CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,451 COMMITMENTS 1,661 583 148 4,622 5,719 6,431 6,450 20 1 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 9.0 2.3 71.6 88.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 2 10 7 16 11 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 30,780 COMMITMENTS 10,124 7,202 620 19,961 22,958 30,705 30,780 75 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,169) -8,435 319 50 9,544 800 1,159 1,169 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 23.4 2.0 64.9 74.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 9 2 9 13 22 22 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,650 COMMITMENTS 17,900 11,710 850 15,900 22,090 34,650 34,650 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 500) 200 -16,654 0 300 17,154 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 33.8 2.5 45.9 63.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 7 3 9 5 17 13 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 27,145 COMMITMENTS 5,990 17,085 320 20,815 9,700 27,125 27,105 20 40 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,650) 0 -2,050 -1,400 3,050 5,100 1,650 1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 62.9 1.2 76.7 35.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 9 3 10 4 18 13 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| 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 10/04/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 46,933 COMMITMENTS 4,256 4,199 3,350 39,307 39,344 46,913 46,893 20 40 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 990) -2,000 70 0 2,990 920 990 990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 8.9 7.1 83.8 83.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 9 2 12 12 17 21 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 17,610 COMMITMENTS 3,400 8,460 400 13,800 8,750 17,600 17,610 10 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 800) -3,575 200 0 4,375 600 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 48.0 2.3 78.4 49.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 6 1 7 5 14 11 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,800 COMMITMENTS 8,225 6,770 370 7,185 8,660 15,780 15,800 20 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 650) 200 450 200 250 0 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 42.8 2.3 45.5 54.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 3 2 8 8 17 12 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 16,885 COMMITMENTS 6,835 6,820 600 9,450 9,465 16,885 16,885 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 40.4 3.6 56.0 56.1 100.0 100.0 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,836,812 COMMITMENTS 1121444 79,225 611,259 3053246 4124338 4785949 4814822 50,863 21,990 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 98,113) 60,681 -22,900 42,805 29,375 110,515 132,861 130,420 -34,748 -32,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 1.6 12.6 63.1 85.3 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 61 16 63 137 124 211 191 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 203,566 COMMITMENTS 75,097 85,084 7,174 119,085 111,246 201,356 203,504 2,210 62 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 30,047) 17,633 26,115 -1,416 13,830 5,348 30,047 30,047 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 41.8 3.5 58.5 54.6 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 12 11 16 31 30 50 50 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,417 COMMITMENTS 16,980 325 1,909 192,102 219,851 210,991 222,085 16,426 5,332 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -14,744) -2,645 325 381 -10,133 -14,885 -12,397 -14,179 -2,347 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.1 0.8 84.5 96.7 92.8 97.7 7.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 1 4 35 30 43 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,819 COMMITMENTS 2,886 270 509 103,443 106,144 106,838 106,923 4,981 4,896 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -12,967) 439 -1,710 -801 -11,678 -9,099 -12,040 -11,610 -927 -1,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.2 0.5 92.5 94.9 95.5 95.6 4.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 1 1 23 29 28 31 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,201 COMMITMENTS 4,394 2,085 1,676 143,538 149,321 149,608 153,082 15,593 12,119 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -15,656) 82 -1,153 -230 -14,847 -15,761 -14,995 -17,144 -661 1,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.3 1.0 86.9 90.4 90.6 92.7 9.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 2 2 26 30 30 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 817,686 COMMITMENTS 427 796 2,762 798,054 806,382 801,243 809,940 16,443 7,746 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 22,721) -175 606 332 22,895 21,633 23,052 22,571 -331 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.3 97.6 98.6 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 2 2 52 35 55 37 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,877 COMMITMENTS 65 5,112 475 354,934 348,560 355,474 354,147 6,403 7,730 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,072) -2,906 2,033 -38 -4,305 -9,566 -7,249 -7,571 1,177 1,499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.1 98.1 96.3 98.2 97.9 1.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 3 2 35 42 37 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,194 COMMITMENTS 118 69 2,646 228,561 233,527 231,325 236,242 7,869 2,952 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -19,907) -254 -2,108 579 -16,792 -19,568 -16,467 -21,097 -3,440 1,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 1.1 95.6 97.6 96.7 98.8 3.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 1 3 37 39 40 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,176 COMMITMENTS 2,230 501 1,203 81,551 77,845 84,984 79,549 5,192 10,627 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -10,135) 1,474 -664 -427 -10,067 -12,074 -9,020 -13,165 -1,115 3,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.6 1.3 90.4 86.3 94.2 88.2 5.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 18 19 20 21 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,255 COMMITMENTS 0 11,684 1,381 95,592 87,645 96,973 100,710 8,282 4,545 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,710) 0 -1,382 -618 -8,925 -8,805 -9,543 -10,805 833 2,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 1.3 90.8 83.3 92.1 95.7 7.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 4 1 25 24 26 28 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,728 COMMITMENTS 1,330 2,711 436 88,852 93,679 90,618 96,826 11,110 4,902 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,490) 554 -1,457 -220 -11,399 -6,422 -11,065 -8,099 1,575 -1,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.7 0.4 87.3 92.1 89.1 95.2 10.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 15 17 16 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 132,085 COMMITMENTS 0 0 0 125,211 124,760 125,211 124,760 6,874 7,325 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -12,347) 0 0 0 -12,876 -11,397 -12,876 -11,397 529 -950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.8 94.5 94.8 94.5 5.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 24 25 24 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,325 COMMITMENTS 0 0 0 47,370 51,169 47,370 51,169 6,955 3,156 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,138) 0 0 0 -9,745 -6,207 -9,745 -6,207 1,607 -1,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.2 94.2 87.2 94.2 12.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 13 14 13 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 400,950 COMMITMENTS 3,468 5,137 5,706 383,708 380,166 392,882 391,009 8,068 9,941 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -15,838) -827 -28 2,911 -16,470 -13,367 -14,386 -10,484 -1,452 -5,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.3 1.4 95.7 94.8 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 4 3 45 42 48 47 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,629 COMMITMENTS 647 2,509 925 61,712 63,394 63,284 66,828 8,345 4,801 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,319) -505 -928 -184 -5,704 -4,209 -6,393 -5,321 74 -998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.5 1.3 86.2 88.5 88.3 93.3 11.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 19 18 22 20 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,857 COMMITMENTS 695 0 155 58,129 59,232 58,979 59,387 5,878 5,470 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,373) 320 0 -1,774 -3,837 -3,909 -5,291 -5,683 918 1,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.2 89.6 91.3 90.9 91.6 9.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 16 17 17 18 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,460 COMMITMENTS 6,582 0 0 58,300 63,597 64,882 63,597 578 1,863 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -33,678) -4,888 -3,503 0 -21,499 -20,429 -26,387 -23,932 -7,291 -9,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 0.0 0.0 89.1 97.2 99.1 97.2 0.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 13 18 14 18 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,760 COMMITMENTS 18,827 12,741 0 60,221 65,283 79,048 78,024 712 1,736 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -40,368) -8,184 -6,308 0 -26,854 -31,624 -35,038 -37,932 -5,330 -2,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 16.0 0.0 75.5 81.8 99.1 97.8 0.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 7 0 29 30 34 37 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 38,307 COMMITMENTS 0 0 0 37,662 36,072 37,662 36,072 645 2,235 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,633) 0 -718 -62 -10,125 -8,713 -10,187 -9,493 554 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 94.2 98.3 94.2 1.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 15 19 15 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 225,877 COMMITMENTS 0 168 1,204 219,488 212,717 220,692 214,089 5,185 11,788 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -5,541) 0 -238 229 -5,759 -6,605 -5,530 -6,614 -11 1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.5 97.2 94.2 97.7 94.8 2.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 32 28 33 29 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 24,254 COMMITMENTS 0 1,321 0 23,386 20,371 23,386 21,692 868 2,562 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,560) 0 240 0 -3,604 -4,596 -3,604 -4,356 -956 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 96.4 84.0 96.4 89.4 3.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 16 14 16 15 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,723 COMMITMENTS 1,130 1,134 730 46,632 47,108 48,492 48,972 6,231 5,751 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 7,544) -950 1,134 730 7,693 8,010 7,473 9,874 71 -2,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.1 1.3 85.2 86.1 88.6 89.5 11.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 12 16 14 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,131 COMMITMENTS 459 2,092 2,246 72,930 67,450 75,635 71,788 4,496 8,343 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -7,774) 459 -857 -459 -5,545 -7,913 -5,545 -9,229 -2,229 1,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.6 2.8 91.0 84.2 94.4 89.6 5.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 15 19 18 21 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,420 COMMITMENTS 8,069 0 634 99,067 109,870 107,770 110,504 7,650 4,916 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,236) -581 0 -111 -9,211 -8,091 -9,903 -8,202 1,667 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.5 85.8 95.2 93.4 95.7 6.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 18 16 21 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,817 COMMITMENTS 671 193 202 98,166 102,145 99,039 102,540 5,778 2,277 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,739) -341 -1,148 202 -8,416 -8,267 -8,555 -9,213 -184 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.2 0.2 93.7 97.5 94.5 97.8 5.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 19 17 21 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,289 COMMITMENTS 517 452 1,765 103,508 106,649 105,790 108,866 15,499 12,423 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,256) -78 -2,137 -367 -8,460 -6,638 -8,905 -9,142 649 886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.4 1.5 85.3 87.9 87.2 89.8 12.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 21 20 23 22 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,475 COMMITMENTS 3,818 0 0 25,989 33,262 29,807 33,262 3,668 213 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,430) -1,080 0 0 -8,685 -8,400 -9,765 -8,400 1,335 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 0.0 77.6 99.4 89.0 99.4 11.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 0 15 13 18 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,278 COMMITMENTS 0 0 0 30,596 29,967 30,596 29,967 682 1,311 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,060) -423 0 0 -6,930 -9,879 -7,353 -9,879 -1,707 819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 95.8 97.8 95.8 2.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 10 18 10 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 169,689 COMMITMENTS 7,644 4,046 997 150,247 158,793 158,888 163,836 10,801 5,853 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -21,808) 145 -143 -724 -19,223 -21,138 -19,802 -22,005 -2,006 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.4 0.6 88.5 93.6 93.6 96.6 6.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 3 2 39 31 42 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 96,336 COMMITMENTS 3,538 616 240 85,284 89,683 89,062 90,539 7,274 5,797 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,764) 150 428 0 -6,012 -6,206 -5,862 -5,778 -902 -986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.6 0.2 88.5 93.1 92.4 94.0 7.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 19 22 21 23 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 79,172 COMMITMENTS 0 0 0 77,454 73,907 77,454 73,907 1,718 5,265 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,519) 0 0 0 -4,760 -10,841 -4,760 -10,841 -4,759 1,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 93.3 97.8 93.3 2.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 14 22 14 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 117,349 COMMITMENTS 6,188 0 0 93,494 112,938 99,682 112,938 17,667 4,411 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -7,583) 0 0 0 -13,420 -9,728 -13,420 -9,728 5,837 2,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.0 79.7 96.2 84.9 96.2 15.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 17 12 19 12 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 127,106 COMMITMENTS 27,623 10,453 6,360 92,616 109,723 126,599 126,536 507 570 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,432) 1,025 905 -1,166 -3,179 -3,079 -3,320 -3,340 -1,112 -1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 8.2 5.0 72.9 86.3 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 12 14 14 44 47 65 66 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 45,068 COMMITMENTS 3,713 0 2,304 39,051 42,764 45,068 45,068 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 497) -52 0 0 549 497 497 497 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 5.1 86.6 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 0 3 24 22 29 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 354,358 COMMITMENTS 9,242 19,376 0 345,116 334,982 354,358 354,358 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 8,003) 2,250 952 0 5,753 7,051 8,003 8,003 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 5.5 0.0 97.4 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 0 20 17 22 20 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,535,399 COMMITMENTS 68,501 69,731 48,735 1418163 1416933 1535399 1535399 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -51,107) -1,712 -2,160 -936 -23,499 -28,043 -26,147 -31,139 -24,960 -19,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 4.5 3.2 92.4 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 6 4 36 41 43 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,230 COMMITMENTS 2,307 7,194 3,605 60,318 55,431 66,230 66,230 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,191) -459 -1,224 -518 -5,214 -4,449 -6,191 -6,191 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 10.9 5.4 91.1 83.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 7 6 22 25 29 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 342,211 COMMITMENTS 0 970 0 342,211 341,241 342,211 342,211 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -29,085) -1,280 962 -320 -27,485 -29,727 -29,085 -29,085 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 16 18 16 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 454,503 COMMITMENTS 5,001 728 8,632 440,870 445,143 454,503 454,503 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -13,616) -760 0 0 -12,856 -13,232 -13,616 -13,232 0 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 1.9 97.0 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 1 1 30 25 34 26 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 32,034 COMMITMENTS 773 370 147 30,440 31,076 31,360 31,593 674 441 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,085) -21 124 -63 -854 -1,083 -938 -1,022 -147 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.2 0.5 95.0 97.0 97.9 98.6 2.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 2 24 24 29 28 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,770 COMMITMENTS 140 0 0 52,323 52,755 52,463 52,755 307 15 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,360) 0 0 0 -1,864 -2,125 -1,864 -2,125 -496 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.2 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 0 30 28 31 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,068 COMMITMENTS 0 0 0 71,738 71,950 71,738 71,950 330 118 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -5,251) -40 -25 0 -4,144 -4,895 -4,184 -4,920 -1,067 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 0 0 33 30 33 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,343 COMMITMENTS 150 975 0 25,577 25,248 25,727 26,223 616 120 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,050) -50 -100 0 -986 -950 -1,036 -1,050 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.7 0.0 97.1 95.8 97.7 99.5 2.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 18 16 19 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 289,992 COMMITMENTS 12,328 0 0 277,664 289,992 289,992 289,992 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -13,552) 384 0 -384 -11,152 -10,768 -11,152 -11,152 -2,400 -2,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 0.0 95.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 22 21 24 21 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 6,870 COMMITMENTS 925 1,141 150 5,519 5,495 6,594 6,786 276 84 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,407) -546 84 -84 -1,011 -1,449 -1,641 -1,449 234 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 16.6 2.2 80.3 80.0 96.0 98.8 4.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 2 16 13 20 15 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,260 COMMITMENTS 2,250 0 0 4,890 6,960 7,140 6,960 120 300 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,525) -900 0 0 -625 -1,525 -1,525 -1,525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 0.0 0.0 67.4 95.9 98.3 95.9 1.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 10 15 13 15 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,940 COMMITMENTS 1,230 350 425 8,740 10,015 10,395 10,790 545 150 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -675) 30 0 -130 -415 -340 -515 -470 -160 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 3.2 3.9 79.9 91.5 95.0 98.6 5.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 14 13 16 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,112 COMMITMENTS 250 1,300 0 36,286 35,692 36,536 36,992 576 120 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -424) -50 -175 0 -360 -249 -410 -424 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.5 0.0 97.8 96.2 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 0 21 21 23 23 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,050 COMMITMENTS 1,560 150 0 25,310 26,885 26,870 27,035 180 15 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,081) -25 0 0 -996 -1,016 -1,021 -1,016 -60 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.6 0.0 93.6 99.4 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 25 20 26 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,976 COMMITMENTS 295 1,128 105 20,152 19,428 20,552 20,661 424 315 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -720) 295 -42 -42 -990 -423 -737 -507 17 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 5.4 0.5 96.1 92.6 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 1 21 24 23 28 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,934 COMMITMENTS 1,160 2,666 1,478 48,256 46,602 50,894 50,746 40 188 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -3,685) -421 -990 235 -3,499 -2,945 -3,685 -3,700 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 5.2 2.9 94.7 91.5 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 3 33 29 37 33 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 67,935 COMMITMENTS 1,983 14,529 712 65,198 52,646 67,893 67,887 42 48 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -3,817) -392 96 203 -3,599 -4,116 -3,788 -3,817 -29 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 21.4 1.0 96.0 77.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 7 5 36 32 44 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,685 COMMITMENTS 585 0 0 43,085 43,655 43,670 43,655 15 30 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,400) -80 0 0 -3,360 -4,400 -3,440 -4,400 -960 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.6 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 26 11 27 11 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,090 COMMITMENTS 1,030 0 0 48,045 49,090 49,075 49,090 15 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,910) -135 0 0 -3,700 -4,910 -3,835 -4,910 -1,075 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 97.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 25 16 26 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 296,087 COMMITMENTS 52,924 13,233 2,760 240,403 280,094 296,087 296,087 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -27,952) -1,430 -2,688 -1,135 -25,387 -24,129 -27,952 -27,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 4.5 0.9 81.2 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 2 26 29 29 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,415 COMMITMENTS 4,206 1,690 1,244 18,861 21,353 24,311 24,287 104 128 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,899) 12 -482 -125 -1,828 -1,335 -1,941 -1,942 42 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 6.9 5.1 77.3 87.5 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 6 23 31 29 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 34,373 COMMITMENTS 4,373 27 103 29,897 34,243 34,373 34,373 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,615) 258 -100 -25 -2,848 -2,490 -2,615 -2,615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 0.1 0.3 87.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 3 15 14 22 17 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 285,182 COMMITMENTS 1,576 20,001 0 283,606 265,181 285,182 285,182 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -12,984) 0 -384 0 -12,216 -12,600 -12,216 -12,984 -768 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.0 0.0 99.4 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 20 16 21 18 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 18,927 COMMITMENTS 375 1,018 0 18,065 17,488 18,440 18,506 487 421 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,382) -63 0 0 -1,743 -1,298 -1,806 -1,298 424 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 5.4 0.0 95.4 92.4 97.4 97.8 2.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 0 16 19 19 20 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,925 COMMITMENTS 832 0 512 8,290 9,338 9,634 9,850 1,291 1,075 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -732) -615 0 -105 -905 -585 -1,625 -690 893 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 4.7 75.9 85.5 88.2 90.2 11.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 1 15 17 19 18 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 118,184 COMMITMENTS 9,401 0 1,586 106,789 116,190 117,776 117,776 408 408 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -11,903) -1,919 0 -384 -7,680 -3,071 -9,983 -3,455 -1,920 -8,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 1.3 90.4 98.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 2 17 15 22 17 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,460 COMMITMENTS 416 1,724 256 15,601 14,036 16,273 16,016 187 444 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,328) -124 -211 -63 -867 -802 -1,054 -1,076 -274 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 10.5 1.6 94.8 85.3 98.9 97.3 1.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 2 21 26 24 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 188,409 COMMITMENTS 0 8,935 408 188,001 179,066 188,409 188,409 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -12,271) -768 -383 0 -10,735 -11,120 -11,503 -11,503 -768 -768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.2 99.8 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 19 17 20 19 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,220 COMMITMENTS 0 525 0 10,160 9,680 10,160 10,205 60 15 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,200) 0 200 -200 -985 -800 -1,185 -800 -15 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.0 99.4 94.7 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 16 12 16 15 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 28,012 COMMITMENTS 3,460 465 1,530 23,022 26,017 28,012 28,012 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 286) 177 0 0 109 286 286 286 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 1.7 5.5 82.2 92.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 17 17 19 19 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 243,616 COMMITMENTS 0 3,864 0 243,616 239,752 243,616 243,616 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 3,879) 0 0 0 3,879 3,879 3,879 3,879 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 100.0 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 14 15 15 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,225 COMMITMENTS 400 1,780 0 9,290 8,430 9,690 10,210 535 15 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -475) 0 -100 0 -250 -370 -250 -470 -225 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 17.4 0.0 90.9 82.4 94.8 99.9 5.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,630 COMMITMENTS 155 1,780 155 9,770 8,680 10,080 10,615 550 15 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -555) -50 -100 0 -395 -440 -445 -540 -110 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 16.7 1.5 91.9 81.7 94.8 99.9 5.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 14 13 15 15 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 4,284 COMMITMENTS 1,575 126 0 2,709 4,158 4,284 4,284 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,428) -441 -42 0 -861 -1,281 -1,302 -1,323 -126 -105 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,350 COMMITMENTS 0 0 0 15,015 15,330 15,015 15,330 335 20 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,030) 0 0 0 -905 -970 -905 -970 -125 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 99.9 97.8 99.9 2.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 13 15 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,518 COMMITMENTS 375 0 50 18,958 19,468 19,383 19,518 135 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -593) -125 0 0 -78 -243 -203 -243 -390 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.3 97.1 99.7 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 18 17 21 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,454 COMMITMENTS 400 0 0 12,805 13,454 13,205 13,454 249 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -848) 0 0 -50 -345 -398 -395 -448 -453 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 95.2 100.0 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 0 16 16 19 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,840 COMMITMENTS 0 525 0 21,470 21,195 21,470 21,720 370 120 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 985) 0 50 0 1,180 985 1,180 1,035 -195 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 98.3 97.0 98.3 99.5 1.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 15 15 15 18 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,990 COMMITMENTS 0 75 0 13,675 13,735 13,675 13,810 315 180 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -605) 0 0 0 -360 -600 -360 -600 -245 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 97.7 98.2 97.7 98.7 2.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 12 15 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,355 COMMITMENTS 0 535 100 16,955 16,705 17,055 17,340 300 15 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -770) 0 -20 0 -610 -550 -610 -570 -160 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.6 97.7 96.3 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 2 14 10 16 14 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,367 COMMITMENTS 470 330 105 17,487 17,917 18,062 18,352 305 15 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -980) 10 -10 -10 -820 -760 -820 -780 -160 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.8 0.6 95.2 97.5 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 14 10 16 13 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 100,491 COMMITMENTS 3,455 1,700 285 96,736 98,356 100,476 100,341 15 150 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -5,948) -360 185 -60 -5,133 -5,198 -5,553 -5,073 -395 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.7 0.3 96.3 97.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 3 35 32 42 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 119,884 COMMITMENTS 3,380 5,177 838 115,666 113,734 119,884 119,749 0 135 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,905) -50 1,170 -995 -5,295 -5,920 -6,340 -5,745 -565 -1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.3 0.7 96.5 94.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 3 8 5 44 37 52 45 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 183,498 COMMITMENTS 11,543 17,720 10,657 161,200 155,027 183,400 183,404 98 94 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,256) 1,217 -1,499 -643 -1,775 2,236 -1,201 94 -1,055 -2,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 9.7 5.8 87.8 84.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 10 13 11 45 49 61 67 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 125,877 COMMITMENTS 7,257 4,552 2,723 115,851 118,602 125,831 125,877 46 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,294) -200 289 -110 -1,077 -458 -1,387 -279 -907 -2,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 3.6 2.2 92.0 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 6 5 41 34 47 42 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,000 COMMITMENTS 1,605 1,025 110 34,275 34,865 35,990 36,000 10 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,375) 25 0 0 -915 -990 -890 -990 -485 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.8 0.3 95.2 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 22 14 24 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,035 COMMITMENTS 905 220 105 32,025 32,710 33,035 33,035 0 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -160) 150 0 0 190 200 340 200 -500 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.7 0.3 96.9 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 22 14 24 17 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 34,725 COMMITMENTS 1,200 0 250 33,116 34,465 34,566 34,715 159 10 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -975) 0 0 0 -720 -895 -720 -895 -255 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.7 95.4 99.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 30 27 32 28 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 18,796 COMMITMENTS 1,125 0 0 17,671 18,676 18,796 18,676 0 120 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -70) 300 0 0 -370 -70 -70 -70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 94.0 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 19 18 21 18 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,799 COMMITMENTS 2,617 1,963 732 22,131 23,104 25,480 25,799 319 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,247) -34 -6 11 -1,325 -968 -1,348 -963 101 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 7.6 2.8 85.8 89.6 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 2 25 26 31 29 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,646 COMMITMENTS 2,251 0 59 18,195 20,287 20,505 20,346 141 300 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,182) 60 0 -30 -1,194 -857 -1,164 -887 -18 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 0.3 88.1 98.3 99.3 98.5 0.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 21 23 24 24 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,325 COMMITMENTS 1,886 4,529 830 34,322 31,954 37,038 37,313 287 12 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,635) -39 70 -280 -914 -800 -1,233 -1,010 -402 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 12.1 2.2 92.0 85.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 4 29 27 34 31 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,782 COMMITMENTS 100 270 45 23,155 23,467 23,300 23,782 482 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,232) -60 35 15 -762 -1,225 -807 -1,175 -425 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.1 0.2 97.4 98.7 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 26 21 27 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,495 COMMITMENTS 0 1,836 255 23,960 22,404 24,215 24,495 280 0 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,456) 0 -449 24 -1,537 -843 -1,513 -1,268 57 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 1.0 97.8 91.5 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 22 16 23 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,539 COMMITMENTS 114 150 0 14,059 14,185 14,173 14,335 366 204 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -770) -15 -50 0 -565 -547 -580 -597 -190 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.0 0.0 96.7 97.6 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 18 15 19 17 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,163 COMMITMENTS 100 500 0 35,739 35,623 35,839 36,123 324 40 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,830) 0 0 0 -1,585 -1,435 -1,585 -1,435 -245 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.4 0.0 98.8 98.5 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 0 31 27 32 29 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 16,923 COMMITMENTS 573 150 6 16,314 16,753 16,893 16,909 30 14 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -583) 57 0 0 -230 -282 -173 -282 -410 -301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.9 0.0 96.4 99.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 23 19 24 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,035 COMMITMENTS 1,037 0 18 12,965 13,999 14,020 14,017 15 18 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -764) 16 0 0 -695 -455 -679 -455 -85 -309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 0.1 92.4 99.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 22 18 23 19
Updated October 14, 2016