0      120

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,005)
     -50     -412      362      698    1,055    1,010    1,005       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.7      3.3     94.3     92.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        3       33       26       37       30                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,460
COMMITMENTS
   1,804   10,019    1,784   66,847   58,597   70,435   70,400       25       60

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        624)
     -90      759     -237      946       82      619      604        5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     14.2      2.5     94.9     83.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        7        9       37       33       47       45                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,840
COMMITMENTS
     700        0        0   50,115   50,840   50,815   50,840       25        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        675)
       0        0        0      675      675      675      675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     98.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       26       11       27       11                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,615
COMMITMENTS
   1,285        0        0   56,305   57,615   57,590   57,615       25        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      260      260      260      260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     97.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       26       17       28       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      341,609
COMMITMENTS
  55,601   17,361    6,205  279,803  318,043  341,609  341,609        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,529)
    -381        0    1,140      770      389    1,529    1,529        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      5.1      1.8     81.9     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        2       27       29       31       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,909
COMMITMENTS
   2,639    2,413    1,793   22,371   22,551   26,803   26,757      106      152

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        437)
     469      143     -256      224      613      437      500        0      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      9.0      6.7     83.1     83.8     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        5        6       26       33       32       42                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       32,178
COMMITMENTS
   1,624      312       26   30,528   31,840   32,178   32,178        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        608)
     -25       75        0      633      533      608      608        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      1.0      0.1     94.9     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        4        1       15       14       20       19                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      285,383
COMMITMENTS
     760   20,385        0  284,623  264,998  285,383  285,383        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      4,680)
       0        0        0    4,680    4,680    4,680    4,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      7.1      0.0     99.7     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        0       20       18       21       21                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       21,172
COMMITMENTS
     411    1,133        0   20,634   19,632   21,045   20,765      127      407

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:         63)
       0        0        0      105       63      105       63      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      5.4      0.0     97.5     92.7     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        0       19       20       21       23                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      112,036
COMMITMENTS
       0    1,961        0  112,036  110,075  112,036  112,036        0        0

CHANGES FROM 08/16/16 (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      1.8      0.0    100.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       10       11       11                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,568
COMMITMENTS
   1,531      207      640    9,179    9,397   11,350   10,244      218    1,324

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        207)
      84        0        0       81     -240      165     -240       42      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      1.8      5.5     79.3     81.2     98.1     88.6      1.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        2       18       16       23       20                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      148,039
COMMITMENTS
   5,433    1,658    1,912  140,310  144,085  147,655  147,655      384      384

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -3,552)
       0     -384      384   -3,936   -3,552   -3,552   -3,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.1      1.3     94.8     97.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       15       18       20       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,917
COMMITMENTS
     136    2,366      521   16,961   14,497   17,618   17,384      299      533

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        -63)
     -21       84       21      -84     -168      -84      -63       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     13.2      2.9     94.7     80.9     98.3     97.0      1.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        4       23       26       28       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      200,369
COMMITMENTS
   1,536    9,686      408  198,425  190,275  200,369  200,369        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,600)
       0        0        0    1,600    1,600    1,600    1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      4.8      0.2     99.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       21       20       23       22                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,960
COMMITMENTS
      50      525       50   10,800   10,360   10,900   10,935       60       25

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.8      0.5     98.5     94.5     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       17       13       19       16                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       27,094
COMMITMENTS
     967      834      259   25,868   26,001   27,094   27,094        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,040)
     508      -75     -202    1,734    2,317    2,040    2,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      3.1      1.0     95.5     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       20       17       22       21                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      243,850
COMMITMENTS
       0    3,864        0  243,850  239,986  243,850  243,850        0        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        960)
       0    3,864        0      960   -2,904      960      960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.0    100.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       16       17       17                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,235
COMMITMENTS
     300    1,680        0   10,775    9,530   11,075   11,210      160       25

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        145)
       0        0        0      145      145      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     15.0      0.0     95.9     84.8     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       13       15       14                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,675
COMMITMENTS
     305    2,595      155   12,155    9,880   12,615   12,630       60       45

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          0)
      25        0      -25        0       25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     20.5      1.2     95.9     77.9     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       17       15       19       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:        7,276
COMMITMENTS
   2,675      214        0    4,578    7,062    7,253    7,276       23        0

CHANGES FROM 08/16/16 (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     62.9     97.1     99.7    100.0      0.3      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 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,755
COMMITMENTS
     155        0        0   17,410   17,755   17,565   17,755      190        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        350)
     155        0        0      195      370      350      370        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     98.1    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       16       13       17       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,731
COMMITMENTS
     625        0       50   19,936   20,681   20,611   20,731      120        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        225)
     150        0        0       75      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.2     96.2     99.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       19       17       21       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,362
COMMITMENTS
     175      175        0   13,727   14,162   13,902   14,337      460       25

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        250)
      50       50        0      430      210      480      260     -230      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.2      0.0     95.6     98.6     96.8     99.8      3.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       15       16       17       18                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,670
COMMITMENTS
       0      650        0   21,580   20,850   21,580   21,500       90      170

CHANGES FROM 08/16/16 (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     99.6     96.2     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        0       17       14       17       17                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,925
COMMITMENTS
       0      100        0   15,875   15,645   15,875   15,745       50      180

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     99.7     98.2     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18       10       18       11                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,735
COMMITMENTS
     300       75       50   18,075   18,560   18,425   18,685      310       50

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:         25)
       0       75        0       25      -50       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.4      0.3     96.5     99.1     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       12       17       14                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,352
COMMITMENTS
     735       75       40   19,252   20,187   20,027   20,302      325       50

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:         75)
       0       75        0       75        0       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.4      0.2     94.6     99.2     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       16       12       18       14                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,547
COMMITMENTS
   4,100    1,585      395  103,052  105,412  107,547  107,392        0      155

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -140)
      75      175        0     -215     -315     -140     -140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.5      0.4     95.8     98.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        3        2       36       34       43       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      121,493
COMMITMENTS
   3,600    4,336      930  116,948  116,077  121,478  121,343       15      150

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,240)
     -25      400        5    1,260      835    1,240    1,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      3.6      0.8     96.3     95.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        6        5       44       40       52       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      179,578
COMMITMENTS
   9,384   18,569   11,613  158,510  149,364  179,507  179,546       71       32

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      3,916)
     408      116    2,463    1,039    1,334    3,910    3,913        6        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     10.3      6.5     88.3     83.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       9       14       13       47       48       64       67                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      123,603
COMMITMENTS
   4,063    4,032    1,705  117,775  117,856  123,543  123,593       60       10

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,462)
    -287      675      155    1,594      632    1,462    1,462        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      3.3      1.4     95.3     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        5        5       39       36       44       44                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,610
COMMITMENTS
   1,385      950      390   34,825   35,270   36,600   36,610       10        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:         35)
       0       50        0       35      -15       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.6      1.1     95.1     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       24       13       26       15                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,060
COMMITMENTS
     790      200      280   31,980   32,580   33,050   33,060       10        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.6      0.8     96.7     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       24       12       26       15                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       35,090
COMMITMENTS
   1,200        0      250   33,386   34,660   34,836   34,910      254      180

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,027)
       0        0      -50    1,072    1,077    1,022    1,027        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      0.7     95.1     98.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       29       29       31       30                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       14,681
COMMITMENTS
     525        0        0   14,156   14,551   14,681   14,551        0      130

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        158)
       0        0        0      158      158      158      158        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.0     96.4     99.1    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       20       17       22       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,969
COMMITMENTS
   2,443    2,426      591   24,543   24,872   27,577   27,889      392       80

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -471)
      48      -34      -41     -473     -406     -466     -481       -5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      8.7      2.1     87.8     88.9     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        4        3       26       24       33       30                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,817
COMMITMENTS
   1,511        0       64   18,907   20,738   20,482   20,802      335       15

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        564)
     120        0      -94      538      658      564      564        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      0.3     90.8     99.6     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       25       25       28       27                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,387
COMMITMENTS
   1,361    3,472    1,602   33,108   31,288   36,071   36,362      316       25

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        268)
      20     -590      570     -322      293      268      273        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      9.5      4.4     91.0     86.0     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        4       29       29       35       36                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,922
COMMITMENTS
     205        0       55   20,824   21,865   21,084   21,920      838        2

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -120     -120     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.3     95.0     99.7     96.2    100.0      3.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        2       28       22       30       24                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,412
COMMITMENTS
       0    2,390      364   22,897   20,648   23,261   23,402      151       10

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        795)
       0      575        5      790      215      795      795        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.2      1.6     97.8     88.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        1       24       18       25       22                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,539
COMMITMENTS
      44      250      120   14,869   15,063   15,033   15,433      506      106

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.6      0.8     95.7     96.9     96.7     99.3      3.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       18       17       19       20                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,128
COMMITMENTS
     100      500      300   37,374   37,263   37,774   38,063      354       65

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      105      110      105      110        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.3      0.8     98.0     97.7     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       29       27       31       29                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,209
COMMITMENTS
     449      150       25   15,025   15,874   15,499   16,049      710      160

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.9      0.2     92.7     97.9     95.6     99.0      4.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       20       16       21       18                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,745
COMMITMENTS
   1,025        0       18   12,677   13,727   13,720   13,745       25        0

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        245)
       0        0        0      245      245      245      245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      0.1     92.2     99.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       24       20       25       21                  



Updated August 26, 2016