CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,478 COMMITMENTS 1,736 606 225 4,497 5,646 6,458 6,477 20 1 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -100) -96 25 150 -139 -275 -85 -100 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 9.4 3.5 69.4 87.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 1 9 6 15 10 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 27,457 COMMITMENTS 18,163 7,485 519 8,725 19,453 27,407 27,457 50 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -2,461) -175 514 -900 -1,341 -2,075 -2,416 -2,461 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.2 27.3 1.9 31.8 70.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 8 2 8 11 22 19 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 33,775 COMMITMENTS 17,500 27,345 650 15,625 5,780 33,775 33,775 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 150) 100 400 0 50 -250 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 81.0 1.9 46.3 17.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 8 3 9 4 17 13 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 21,420 COMMITMENTS 4,590 16,235 1,795 15,015 3,250 21,400 21,280 20 140 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 700) -170 550 0 850 50 680 600 20 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 75.8 8.4 70.1 15.2 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 9 4 9 4 19 13 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 22,404 COMMITMENTS 3,163 1,110 280 18,961 21,014 22,404 22,404 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 30) 0 0 5 25 25 30 30 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: 21) 7 2 1 10 6 17 9 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 44,158 COMMITMENTS 5,335 4,088 2,600 36,203 37,430 44,138 44,118 20 40 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,851) 506 336 100 1,245 1,415 1,851 1,851 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 9.3 5.9 82.0 84.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 8 2 11 12 17 20 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 15,560 COMMITMENTS 7,075 8,660 650 7,825 6,250 15,550 15,560 10 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 150) 50 50 0 100 100 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 55.7 4.2 50.3 40.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 7 2 6 5 15 12 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 14,450 COMMITMENTS 5,475 5,370 320 8,635 8,760 14,430 14,450 20 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 400) -100 -50 0 500 450 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 37.2 2.2 59.8 60.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 3 1 8 8 15 12 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| 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 7,820 600 10,900 9,365 17,785 17,785 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 0) 0 500 0 0 -500 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 44.0 3.4 61.3 52.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 2 9 5 16 11 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,541,132 COMMITMENTS 983,826 105,513 594,777 2906806 3815480 4485409 4515770 55,723 25,362 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -221,718) 171,455 -14,235 -157,643 -226,498 -45,442 -212,686 -217,320 -9,032 -4,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 2.3 13.1 64.0 84.0 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 50 21 57 133 119 200 180 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 180,193 COMMITMENTS 56,364 59,586 11,920 109,689 108,564 177,973 180,070 2,220 123 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -36,983) 1,656 -1,995 -18,931 -19,650 -16,026 -36,925 -36,952 -58 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 33.1 6.6 60.9 60.2 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 11 15 13 30 31 48 52 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,565 COMMITMENTS 22,994 441 3,045 192,741 229,752 218,780 233,238 19,785 5,327 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -1,298) -3,161 46 842 924 -2,512 -1,395 -1,624 97 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.2 1.3 80.8 96.3 91.7 97.8 8.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 1 6 38 33 51 39 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,946 COMMITMENTS 2,510 4,949 2,664 118,980 116,973 124,154 124,586 5,792 5,360 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 3,679) 1,909 -478 182 1,877 3,522 3,968 3,226 -289 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.8 2.1 91.6 90.0 95.5 95.9 4.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 4 25 29 31 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,940 COMMITMENTS 2,086 1,642 2,299 172,587 182,467 176,972 186,408 16,968 7,532 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -3,079) -431 -74 216 -3,745 -3,343 -3,960 -3,201 881 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.8 1.2 89.0 94.1 91.3 96.1 8.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 3 30 35 33 40 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 799,907 COMMITMENTS 210 1,551 4,161 784,175 789,053 788,546 794,765 11,361 5,142 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 12,745) -59 -2,276 -928 15,052 17,614 14,065 14,410 -1,320 -1,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.5 98.0 98.6 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 1 3 2 55 39 58 42 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,889 COMMITMENTS 802 5,174 556 335,720 329,168 337,078 334,898 5,811 7,991 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 9,134) 632 -757 -96 8,981 8,782 9,517 7,929 -383 1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.5 0.2 97.9 96.0 98.3 97.7 1.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 2 3 38 46 41 49 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,662 COMMITMENTS 1,118 2,183 926 254,991 260,817 257,035 263,926 8,627 1,736 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 5,739) 120 750 -90 4,532 4,548 4,562 5,208 1,177 531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 0.3 96.0 98.2 96.8 99.3 3.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 3 3 44 46 47 50 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,255 COMMITMENTS 673 3,067 2,721 90,464 82,445 93,858 88,233 4,397 10,022 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 9,467) 673 2,160 -272 8,898 10,665 9,299 12,553 168 -3,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.1 2.8 92.1 83.9 95.5 89.8 4.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 2 21 24 23 28 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,305 COMMITMENTS 211 14,929 2,310 108,944 95,128 111,465 112,367 4,840 3,938 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 3,778) 1 -410 -240 4,085 3,837 3,846 3,187 -68 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 12.8 2.0 93.7 81.8 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 4 32 28 36 33 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,706 COMMITMENTS 191 5,319 810 89,607 86,986 90,608 93,115 10,098 7,591 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 567) -604 1,175 8 721 -635 125 548 442 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.3 0.8 89.0 86.4 90.0 92.5 10.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 19 18 20 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 147,769 COMMITMENTS 0 0 0 141,524 140,496 141,524 140,496 6,245 7,273 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,011) 0 0 0 861 769 861 769 150 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 95.1 95.8 95.1 4.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 27 25 27 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,250 COMMITMENTS 0 0 0 59,229 63,690 59,229 63,690 8,021 3,560 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 490) 0 0 0 554 676 554 676 -64 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.1 94.7 88.1 94.7 11.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 17 21 17 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,447 COMMITMENTS 4,129 0 0 14,526 19,191 18,655 19,191 1,792 1,256 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,530) 1,680 0 0 -82 1,500 1,598 1,500 -68 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 0.0 0.0 71.0 93.9 91.2 93.9 8.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 11 14 13 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 397,733 COMMITMENTS 2,817 9,175 3,263 384,131 373,867 390,211 386,305 7,522 11,428 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 35,069) 1,639 2,568 489 33,724 32,369 35,852 35,426 -783 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.3 0.8 96.6 94.0 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 3 4 2 50 44 54 49 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,978 COMMITMENTS 0 6,305 449 67,963 65,631 68,412 72,385 8,566 4,593 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,692) 0 1,411 0 3,092 1,860 3,092 3,271 -400 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 0.6 88.3 85.3 88.9 94.0 11.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 4 2 22 19 24 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,361 COMMITMENTS 4,297 3,050 1,423 57,270 58,950 62,990 63,423 5,371 4,938 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -809) -1,220 840 11 -535 -1,722 -1,744 -871 935 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 4.5 2.1 83.8 86.2 92.1 92.8 7.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 19 15 22 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,932 COMMITMENTS 15,572 8,972 0 63,117 70,355 78,689 79,327 1,243 605 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 22,468) 1,710 6,420 0 20,337 17,644 22,047 24,064 421 -1,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 11.2 0.0 79.0 88.0 98.4 99.2 1.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 7 0 32 29 37 36 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,899 COMMITMENTS 23,759 19,369 772 90,199 94,410 114,730 114,551 1,169 1,348 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 22,048) 969 5,738 772 20,678 15,788 22,419 22,298 -371 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 16.7 0.7 77.8 81.5 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 7 9 3 39 43 48 53 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,394 COMMITMENTS 0 687 93 47,993 45,673 48,086 46,453 308 1,941 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 6,120) 0 687 93 6,819 5,293 6,912 6,073 -792 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.2 99.2 94.4 99.4 96.0 0.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 18 28 19 29 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 221,760 COMMITMENTS 0 483 911 216,060 210,256 216,971 211,650 4,789 10,110 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 5,416) -69 483 -368 5,791 3,470 5,354 3,585 62 1,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.4 97.4 94.8 97.8 95.4 2.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 1 1 38 34 39 35 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 31,545 COMMITMENTS 0 492 217 30,081 25,769 30,298 26,478 1,247 5,067 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 721) 0 -660 0 481 1,111 481 451 240 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.7 95.4 81.7 96.0 83.9 4.0 16.1 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 49,111 COMMITMENTS 711 0 483 42,041 41,816 43,235 42,299 5,876 6,812 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 885) -2 0 -59 788 540 727 481 158 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 1.0 85.6 85.1 88.0 86.1 12.0 13.9 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,756 COMMITMENTS 0 4,279 895 89,033 83,799 89,928 88,973 4,828 5,783 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,484) 0 1,156 184 1,668 250 1,852 1,590 -368 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.9 94.0 88.4 94.9 93.9 5.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 3 2 25 31 27 34 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 127,257 COMMITMENTS 8,723 0 608 111,854 119,580 121,185 120,188 6,072 7,069 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 6,643) 62 0 30 6,079 6,059 6,171 6,089 472 554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 0.5 87.9 94.0 95.2 94.4 4.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 20 17 23 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,165 COMMITMENTS 240 0 0 92,407 94,807 92,647 94,807 4,518 2,358 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -244) 240 0 0 -544 -244 -304 -244 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 95.1 97.6 95.4 97.6 4.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 21 17 22 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,964 COMMITMENTS 1,545 0 0 98,792 102,884 100,337 102,884 5,627 3,080 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,485) 217 0 0 2,260 1,934 2,477 1,934 8 551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 93.2 97.1 94.7 97.1 5.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 21 19 23 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,751 COMMITMENTS 975 4,168 3,203 97,775 100,155 101,953 107,526 14,798 9,225 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 8,545) -354 4,168 748 7,553 4,056 7,947 8,972 598 -427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.6 2.7 83.7 85.8 87.3 92.1 12.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 3 2 32 34 34 38 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,107 COMMITMENTS 0 3,193 0 14,924 10,989 14,924 14,182 183 925 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.1 0.0 98.8 72.7 98.8 93.9 1.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 11 10 11 12 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,586 COMMITMENTS 5,620 0 0 40,317 47,032 45,937 47,032 1,649 554 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,562) 792 0 0 1,950 2,562 2,742 2,562 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 0.0 0.0 84.7 98.8 96.5 98.8 3.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 0 0 21 20 27 20 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,877 COMMITMENTS 330 434 0 47,692 48,199 48,022 48,633 855 244 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 7,399) 330 0 0 7,253 7,339 7,583 7,339 -184 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.9 0.0 97.6 98.6 98.3 99.5 1.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 20 15 21 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 195,040 COMMITMENTS 8,687 5,212 2,294 177,467 182,596 188,448 190,102 6,592 4,938 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 5,305) 520 1,279 538 5,584 5,920 6,642 7,737 -1,337 -2,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.7 1.2 91.0 93.6 96.6 97.5 3.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 7 7 43 37 51 48 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 107,643 COMMITMENTS 2,321 0 60 96,431 102,626 98,812 102,686 8,831 4,957 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,815) 2,321 0 60 167 4,558 2,548 4,618 -733 -2,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.1 89.6 95.3 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 20 23 21 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 78,975 COMMITMENTS 0 0 0 73,125 73,311 73,125 73,311 5,850 5,664 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 3,699) 0 0 0 3,518 4,063 3,518 4,063 181 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.6 92.8 92.6 92.8 7.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 21 21 21 21 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 74,434 COMMITMENTS 299 0 454 67,020 68,280 67,773 68,734 6,661 5,700 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 240) -30 0 0 300 181 270 181 -30 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.6 90.0 91.7 91.1 92.3 8.9 7.7 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 119,642 COMMITMENTS 4,487 0 0 103,352 117,885 107,839 117,885 11,803 1,757 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 7,473) 180 0 0 6,350 7,413 6,530 7,413 943 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 86.4 98.5 90.1 98.5 9.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 25 17 27 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 134,202 COMMITMENTS 27,182 8,677 8,008 98,538 116,785 133,728 133,470 474 732 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,255) 87 406 -380 1,506 1,120 1,213 1,146 42 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 6.5 6.0 73.4 87.0 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 12 14 19 50 52 73 75 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 45,699 COMMITMENTS 1,775 726 1,047 42,877 43,926 45,699 45,699 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,240) 724 -125 178 338 1,187 1,240 1,240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.6 2.3 93.8 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 2 24 25 27 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 371,986 COMMITMENTS 2,240 12,560 320 369,426 359,106 371,986 371,986 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 10,951) 656 6,064 -2,256 12,551 7,143 10,951 10,951 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.4 0.1 99.3 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 22 22 24 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,584,191 COMMITMENTS 28,447 95,920 63,032 1491511 1424038 1582990 1582990 1,201 1,201 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 19,663) 704 -314 -1,974 20,933 21,951 19,663 19,663 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 6.1 4.0 94.1 89.9 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,718 COMMITMENTS 4,488 4,986 3,147 62,083 61,585 69,718 69,718 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,967) -267 304 321 2,913 2,342 2,967 2,967 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 7.2 4.5 89.0 88.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 5 6 24 26 34 34 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 315,576 COMMITMENTS 2,528 8 320 312,728 315,248 315,576 315,576 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -1,005) 0 0 0 -1,005 -1,005 -1,005 -1,005 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 445,837 COMMITMENTS 5,745 1,864 8,632 431,460 435,341 445,837 445,837 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 7,401) 0 760 0 7,401 6,641 7,401 7,401 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.4 1.9 96.8 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 1 31 28 35 31 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,650 COMMITMENTS 1,186 207 783 32,296 33,215 34,265 34,205 385 445 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 459) 168 0 -21 333 480 480 459 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.6 2.3 93.2 95.9 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 1 4 28 26 36 31 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,991 COMMITMENTS 190 0 0 55,391 55,970 55,581 55,970 410 21 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 310) 0 0 0 310 310 310 310 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 81,325 COMMITMENTS 922 0 0 80,208 81,205 81,130 81,205 195 120 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,235) 0 0 0 1,235 1,175 1,235 1,175 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 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 30 40 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,878 COMMITMENTS 525 1,175 0 24,809 24,583 25,334 25,758 544 120 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 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 18 16 20 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 294,872 COMMITMENTS 11,944 0 384 282,544 294,488 294,872 294,872 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 5,832) 0 0 0 5,832 5,832 5,832 5,832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.1 95.8 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 23 18 25 19 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,516 COMMITMENTS 1,540 1,856 240 7,691 7,336 9,471 9,432 45 84 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 42) 21 0 0 -24 -42 -3 -42 45 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 19.5 2.5 80.8 77.1 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 2 19 20 25 22 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,740 COMMITMENTS 3,750 0 0 5,870 9,560 9,620 9,560 120 180 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 375) 250 0 0 125 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 0.0 0.0 60.3 98.2 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 10 15 14 15 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,170 COMMITMENTS 1,790 375 480 8,405 10,295 10,675 11,150 495 20 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 540) 50 75 0 490 465 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 3.4 4.3 75.2 92.2 95.6 99.8 4.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 14 18 16 22 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,917 COMMITMENTS 450 1,625 0 35,467 34,172 35,917 35,797 0 120 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,395) 0 75 0 1,395 1,320 1,395 1,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.5 0.0 98.7 95.1 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 0 24 26 27 29 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,029 COMMITMENTS 710 75 0 24,079 24,854 24,789 24,929 240 100 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 61) 25 0 0 36 61 61 61 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.3 0.0 96.2 99.3 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 0 25 23 28 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,252 COMMITMENTS 115 1,126 214 21,365 20,334 21,694 21,674 558 578 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 46) 0 84 0 67 -38 67 46 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.1 1.0 96.0 91.4 97.5 97.4 2.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 5 1 24 23 26 28 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,814 COMMITMENTS 1,331 1,960 1,757 51,726 50,967 54,814 54,684 0 130 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -116) 0 -65 -30 -86 -31 -116 -126 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.6 3.2 94.4 93.0 100.0 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,020 COMMITMENTS 1,784 10,910 1,248 67,938 58,837 70,970 70,995 50 25 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 560) -20 891 -536 1,091 240 535 595 25 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 15.4 1.8 95.7 82.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 8 8 36 32 46 44 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,150 COMMITMENTS 760 0 0 51,365 52,150 52,125 52,150 25 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,310) 60 0 0 1,250 1,310 1,310 1,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 27 12 28 12 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,015 COMMITMENTS 1,345 0 0 57,645 59,015 58,990 59,015 25 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,400) 60 0 0 1,340 1,400 1,400 1,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 340,048 COMMITMENTS 54,380 17,361 5,050 280,618 317,637 340,048 340,048 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -1,561) -1,221 0 -1,155 815 -406 -1,561 -1,561 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 5.1 1.5 82.5 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 2 27 30 31 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,977 COMMITMENTS 2,599 2,350 1,815 22,457 22,660 26,871 26,825 106 152 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 68) -40 -63 22 86 109 68 68 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 8.7 6.7 83.2 84.0 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 33,171 COMMITMENTS 1,936 312 26 31,209 32,833 33,171 33,171 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 993) 312 0 0 681 993 993 993 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.9 0.1 94.1 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 5 1 15 13 19 19 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 284,967 COMMITMENTS 760 20,385 0 284,207 264,582 284,967 284,967 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -416) 0 0 0 -416 -416 -416 -416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 7.2 0.0 99.7 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 0 21 18 22 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 20,855 COMMITMENTS 390 1,133 0 20,338 19,315 20,728 20,448 127 407 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -317) -21 0 0 -296 -317 -317 -317 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.4 0.0 97.5 92.6 99.4 98.0 0.6 2.0 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 08/30/16 | --------------------------------------------------------------| 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 08/23/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,652 COMMITMENTS 1,510 207 640 9,284 9,522 11,434 10,369 218 1,283 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 84) -21 0 0 105 125 84 125 0 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 1.8 5.5 79.7 81.7 98.1 89.0 1.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 2 19 18 24 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 148,071 COMMITMENTS 5,025 1,658 2,320 140,342 143,709 147,687 147,687 384 384 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 32) -408 0 408 32 -376 32 32 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.1 1.6 94.8 97.1 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 18,044 COMMITMENTS 136 2,407 480 17,129 14,624 17,745 17,511 299 533 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 127) 0 41 -41 168 127 127 127 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 13.3 2.7 94.9 81.0 98.3 97.0 1.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 4 3 23 26 27 32 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 201,137 COMMITMENTS 1,536 9,686 408 199,193 191,043 201,137 201,137 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 768) 0 0 0 768 768 768 768 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,385 COMMITMENTS 50 575 50 11,225 10,735 11,325 11,360 60 25 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 425) 0 50 0 425 375 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.1 0.4 98.6 94.3 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 1 18 13 20 17 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 27,809 COMMITMENTS 1,226 859 259 26,324 26,691 27,809 27,809 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 715) 259 25 0 456 690 715 715 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 3.1 0.9 94.7 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 19 17 21 21 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 243,842 COMMITMENTS 0 4,184 0 243,842 239,658 243,842 243,842 0 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -8) 0 320 0 -8 -328 -8 -8 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 17 17 18 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,495 COMMITMENTS 400 1,680 0 10,935 9,790 11,335 11,470 160 25 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 260) 100 0 0 160 260 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 14.6 0.0 95.1 85.2 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,735 COMMITMENTS 305 2,595 155 12,215 9,940 12,675 12,690 60 45 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 20.4 1.2 95.9 78.1 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 08/30/16 | --------------------------------------------------------------| 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 08/23/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 2.9 0.0 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,610 COMMITMENTS 0 0 0 17,420 17,590 17,420 17,590 190 20 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -145) -155 0 0 10 -165 -145 -165 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 99.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 17 13 17 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,956 COMMITMENTS 625 0 50 20,161 20,906 20,836 20,956 120 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,487 COMMITMENTS 175 175 0 14,022 14,312 14,197 14,487 290 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 125) 0 0 0 295 150 295 150 -170 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.2 0.0 96.8 98.8 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 16 17 18 19 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,620 COMMITMENTS 0 650 0 21,530 20,800 21,530 21,450 90 170 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,955 COMMITMENTS 0 100 0 15,905 15,675 15,905 15,775 50 180 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,610 COMMITMENTS 0 150 75 18,225 18,335 18,300 18,560 310 50 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -125) -300 75 25 150 -225 -125 -125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.4 97.9 98.5 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 16 12 17 13 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,227 COMMITMENTS 560 0 40 19,302 20,137 19,902 20,177 325 50 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -125) -175 -75 0 50 -50 -125 -125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.2 95.4 99.6 98.4 99.8 1.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 16 12 18 13 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 107,287 COMMITMENTS 4,025 1,335 395 102,867 105,402 107,287 107,132 0 155 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -260) -75 -250 0 -185 -10 -260 -260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.2 0.4 95.9 98.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 2 37 35 43 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 123,198 COMMITMENTS 3,525 4,061 1,505 118,153 117,482 123,183 123,048 15 150 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,705) -75 -275 575 1,205 1,405 1,705 1,705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 3.3 1.2 95.9 95.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 6 5 45 40 52 47 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 180,850 COMMITMENTS 9,454 17,685 11,943 159,386 151,180 180,783 180,808 67 42 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,272) 70 -884 330 876 1,816 1,276 1,262 -4 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 9.8 6.6 88.1 83.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 9 14 12 47 48 64 66 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 123,976 COMMITMENTS 3,943 4,042 1,715 118,248 118,209 123,906 123,966 70 10 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 373) -120 10 10 473 353 363 373 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.3 1.4 95.4 95.3 99.9 100.0 0.1 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,095 COMMITMENTS 1,610 950 300 35,175 35,845 37,085 37,095 10 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 485) 225 0 -90 350 575 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 2.6 0.8 94.8 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 25 15 27 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,505 COMMITMENTS 1,065 200 200 31,230 32,105 32,495 32,505 10 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -555) 275 0 -80 -750 -475 -555 -555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.6 0.6 96.1 98.8 100.0 100.0 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 35,365 COMMITMENTS 1,200 0 250 33,721 34,935 35,171 35,185 194 180 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 275) 0 0 0 335 275 335 275 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.7 95.4 98.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 30 29 32 30 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| 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 08/23/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,080 COMMITMENTS 2,558 2,426 591 24,731 24,963 27,880 27,980 200 100 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 111) 115 0 0 188 91 303 91 -192 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 8.6 2.1 88.1 88.9 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 4 3 27 24 34 30 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,784 COMMITMENTS 1,566 0 63 18,810 20,706 20,439 20,769 345 15 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -33) 55 0 -1 -97 -32 -43 -33 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 0.3 90.5 99.6 98.3 99.9 1.7 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,503 COMMITMENTS 1,272 3,472 1,686 34,189 32,308 37,147 37,466 356 37 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,116) -89 0 84 1,081 1,020 1,076 1,104 40 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 9.3 4.5 91.2 86.1 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 5 29 30 36 37 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,055 COMMITMENTS 205 10 45 21,352 21,998 21,602 22,053 453 2 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 133) 0 10 -10 528 133 518 133 -385 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.2 96.8 99.7 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 29 22 31 24 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,224 COMMITMENTS 0 2,324 370 23,703 21,520 24,073 24,214 151 10 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 812) 0 -66 6 806 872 812 812 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.6 1.5 97.8 88.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 1 23 17 24 21 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,814 COMMITMENTS 164 250 0 15,144 15,458 15,308 15,708 506 106 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 275) 120 0 -120 275 395 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.6 0.0 95.8 97.7 96.8 99.3 3.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 18 16 19 18 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,443 COMMITMENTS 100 500 300 37,689 37,578 38,089 38,378 354 65 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 315 315 315 0 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 16,149 COMMITMENTS 449 150 25 14,945 15,819 15,419 15,994 730 155 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -80 -55 -80 -55 20 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.9 0.2 92.5 98.0 95.5 99.0 4.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 20 17 21 19 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,710 COMMITMENTS 1,025 0 18 12,642 13,692 13,685 13,710 25 0 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -35 -35 -35 -35 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 September 2, 2016