CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,503 COMMITMENTS 1,736 606 225 4,522 5,671 6,483 6,502 20 1 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 9.3 3.5 69.5 87.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 1 9 7 15 11 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 28,736 COMMITMENTS 17,611 7,530 519 10,531 20,687 28,661 28,736 75 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 55) -2 0 0 52 55 50 55 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.3 26.2 1.8 36.6 72.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 8 2 9 12 23 20 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,800 COMMITMENTS 18,550 29,170 650 15,600 4,980 34,800 34,800 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 525) 650 25 0 -125 500 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 83.8 1.9 44.8 14.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 8 3 10 4 18 13 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 24,295 COMMITMENTS 5,390 18,585 1,720 17,165 3,950 24,275 24,255 20 40 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,400) 350 600 0 1,050 800 1,400 1,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 76.5 7.1 70.7 16.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 10 4 9 3 18 13 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 22,984 COMMITMENTS 3,333 985 280 19,371 21,719 22,984 22,984 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 5) 65 0 0 -60 5 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 4.3 1.2 84.3 94.5 100.0 100.0 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 46,023 COMMITMENTS 6,256 4,849 2,750 36,997 38,384 46,003 45,983 20 40 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 31) 31 -29 0 0 60 31 31 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 10.5 6.0 80.4 83.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 9 2 12 12 18 21 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 16,110 COMMITMENTS 6,625 8,610 400 9,075 7,100 16,100 16,110 10 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 550) 550 -50 -250 250 850 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 53.4 2.5 56.3 44.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 5 1 6 5 16 10 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,050 COMMITMENTS 6,275 5,370 320 8,435 9,360 15,030 15,050 20 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 500) 500 0 0 0 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 35.7 2.1 56.0 62.2 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 16,835 COMMITMENTS 6,685 6,870 600 9,550 9,365 16,835 16,835 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -130) -30 70 0 -100 -200 -130 -130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 40.8 3.6 56.7 55.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 5 2 9 5 17 11 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,754,714 COMMITMENTS 1000294 99,103 580,192 3107788 4037164 4688274 4716459 66,440 38,255 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 162,997) 39,044 -9,742 17,811 90,661 142,081 147,516 150,150 15,481 12,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 2.1 12.2 65.4 84.9 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 66 15 64 141 124 219 192 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 201,570 COMMITMENTS 60,634 78,397 15,101 123,615 107,949 199,350 201,447 2,220 123 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 5,255) 2,070 4,748 1,469 1,716 -962 5,255 5,255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 38.9 7.5 61.3 53.6 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 15 15 17 32 32 56 55 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,723 COMMITMENTS 16,624 1,262 1,765 189,694 217,085 208,083 220,112 18,640 6,611 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -2,851) -709 -344 -92 2,274 -3,005 1,473 -3,441 -4,324 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.6 0.8 83.7 95.7 91.8 97.1 8.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 2 4 35 29 44 33 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,315 COMMITMENTS 1,816 3,586 3,856 112,211 110,286 117,883 117,728 4,432 4,587 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 37) 554 -341 198 -562 1,027 190 884 -153 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.9 3.2 91.7 90.2 96.4 96.2 3.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 5 23 30 29 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,882 COMMITMENTS 4,398 2,105 1,731 153,532 163,400 159,661 167,236 14,221 6,646 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -2,338) -336 1,497 -48 -1,747 -2,395 -2,131 -946 -207 -1,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.2 1.0 88.3 94.0 91.8 96.2 8.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 3 30 36 34 41 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 810,868 COMMITMENTS 2,535 1,195 4,346 793,759 801,427 800,640 806,968 10,228 3,900 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 21,759) 155 -60 359 21,549 21,915 22,063 22,214 -304 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.1 0.5 97.9 98.8 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 2 2 55 39 59 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,327 COMMITMENTS 991 4,588 213 341,491 336,277 342,695 341,078 5,632 7,249 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,578) 743 -1,511 -348 4,171 5,348 4,566 3,489 12 1,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 0.1 98.0 96.5 98.4 97.9 1.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 2 2 2 41 48 44 51 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,271 COMMITMENTS 73 3,430 1,315 237,656 241,852 239,044 246,597 9,227 1,674 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,905) -48 1,254 395 2,176 1,504 2,523 3,153 382 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.5 95.7 97.4 96.3 99.3 3.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 3 41 42 44 46 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,210 COMMITMENTS 582 1,694 1,314 85,322 82,303 87,218 85,311 3,992 5,899 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 7,057) -647 1,031 -200 7,603 8,825 6,756 9,656 301 -2,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.9 1.4 93.5 90.2 95.6 93.5 4.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 24 23 26 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,285 COMMITMENTS 0 14,274 1,821 102,868 91,002 104,689 107,097 4,596 2,188 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 3,454) 0 1,820 58 3,727 1,700 3,785 3,578 -331 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.1 1.7 94.1 83.3 95.8 98.0 4.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 6 5 30 28 35 34 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,202 COMMITMENTS 493 3,547 806 89,842 91,295 91,141 95,648 9,061 4,554 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 6,805) 493 -465 170 5,894 7,041 6,557 6,746 248 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 3.5 0.8 89.7 91.1 91.0 95.5 9.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 21 22 23 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 138,590 COMMITMENTS 0 0 0 133,083 133,786 133,083 133,786 5,507 4,804 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,120) 0 0 0 1,089 849 1,089 849 31 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 96.5 96.0 96.5 4.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 28 28 28 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,586 COMMITMENTS 0 0 0 51,900 54,088 51,900 54,088 6,686 4,498 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,784) 0 0 0 2,395 1,242 2,395 1,242 -611 542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.6 92.3 88.6 92.3 11.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 16 19 16 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 405,699 COMMITMENTS 6,044 4,396 5,069 386,985 387,117 398,098 396,582 7,601 9,117 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 12,252) 843 58 779 10,163 10,532 11,785 11,369 467 883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.1 1.2 95.4 95.4 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 4 3 3 50 42 55 47 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,012 COMMITMENTS 842 1,391 1,340 62,560 64,620 64,742 67,351 8,270 5,661 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,068) 0 -444 683 1,270 -44 1,953 195 -885 873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.9 1.8 85.7 88.5 88.7 92.2 11.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 19 18 22 21 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,528 COMMITMENTS 3,864 1,637 926 55,034 57,797 59,824 60,360 4,704 4,168 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 789) 365 62 -101 891 1,256 1,155 1,217 -366 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 2.5 1.4 85.3 89.6 92.7 93.5 7.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 17 17 20 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,573 COMMITMENTS 5,084 1,240 0 36,533 40,202 41,617 41,442 956 1,131 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 899) 2,542 0 0 -1,674 899 868 899 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 2.9 0.0 85.8 94.4 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 0 17 20 20 21 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,211 COMMITMENTS 19,850 9,220 0 60,812 71,751 80,662 80,971 549 240 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,240) 2,542 0 0 -1,395 1,240 1,147 1,240 93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 11.4 0.0 74.9 88.4 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 7 0 33 31 39 38 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,514 COMMITMENTS 0 780 0 40,454 37,576 40,454 38,356 60 2,158 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 5,678) 0 0 0 5,678 5,828 5,678 5,828 0 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 99.9 92.7 99.9 94.7 0.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 19 22 19 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 221,430 COMMITMENTS 0 191 1,092 215,170 208,049 216,262 209,332 5,168 12,098 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 6,714) 0 48 119 6,595 6,578 6,714 6,745 0 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.5 97.2 94.0 97.7 94.5 2.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 1 33 30 34 31 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 26,371 COMMITMENTS 0 678 0 24,706 21,124 24,706 21,802 1,665 4,569 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,426) 0 341 0 1,426 1,206 1,426 1,547 0 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 0.0 93.7 80.1 93.7 82.7 6.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 13 15 14 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,183 COMMITMENTS 915 2,000 546 38,679 38,114 40,140 40,660 5,043 4,523 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,015) 341 0 -341 985 1,202 985 861 30 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 4.4 1.2 85.6 84.4 88.8 90.0 11.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 17 19 19 21 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,207 COMMITMENTS 54 217 1,788 74,643 74,563 76,485 76,568 6,722 6,639 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -147) 54 50 -205 -391 -450 -542 -605 395 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 2.1 89.7 89.6 91.9 92.0 8.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 21 28 22 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,336 COMMITMENTS 8,237 0 609 107,343 115,046 116,189 115,655 6,147 6,681 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 465) 182 0 -31 -156 344 -5 313 470 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.5 87.7 94.0 95.0 94.5 5.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 19 19 22 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,020 COMMITMENTS 341 0 0 89,035 91,922 89,376 91,922 5,644 3,098 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,662) 341 0 0 1,388 1,383 1,729 1,383 -67 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 93.7 96.7 94.1 96.7 5.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 20 18 21 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,776 COMMITMENTS 1,012 347 360 99,885 104,529 101,257 105,236 5,519 1,540 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 7,684) -412 347 143 7,807 7,227 7,538 7,717 146 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.3 0.3 93.5 97.9 94.8 98.6 5.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 19 23 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,335 COMMITMENTS 2,657 248 1,414 95,362 97,879 99,433 99,541 10,902 10,794 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,916) -257 -186 565 6,644 3,022 6,952 3,401 -4,036 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.2 1.3 86.4 88.7 90.1 90.2 9.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 2 29 27 32 30 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,755 COMMITMENTS 4,540 0 0 33,795 40,574 38,335 40,574 2,420 181 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,112) -126 0 0 2,998 4,776 2,872 4,776 1,240 -664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 0.0 82.9 99.6 94.1 99.6 5.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 0 19 18 22 18 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 38,261 COMMITMENTS 330 0 0 36,927 38,079 37,257 38,079 1,004 182 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 62) 0 0 0 -62 62 -62 62 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 96.5 99.5 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 18 12 19 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 185,353 COMMITMENTS 7,841 8,233 1,524 167,761 171,367 177,126 181,124 8,227 4,229 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,947) 422 2,197 66 4,072 3,874 4,560 6,137 387 -1,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 4.4 0.8 90.5 92.5 95.6 97.7 4.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 7 6 44 36 50 45 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 104,099 COMMITMENTS 3,174 0 0 93,545 97,138 96,719 97,138 7,380 6,961 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 271) 0 0 0 92 109 92 109 179 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 89.9 93.3 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 20 21 21 21 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 84,871 COMMITMENTS 0 0 0 79,940 79,619 79,940 79,619 4,931 5,252 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 921) 0 0 0 2,168 797 2,168 797 -1,247 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.2 93.8 94.2 93.8 5.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 21 19 21 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 66,790 COMMITMENTS 0 513 31 60,312 60,199 60,343 60,743 6,447 6,047 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 456) 0 0 0 242 87 242 87 214 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 90.3 90.1 90.3 90.9 9.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 16 21 17 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 122,992 COMMITMENTS 6,087 0 0 107,648 121,945 113,735 121,945 9,257 1,047 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,952) 0 0 0 5,499 4,952 5,499 4,952 -547 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.0 87.5 99.1 92.5 99.1 7.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 26 18 28 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 130,047 COMMITMENTS 28,986 9,411 6,886 93,502 113,012 129,374 129,309 673 738 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,763) 1,593 151 -79 228 1,712 1,742 1,784 21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 7.2 5.3 71.9 86.9 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 15 11 18 47 48 69 70 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,599 COMMITMENTS 1,992 537 1,424 40,183 41,638 43,599 43,599 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 774) -289 0 624 439 150 774 774 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.2 3.3 92.2 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 2 23 22 27 26 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 353,420 COMMITMENTS 5,424 14,592 320 347,676 338,508 353,420 353,420 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 8,635) 0 2,856 0 8,635 5,779 8,635 8,635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.1 0.1 98.4 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 22 19 25 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,535,590 COMMITMENTS 42,062 79,773 58,707 1434821 1397110 1535590 1535590 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 5,192) 11,975 1,120 -9,588 2,805 13,660 5,192 5,192 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.2 3.8 93.4 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 6 4 38 40 46 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,332 COMMITMENTS 3,094 4,705 4,060 56,178 54,567 63,332 63,332 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 245) -1,731 582 624 1,352 -961 245 245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 7.4 6.4 88.7 86.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 7 6 25 25 36 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 295,724 COMMITMENTS 1,280 8 320 294,124 295,396 295,724 295,724 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 8,093) 0 0 0 8,093 8,093 8,093 8,093 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.1 99.5 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 16 17 18 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 444,760 COMMITMENTS 4,241 2,248 8,632 431,887 433,880 444,760 444,760 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -2,402) 0 0 0 -2,402 -2,402 -2,402 -2,402 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.5 1.9 97.1 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 2 1 30 26 33 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 32,203 COMMITMENTS 815 164 209 30,337 31,305 31,361 31,678 842 525 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 248) 64 122 -255 268 401 77 268 171 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.5 0.6 94.2 97.2 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 2 24 24 30 27 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,300 COMMITMENTS 140 0 0 53,837 54,280 53,977 54,280 323 20 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,505) 0 0 0 1,505 1,505 1,505 1,505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.1 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 30 29 31 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,109 COMMITMENTS 40 25 0 75,728 75,965 75,768 75,990 341 119 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,610) 0 0 0 1,610 1,610 1,610 1,610 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.5 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 0 33 30 34 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,142 COMMITMENTS 200 1,075 0 25,312 24,947 25,512 26,022 630 120 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 110) 0 0 0 50 110 50 110 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.1 0.0 96.8 95.4 97.6 99.5 2.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 19 15 20 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 302,864 COMMITMENTS 11,944 0 384 288,136 300,080 300,464 300,464 2,400 2,400 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 11,288) 0 0 0 8,888 8,888 8,888 8,888 2,400 2,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.1 95.1 99.1 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 25 21 27 22 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,277 COMMITMENTS 1,471 1,057 234 6,530 6,944 8,235 8,235 42 42 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 462) 0 -63 63 378 462 441 462 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 12.8 2.8 78.9 83.9 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 2 17 15 22 17 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,785 COMMITMENTS 3,150 0 0 5,515 8,485 8,665 8,485 120 300 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 0 120 0 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 0.0 0.0 62.8 96.6 98.6 96.6 1.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 11 16 15 16 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,590 COMMITMENTS 1,275 475 480 9,255 10,455 11,010 11,410 580 180 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 385) 0 125 0 385 260 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 4.1 4.1 79.9 90.2 95.0 98.4 5.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 2 14 14 16 18 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,149 COMMITMENTS 350 1,475 0 34,209 33,554 34,559 35,029 590 120 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 30) 0 0 0 -30 30 -30 30 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 4.2 0.0 97.3 95.5 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 0 22 20 24 23 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,122 COMMITMENTS 685 150 0 24,197 24,892 24,882 25,042 240 80 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 586) 0 0 0 621 621 621 621 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.6 0.0 96.3 99.1 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 25 23 27 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,412 COMMITMENTS 0 1,047 147 19,817 18,542 19,964 19,736 448 676 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -148) 0 21 -21 -106 -168 -127 -168 -21 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.7 97.1 90.8 97.8 96.7 2.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 1 24 21 25 25 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,752 COMMITMENTS 1,171 3,082 1,632 50,929 48,853 53,732 53,567 20 185 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,430) 100 611 -90 1,400 851 1,410 1,372 20 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.7 3.0 94.7 90.9 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 3 34 27 38 31 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,778 COMMITMENTS 1,931 12,716 663 67,132 56,351 69,726 69,730 52 48 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,402) 238 1,836 -361 2,515 879 2,392 2,354 10 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 18.2 1.0 96.2 80.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 7 5 37 32 45 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,265 COMMITMENTS 665 0 0 46,580 47,265 47,245 47,265 20 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 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: 29) 1 0 0 27 11 28 11 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,415 COMMITMENTS 1,165 0 0 52,230 53,415 53,395 53,415 20 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 245) 0 0 0 245 245 245 245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 26 16 27 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 318,462 COMMITMENTS 57,441 15,105 3,495 257,526 299,862 318,462 318,462 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 8,969) 5,844 0 -1,170 4,295 10,139 8,969 8,969 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 4.7 1.1 80.9 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 2 27 30 30 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,884 COMMITMENTS 3,538 1,917 1,601 20,662 22,281 25,801 25,799 83 85 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 684) 181 42 0 503 663 684 705 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 7.4 6.2 79.8 86.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 5 7 23 31 30 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 36,089 COMMITMENTS 3,470 179 50 32,569 35,860 36,089 36,089 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,650) 1,301 0 0 1,349 2,650 2,650 2,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.5 0.1 90.2 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 4 2 14 14 19 19 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 290,534 COMMITMENTS 1,576 20,385 0 288,958 270,149 290,534 290,534 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 12,936) 816 0 0 12,120 12,936 12,936 12,936 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.0 0.0 99.5 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 0 20 17 21 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 19,593 COMMITMENTS 252 1,018 0 19,196 18,112 19,448 19,130 145 463 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 232) 0 0 0 191 232 191 232 41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.2 0.0 98.0 92.4 99.3 97.6 0.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 19 19 20 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,490 COMMITMENTS 1,447 0 617 9,154 9,776 11,218 10,393 272 1,097 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -105) 254 0 0 -359 -105 -105 -105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 0.0 5.4 79.7 85.1 97.6 90.5 2.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 2 18 17 22 19 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 128,896 COMMITMENTS 9,280 0 3,602 115,630 124,910 128,512 128,512 384 384 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 408) 3,038 -1,658 1,658 -4,288 408 408 408 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 2.8 89.7 96.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 2 16 14 20 16 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,394 COMMITMENTS 188 1,874 361 16,594 14,632 17,143 16,867 251 527 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 86) -42 0 42 86 44 86 86 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 10.8 2.1 95.4 84.1 98.6 97.0 1.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 4 3 21 26 24 32 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 185,741 COMMITMENTS 768 9,318 408 184,565 176,015 185,741 185,741 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -2,334) 0 0 0 -2,334 -2,334 -2,334 -2,334 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.0 0.2 99.4 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 19 21 21 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,615 COMMITMENTS 0 325 200 10,355 10,070 10,555 10,595 60 20 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 1.9 97.6 94.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 17 13 18 16 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 28,398 COMMITMENTS 2,059 614 1,251 25,088 26,533 28,398 28,398 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 383) 128 4 -31 286 410 383 383 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 2.2 4.4 88.3 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 2 19 18 21 22 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 236,090 COMMITMENTS 0 4,184 0 236,090 231,906 236,090 236,090 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,280) 0 0 0 -1,280 -1,280 -1,280 -1,280 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: 23) 0 1 0 16 17 16 18 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,700 COMMITMENTS 400 1,580 0 9,740 9,100 10,140 10,680 560 20 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 14.8 0.0 91.0 85.0 94.8 99.8 5.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 13 14 14 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,080 COMMITMENTS 205 1,580 155 10,260 9,315 10,620 11,050 460 30 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 14.3 1.4 92.6 84.1 95.8 99.7 4.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 14 16 16 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 5,712 COMMITMENTS 2,100 168 0 3,612 5,544 5,712 5,712 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 2.9 0.0 63.2 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 0 10 7 15 8 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,030 COMMITMENTS 0 0 0 15,755 16,010 15,755 16,010 275 20 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -85) 0 0 0 -85 -85 -85 -85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 99.9 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 14 16 14 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,896 COMMITMENTS 200 0 50 19,526 19,846 19,776 19,896 120 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.3 98.1 99.7 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 18 18 20 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,824 COMMITMENTS 150 50 0 13,407 13,774 13,557 13,824 267 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.4 0.0 97.0 99.6 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 16 17 18 18 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,780 COMMITMENTS 0 450 0 19,380 19,160 19,380 19,610 400 170 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 50) 0 50 0 110 60 110 110 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 98.0 96.9 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 15 15 15 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,455 COMMITMENTS 0 215 75 17,115 17,110 17,190 17,400 265 55 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 0 15 0 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.4 98.1 98.0 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 15 11 16 13 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,602 COMMITMENTS 435 75 40 17,852 18,432 18,327 18,547 275 55 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 0 15 0 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.4 0.2 96.0 99.1 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 10 16 12 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,982 COMMITMENTS 3,690 1,370 170 96,107 98,307 99,967 99,847 15 135 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 3,174) 50 0 0 3,109 3,174 3,159 3,174 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.4 0.2 96.1 98.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 2 38 35 44 38 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,844 COMMITMENTS 3,430 3,800 1,310 111,089 110,589 115,829 115,699 15 145 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,055) 125 735 -35 3,965 3,355 4,055 4,055 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.3 1.1 95.9 95.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 7 6 44 39 52 47 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 182,119 COMMITMENTS 11,132 17,717 10,983 159,931 153,353 182,046 182,053 73 66 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,559) -168 8 514 1,228 1,025 1,574 1,547 -15 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 9.7 6.0 87.8 84.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 7 13 14 45 47 62 65 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 124,909 COMMITMENTS 7,207 4,338 2,793 114,846 117,778 124,846 124,909 63 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 575) 0 300 0 575 275 575 575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 3.5 2.2 91.9 94.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 6 4 39 34 44 42 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,285 COMMITMENTS 1,660 1,025 115 34,500 35,145 36,275 36,285 10 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,080) 50 75 -50 1,080 1,055 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 2.8 0.3 95.1 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 24 15 26 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,950 COMMITMENTS 1,010 220 130 30,810 31,600 31,950 31,950 0 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,070) 0 0 0 1,070 1,070 1,070 1,070 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.7 0.4 96.4 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 24 14 26 17 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 34,430 COMMITMENTS 1,200 0 250 32,806 34,015 34,256 34,265 174 165 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -65) 0 0 0 145 -155 145 -155 -210 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.7 95.3 98.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 29 28 31 29 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 15,606 COMMITMENTS 825 0 0 14,781 15,486 15,606 15,486 0 120 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 335) 300 0 0 35 335 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.0 94.7 99.2 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 21 18 23 18 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,907 COMMITMENTS 2,448 1,969 706 23,593 24,232 26,747 26,907 160 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 319) 39 -300 285 -5 334 319 319 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 7.3 2.6 87.7 90.1 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 2 2 28 25 34 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,743 COMMITMENTS 1,916 0 53 19,559 21,370 21,528 21,423 215 320 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 844) 300 0 0 544 844 844 844 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.0 0.2 90.0 98.3 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 21 23 24 25 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,523 COMMITMENTS 1,890 3,799 1,195 33,114 31,517 36,199 36,511 324 12 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,214) 498 314 -70 786 970 1,214 1,214 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 10.4 3.3 90.7 86.3 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 4 5 27 27 33 32 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,341 COMMITMENTS 160 35 30 22,713 23,276 22,903 23,341 438 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,020) 0 0 0 1,020 1,020 1,020 1,020 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.1 97.3 99.7 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 27 21 28 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,645 COMMITMENTS 0 2,308 196 24,329 22,141 24,525 24,645 120 0 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 320) 0 -55 0 320 375 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.4 0.8 98.7 89.8 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 22 16 23 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,334 COMMITMENTS 129 200 0 14,649 15,042 14,778 15,242 556 92 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.3 0.0 95.5 98.1 96.4 99.4 3.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 19 16 20 18 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,118 COMMITMENTS 100 500 0 36,684 36,563 36,784 37,063 334 55 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 530) 0 0 0 530 530 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 0.0 98.8 98.5 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 30 27 31 29 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 16,218 COMMITMENTS 436 150 18 15,324 15,918 15,778 16,086 440 132 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 259) 0 0 0 519 274 519 274 -260 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.9 0.1 94.5 98.2 97.3 99.2 2.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 21 18 22 20 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,489 COMMITMENTS 941 0 18 12,510 13,447 13,469 13,465 20 24 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.1 92.7 99.7 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 23 19 24 20
Updated September 23, 2016