CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       31,370
COMMITMENTS
  10,816    7,979      540   19,944   22,840   31,300   31,359       70       11

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,570)
     715       76       40      815    1,454    1,570    1,570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     25.4      1.7     63.6     72.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        9        1       11       12       22       21                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       34,110
COMMITMENTS
  18,910   11,910      600   14,600   21,600   34,110   34,110        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -350)
     250        0        0     -600     -350     -350     -350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4     34.9      1.8     42.8     63.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        6        3        8        5       17       12                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       30,230
COMMITMENTS
   6,724   18,865      171   23,315   11,194   30,210   30,230       20        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        100)
    -400      100        0      500        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     62.4      0.6     77.1     37.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        9        3        9        5       18       15                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       22,059
COMMITMENTS
   3,208      749      366   18,485   20,944   22,059   22,059        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -265)
     750      -36     -384     -631      155     -265     -265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      3.4      1.7     83.8     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        3        2       11        8       19       12                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       59,925
COMMITMENTS
   5,244    4,069    1,770   52,911   54,055   59,925   59,894        0       31

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      4,038)
     -96       30    1,500    2,634    2,508    4,038    4,038        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      6.8      3.0     88.3     90.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        9        4       13       11       18       22                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       18,435
COMMITMENTS
   3,425    9,035      550   14,400    8,850   18,375   18,435       60        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        350)
    -200     -100      150      400      300      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     49.0      3.0     78.1     48.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        7        2        7        5       15       13                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:        7,047
COMMITMENTS
   4,247    3,587        0    2,800    3,455    7,047    7,042        0        5

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        425)
     325      -25        0      100      445      425      420        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     50.9      0.0     39.7     49.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        5        0        5        3       12        8                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       16,550
COMMITMENTS
   7,800    7,965      200    8,530    8,385   16,530   16,550       20        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -155)
      50       45        0     -205     -200     -155     -155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     48.1      1.2     51.5     50.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        1        8        8       15       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       20,116
COMMITMENTS
   8,410    6,950    1,400   10,306   11,766   20,116   20,116        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -100)
     200     -100        0     -300        0     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     34.5      7.0     51.2     58.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5        3        9        4       17       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       13,445
COMMITMENTS
   8,270    6,750      100    5,075    6,595   13,445   13,445        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        950)
     750      505        0      200      445      950      950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     50.2      0.7     37.7     49.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        1        8        3       14        7                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,714,607
COMMITMENTS
 868,726   42,239  640,012  3169719  4021747  4678457  4703998   36,150   10,609

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    -22,726)
  57,495  -16,544   -7,011  -66,365    7,126  -15,881  -16,429   -6,845   -6,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      0.9     13.6     67.2     85.3     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      54       24       62      142      131      215      199                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      237,149
COMMITMENTS
  72,327   69,106   25,276  137,492  142,288  235,095  236,670    2,054      479

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     25,552)
   5,613    6,033    2,766   17,247   16,384   25,626   25,183      -74      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     29.1     10.7     58.0     60.0     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      13       16       17       35       32       59       54                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,593
COMMITMENTS
   8,477      465      938  180,857  208,144  190,272  209,547   24,321    5,046

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,035)
   2,019      465     -169   -4,921    1,129   -3,071    1,425    4,106     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.2      0.4     84.3     97.0     88.7     97.6     11.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        1        4       33       29       40       33                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      121,297
COMMITMENTS
     745      292      620  115,832  116,932  117,197  117,844    4,100    3,453

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     11,435)
     182        0      310   10,977   10,910   11,469   11,220      -34      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.2      0.5     95.5     96.4     96.6     97.2      3.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       24       31       26       33                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,713
COMMITMENTS
   2,640    3,994    1,488  145,256  147,765  149,384  153,247   13,329    9,466

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,007)
     862      964     -257       99      844      704    1,551    1,303      456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.5      0.9     89.3     90.8     91.8     94.2      8.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        2       27       34       30       37                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      858,985
COMMITMENTS
     217    1,086    2,609  838,984  850,010  841,810  853,705   17,175    5,280

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     20,319)
       0     -342    1,066   19,803   20,593   20,869   21,317     -550     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.3     97.7     99.0     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        4        4       48       35       53       39                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      375,938
COMMITMENTS
   7,528    3,720      851  359,882  360,586  368,261  365,157    7,677   10,781

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      4,665)
   2,597   -2,012      692     -537    3,717    2,752    2,397    1,913    2,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.0      0.2     95.7     95.9     98.0     97.1      2.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        3        2       39       41       42       46                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      278,894
COMMITMENTS
     578      881    2,143  267,082  273,289  269,803  276,313    9,091    2,581

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      4,841)
     560      155     -337    1,958    4,950    2,181    4,768    2,660       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.3      0.8     95.8     98.0     96.7     99.1      3.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        2        2       41       41       43       44                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      106,755
COMMITMENTS
     432    1,618    1,455  102,284   89,993  104,171   93,066    2,584   13,689

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      7,909)
    -665    1,559     -208    8,818    7,230    7,945    8,581      -36     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.5      1.4     95.8     84.3     97.6     87.2      2.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        2       22       24       24       26                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,489
COMMITMENTS
   3,037   18,986      338  103,480   88,086  106,855  107,410    5,634    5,079

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        643)
     151   -2,523     -120     -243    3,943     -212    1,300      855     -657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     16.9      0.3     92.0     78.3     95.0     95.5      5.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        3       25       22       29       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       28,288
COMMITMENTS
       0    1,864        0   26,671   25,301   26,671   27,165    1,617    1,123

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.0     94.3     89.4     94.3     96.0      5.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       11       12       11       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,347
COMMITMENTS
     607    3,666      943   93,662   96,240   95,212  100,849   10,135    4,498

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      3,944)
     -98    1,724     -226    4,809    2,870    4,485    4,368     -541     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      3.5      0.9     88.9     91.4     90.4     95.7      9.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       16       17       17       19                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      152,124
COMMITMENTS
       0        0        0  147,369  146,824  147,369  146,824    4,755    5,300

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     14,506)
       0        0        0   15,904   12,854   15,904   12,854   -1,398    1,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9     96.5     96.9     96.5      3.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       27       27       27       27                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       60,918
COMMITMENTS
       0        0        0   56,503   56,877   56,503   56,877    4,415    4,041

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.8     93.4     92.8     93.4      7.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       15       15       15                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,218
COMMITMENTS
   7,778        0        0    9,160   15,994   16,938   15,994    1,280    2,224

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7      0.0      0.0     50.3     87.8     93.0     87.8      7.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0        8       11       12       11                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      431,767
COMMITMENTS
  17,323      658    2,193  403,257  422,980  422,773  425,831    8,994    5,936

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      5,530)
     207      205   -3,049    9,248    7,791    6,406    4,947     -876      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.2      0.5     93.4     98.0     97.9     98.6      2.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        1        3       51       46       56       49                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,751
COMMITMENTS
       0    1,111    1,652   61,452   64,596   63,104   67,359    9,647    5,392

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      3,538)
      -3      918     -265    3,834    2,696    3,566    3,349      -28      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      2.3     84.5     88.8     86.7     92.6     13.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       19       17       21       19                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,166
COMMITMENTS
       0      930        0   16,165   14,940   16,165   15,870    2,001    2,296

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,239)
       0        0        0    2,053    2,084    2,053    2,084      186      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      0.0     89.0     82.2     89.0     87.4     11.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       10       13       11                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,623
COMMITMENTS
   1,394        0    1,655   60,122   59,654   63,171   61,309    3,452    5,314

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,348)
    -121     -235      319      728    1,381      926    1,465      422     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      2.5     90.2     89.5     94.8     92.0      5.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        2       19       18       22       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,095
COMMITMENTS
  26,697    2,325        0   81,060  104,241  107,757  106,566      338    1,529

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     23,227)
   8,029    2,325        0   15,012   22,608   23,041   24,933      186   -1,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      2.2      0.0     75.0     96.4     99.7     98.6      0.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        0       19       34       22       37                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,116
COMMITMENTS
  27,851    1,797    8,152   78,792  105,199  114,795  115,148    1,321      968

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     24,330)
   2,619   -3,147    5,596   16,115   22,669   24,330   25,118        0     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      1.5      7.0     67.9     90.6     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        4        3       28       39       35       46                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,907
COMMITMENTS
     630        0        0   47,543   47,085   48,173   47,085      734    1,822

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      3,746)
       0        0        0    3,982    4,530    3,982    4,530     -236     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     97.2     96.3     98.5     96.3      1.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        0       20       23       22       23                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      245,843
COMMITMENTS
       0      648      584  239,810  233,061  240,394  234,293    5,449   11,550

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      4,381)
       0      394     -248    5,259    4,057    5,011    4,203     -630      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.2     97.5     94.8     97.8     95.3      2.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        1        1       38       32       39       33                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       26,540
COMMITMENTS
       0      966      840   22,959   22,026   23,799   23,832    2,741    2,708

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,829)
       0      -31        0    1,674    1,854    1,674    1,823      155        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      3.2     86.5     83.0     89.7     89.8     10.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        1       15       17       16       20                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,050
COMMITMENTS
   2,031    1,677      751   61,947   63,324   64,729   65,752    5,321    4,298

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      3,909)
    -942    1,677      138    5,252    1,047    4,448    2,862     -539    1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.4      1.1     88.4     90.4     92.4     93.9      7.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       18       20       19                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,996
COMMITMENTS
       0    3,938      793   78,239   72,650   79,032   77,381    2,964    4,615

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,505)
       0    1,625     -209    3,294      855    3,085    2,271     -580      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      1.0     95.4     88.6     96.4     94.4      3.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        2       23       26       25       29                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,051
COMMITMENTS
   6,483        0      721  110,283  120,554  117,487  121,275   10,564    6,776

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,867)
  -2,120        0      601    4,078    2,503    2,559    3,104      308     -237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      0.6     86.1     94.1     91.8     94.7      8.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        1       17       15       21       16                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,522
COMMITMENTS
       0        0        0   85,979   90,986   85,979   90,986    8,543    3,536

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        675)
       0        0        0      877    3,484      877    3,484     -202   -2,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.0     96.3     91.0     96.3      9.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       18       17       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,853
COMMITMENTS
   2,507        0        0  112,000  116,035  114,507  116,035    4,346    2,818

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      6,161)
   1,275        0      -62    5,352    6,282    6,565    6,220     -404      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     94.2     97.6     96.3     97.6      3.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        0       22       18       26       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      141,854
COMMITMENTS
   2,210    2,671    1,099  125,705  128,629  129,014  132,399   12,840    9,455

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     10,924)
   2,210    1,266      -94    9,851   10,603   11,967   11,775   -1,043     -851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.9      0.8     88.6     90.7     90.9     93.3      9.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        2       29       27       32       30                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,822
COMMITMENTS
   3,991        0        0   27,364   33,426   31,355   33,426    2,467      396

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      3,596)
     713        0        0    2,654    3,441    3,367    3,441      229      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.0      0.0     80.9     98.8     92.7     98.8      7.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        0       18       16       23       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,120
COMMITMENTS
   1,005    2,108        0   28,170   27,307   29,175   29,415      945      705

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      3,596)
     403    1,674        0    2,914    1,517    3,317    3,191      279      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      7.0      0.0     93.5     90.7     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       17       11       20       12                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      183,441
COMMITMENTS
  12,606    4,985    1,522  161,792  169,552  175,920  176,059    7,521    7,382

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,478)
  -1,905      233        0    6,495      825    4,590    1,058   -2,112    1,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      2.7      0.8     88.2     92.4     95.9     96.0      4.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        3       40       33       45       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       90,972
COMMITMENTS
       0        0        0   83,033   82,146   83,033   82,146    7,939    8,826

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        945)
       0        0        0      718      835      718      835      227      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.3     90.3     91.3     90.3      8.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       20       18       20                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       90,042
COMMITMENTS
       0        0        0   87,476   87,334   87,476   87,334    2,566    2,708

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      8,409)
       0        0        0   10,159   11,502   10,159   11,502   -1,750   -3,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.2     97.0     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       27       20       27       20                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      125,925
COMMITMENTS
   5,007        0        0  105,056  119,001  110,063  119,001   15,862    6,924

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,662)
       0        0        0    1,504    2,603    1,504    2,603    1,158       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     83.4     94.5     87.4     94.5     12.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       18       15       20       15                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      122,764
COMMITMENTS
  25,675    9,295    6,507   89,888  106,097  122,070  121,899      694      865

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,305)
    -354   -1,066      259    1,316    1,900    1,221    1,093       84      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      7.6      5.3     73.2     86.4     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11       14       17       46       46       64       70                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       48,283
COMMITMENTS
   4,188      235      508   43,587   47,540   48,283   48,283        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        593)
     101     -104       27      465      670      593      593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.5      1.1     90.3     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        3       26       25       32       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      396,615
COMMITMENTS
  16,652    1,904    3,450  376,513  391,261  396,615  396,615        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -181)
   6,159     -505   -5,207   -1,133    5,531     -181     -181        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.5      0.9     94.9     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        2       22       21       26       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,511,467
COMMITMENTS
  77,060   92,923   45,396  1389011  1373148  1511467  1511467        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     13,177)
   1,728     -760      -56   11,505   13,993   13,177   13,177        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      6.1      3.0     91.9     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        7        5       38       40       46       51                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       63,606
COMMITMENTS
     687    6,495    1,627   61,292   55,484   63,606   63,606        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -1,717)
    -304      112     -218   -1,195   -1,611   -1,717   -1,717        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     10.2      2.6     96.4     87.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        7        5       21       25       27       32                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      337,502
COMMITMENTS
       0    5,148        0  337,502  332,354  337,502  337,502        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,142)
       0        0        0    1,142    1,142    1,142    1,142        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       17       16       17       19                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      435,963
COMMITMENTS
   8,913      728    8,632  418,418  426,603  435,963  435,963        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     21,629)
       0        0        0   21,629   21,629   21,629   21,629        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.2      2.0     96.0     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        1       30       28       34       29                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       30,209
COMMITMENTS
     754       43      125   28,188   29,664   29,067   29,832    1,142      377

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,276)
       0        0        0    1,298    1,297    1,298    1,297      -22      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.1      0.4     93.3     98.2     96.2     98.8      3.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        2       24       23       29       26                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,557
COMMITMENTS
     190        0        0   60,056   60,547   60,246   60,547      311       10

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,370)
      50        0        0    1,300    1,370    1,350    1,370       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.2    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       29       31       30       31                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       79,739
COMMITMENTS
     115        0        0   79,335   79,622   79,450   79,622      289      117

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,980)
     115        0        0    1,880    1,980    1,995    1,980      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.5     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       31       30       32       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,019
COMMITMENTS
     800      875        0   27,547   28,024   28,347   28,899      672      120

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,270)
     700        0        0      510    1,270    1,210    1,270       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      3.0      0.0     94.9     96.6     97.7     99.6      2.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       17       15       19       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      290,440
COMMITMENTS
   9,064        0        0  281,376  290,440  290,440  290,440        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -3,232)
       0        0        0   -3,232   -3,232   -3,232   -3,232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     96.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       21       21       23       21                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        6,494
COMMITMENTS
     757      774       87    4,481    5,250    5,325    6,111    1,169      383

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0       42        0       42        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     11.9      1.3     69.0     80.8     82.0     94.1     18.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       16       13       19       15                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,745
COMMITMENTS
   1,900        0        0    5,665    7,445    7,565    7,445      180      300

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      0.0      0.0     73.1     96.1     97.7     96.1      2.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       12       15       15       15                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,630
COMMITMENTS
   1,305      100      475   11,340   12,955   13,120   13,530      510      100

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,050)
      50     -125      -25    2,025    2,200    2,050    2,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.7      3.5     83.2     95.0     96.3     99.3      3.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       12       15       15       19                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,827
COMMITMENTS
     200    1,100        0   38,005   37,727   38,205   38,827      622        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        135)
       0        0        0       75      135       75      135       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.8      0.0     97.9     97.2     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        0       22       21       24       24                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,220
COMMITMENTS
     660      250        0   25,380   25,960   26,040   26,210      180       10

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -1,500)
    -900        0        0     -600   -1,500   -1,500   -1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.0      0.0     96.8     99.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       26       20       27       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,797
COMMITMENTS
     754    1,107       63   18,556   18,417   19,373   19,587      424      210

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -311)
      41       42      -42     -310     -311     -311     -311        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      5.6      0.3     93.7     93.0     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        2       23       23       27       27                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,233
COMMITMENTS
     665    1,728    2,642   52,903   51,695   56,210   56,065       23      168

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        810)
     -25     -156      221      614      745      810      810        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.1      4.7     94.1     91.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        4       32       28       37       34                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,742
COMMITMENTS
     855   17,039    3,201   72,633   56,432   76,689   76,672       53       70

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,253)
      68   -1,139      548      657    1,827    1,273    1,236      -20       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     22.2      4.2     94.6     73.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        8        5       37       31       45       40                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,840
COMMITMENTS
     780        0        0   44,035   44,830   44,815   44,830       25       10

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        295)
       0        0        0      295      295      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.0     98.2    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       26       11       27       11                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,725
COMMITMENTS
   1,430    1,600        0   49,285   49,125   50,715   50,725       10        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        570)
     300        0        0      270      570      570      570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      3.2      0.0     97.2     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       27       17       28       18                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      306,090
COMMITMENTS
  53,346    9,500    1,560  251,184  295,030  306,090  306,090        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     -1,624)
  -1,184        0     -800      360     -824   -1,624   -1,624        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      3.1      0.5     82.1     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        1       20       29       23       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,386
COMMITMENTS
   4,313    1,931    1,417   19,788   22,890   25,518   26,238      868      148

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:         -2)
    -108      -87      105       22       23       19       41      -21      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      7.3      5.4     75.0     86.8     96.7     99.4      3.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        6       26       30       32       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       37,705
COMMITMENTS
     566      394      450   36,689   36,861   37,705   37,705        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:         71)
    -618      292     -136      825      -85       71       71        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.0      1.2     97.3     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        1       18       13       24       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      324,086
COMMITMENTS
   7,008   19,593        0  317,078  304,493  324,086  324,086        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     21,182)
       0        0        0   21,182   21,182   21,182   21,182        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      6.0      0.0     97.8     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       20       18       21       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       21,375
COMMITMENTS
     784      732    1,018   19,045   19,205   20,847   20,955      528      420

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,103)
       0        0        0    1,144    1,062    1,144    1,062      -41       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.4      4.8     89.1     89.8     97.5     98.0      2.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       18       19       21       21                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        9,813
COMMITMENTS
     187        0       84    8,801    9,330    9,072    9,414      741      399

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:         23)
       0        0        0       23       23       23       23        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.9     89.7     95.1     92.4     95.9      7.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       15       11       17       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       10,494
COMMITMENTS
     657      280      374    8,470    9,186    9,501    9,840      993      654

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        404)
       0      101      -41      445      344      404      404        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      2.7      3.6     80.7     87.5     90.5     93.8      9.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       18       17       21       20                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      102,909
COMMITMENTS
   4,965        0      408   97,536  102,501  102,909  102,909        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -816)
  -4,696        0        0    3,880     -816     -816     -816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      0.4     94.8     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        1       17       14       21       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,802
COMMITMENTS
     686    1,782      318   14,508   13,367   15,512   15,467      290      335

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        299)
      43       40       21      235      154      299      215        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     11.3      2.0     91.8     84.6     98.2     97.9      1.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        4       21       23       26       28                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      179,126
COMMITMENTS
       0   11,611    2,040  177,086  165,475  179,126  179,126        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:         56)
       0   -1,576      816     -760      816       56       56        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      1.1     98.9     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       19       16       21       20                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,975
COMMITMENTS
       0      475       50    8,865    8,440    8,915    8,965       60       10

CHANGES FROM 11/15/16 (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      5.3      0.6     98.8     94.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       16       13       17       16                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,459
COMMITMENTS
   2,495      414    1,836   21,128   23,209   25,459   25,459        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:         22)
    -103        0        0      125       22       22       22        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      1.6      7.2     83.0     91.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       16       20       18                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      229,501
COMMITMENTS
       0    3,864        0  229,501  225,637  229,501  229,501        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.0    100.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       14       16       15                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,760
COMMITMENTS
     300    1,780        0   10,065    8,970   10,365   10,750      395       10

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        320)
       0      100        0      440      220      440      320     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     16.5      0.0     93.5     83.4     96.3     99.9      3.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       13       16       14                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,900
COMMITMENTS
     180    1,680      130   10,180    9,080   10,490   10,890      410       10

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        190)
       0        0        0      310      190      310      190     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     15.4      1.2     93.4     83.3     96.2     99.9      3.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       13       16       15                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:        2,814
COMMITMENTS
   1,050       84        0    1,764    2,730    2,814    2,814        0        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3      3.0      0.0     62.7     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        0       10        6       15        7                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,005
COMMITMENTS
      80        0        0   14,645   15,005   14,725   15,005      280        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     97.6    100.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       12       15       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,310
COMMITMENTS
     350       50       50   17,770   18,210   18,170   18,310      140        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -465)
       0        0        0     -470     -465     -470     -465        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.3      0.3     97.1     99.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       18       16       21       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,626
COMMITMENTS
     375      100        0   12,007   12,526   12,382   12,626      244        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       -5        0       -5        0        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.8      0.0     95.1     99.2     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       16       15       19       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,645
COMMITMENTS
       0      550        0   22,200   22,035   22,200   22,585      445       60

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      100      -20      100        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.0     98.0     97.3     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       15       15       15       18                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,705
COMMITMENTS
       0      540       85   16,360   16,055   16,445   16,680      260       25

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        310)
       0       60        0      300      250      300      310       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.5     97.9     96.1     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       15       10       16       13                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,647
COMMITMENTS
     455      370       30   16,882   17,222   17,367   17,622      280       25

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        260)
     -10        0       10      250      250      250      260       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.1      0.2     95.7     97.6     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       15       10       16       13                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      101,754
COMMITMENTS
   2,895    2,065      140   98,704   99,444  101,739  101,649       15      105

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      2,301)
     100      -10      -50    2,251    2,361    2,301    2,301        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.0      0.1     97.0     97.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        5        3       38       33       44       39                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      124,509
COMMITMENTS
   3,587    6,625      608  120,314  117,171  124,509  124,404        0      105

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,668)
     -28      665      -47    1,743    1,050    1,668    1,668        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      5.3      0.5     96.6     94.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        7        5       44       37       52       45                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      188,889
COMMITMENTS
   9,499   19,032    9,739  169,603  160,061  188,841  188,832       48       57

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        315)
     861   -1,758     -628       61    2,699      294      313       21        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     10.1      5.2     89.8     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11       11       10       44       51       60       67                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      126,746
COMMITMENTS
   6,842    4,261    2,175  117,664  120,310  126,681  126,746       65        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -113)
     300     -565       74     -487      378     -113     -113        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      3.4      1.7     92.8     94.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        7        5       41       35       47       44                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,220
COMMITMENTS
   1,820    1,075       80   35,310   36,065   37,210   37,220       10        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        590)
      25      -25      -30      640      645      635      590      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      2.9      0.2     94.9     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       24       16       26       18                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,005
COMMITMENTS
     935      220       30   31,995   32,755   32,960   33,005       45        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        240)
    -250        0        0      490      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.7      0.1     96.9     99.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       24       15       26       17                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       32,920
COMMITMENTS
   1,250      200      250   31,271   32,460   32,771   32,910      149       10

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -135)
       0        0        0     -135     -135     -135     -135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.6      0.8     95.0     98.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        1       31       28       34       30                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       20,626
COMMITMENTS
   1,050        0        0   19,576   20,506   20,626   20,506        0      120

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,155)
       0        0        0    1,155    1,155    1,155    1,155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      0.0     94.9     99.4    100.0     99.4      0.0      0.6

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 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,534
COMMITMENTS
   2,473    1,432      509   24,162   25,560   27,144   27,501      390       33

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      1,343)
    -295     -600        0    1,642    1,943    1,347    1,343       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      5.2      1.8     87.8     92.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        2        2       22       25       28       28                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,197
COMMITMENTS
   1,961        0       14   18,070   19,878   20,045   19,892      152      305

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        -40)
    -115        0      -95      170       40      -40      -55        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.0      0.1     89.5     98.4     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       19       22       22       23                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,930
COMMITMENTS
   2,280    5,649      860   36,550   33,421   39,690   39,930      240        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        545)
      65      560      240      224     -255      529      545       16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     14.1      2.2     91.5     83.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        5       29       25       34       31                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,563
COMMITMENTS
      30      590      163   22,130   21,800   22,323   22,553      240       10

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -334)
    -153      132      -37      -99     -439     -289     -344      -45       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.6      0.7     98.1     96.6     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        3       25       20       28       25                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,936
COMMITMENTS
     160    1,669      219   24,300   23,018   24,679   24,906      257       30

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        296)
      60      247     -130      366      169      296      286        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      6.7      0.9     97.4     92.3     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       21       16       24       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,920
COMMITMENTS
       0      100        0   14,459   14,593   14,459   14,693      461      227

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        995)
    -174        0        0    1,000      995      826      995      169        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     96.9     97.8     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       19       14       19       16                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,457
COMMITMENTS
     235      650        0   35,903   35,777   36,138   36,427      319       30

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        433)
       0        0        0      433      433      433      433        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.8      0.0     98.5     98.1     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       31       26       33       28                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,738
COMMITMENTS
     465      100       44   16,209   16,594   16,718   16,738       20        0

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:        335)
       0        0        0      335      335      335      335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.6      0.3     96.8     99.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       23       21       24       23                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,249
COMMITMENTS
     753        0       21   13,465   14,208   14,239   14,229       10       20

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -295)
    -300        0       15      -10     -310     -295     -295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.0      0.1     94.5     99.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       19       23       20                  



Updated November 25, 2016