CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,097 COMMITMENTS 1,701 435 0 4,386 5,645 6,087 6,080 10 17 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 7.1 0.0 71.9 92.6 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 0 9 7 14 9 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 28,372 COMMITMENTS 9,409 5,414 309 18,587 22,638 28,305 28,361 67 11 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -2,355) -406 -1,558 225 -2,181 -1,022 -2,362 -2,355 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 19.1 1.1 65.5 79.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 10 3 13 10 26 20 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 33,510 COMMITMENTS 18,010 11,410 600 14,900 21,500 33,510 33,510 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 34.0 1.8 44.5 64.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 6 3 8 5 15 12 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 31,410 COMMITMENTS 5,934 19,645 71 25,385 11,694 31,390 31,410 20 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 62.5 0.2 80.8 37.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 9 3 10 4 18 14 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,183 COMMITMENTS 3,010 1,027 930 21,243 23,226 25,183 25,183 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 550) -148 52 -102 800 600 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 4.1 3.7 84.4 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 5 2 11 9 19 15 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 64,518 COMMITMENTS 7,739 3,527 0 56,779 60,985 64,518 64,512 0 6 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,628) 2,600 -651 -1,750 1,778 5,029 2,628 2,628 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 5.5 0.0 88.0 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 6 0 14 14 17 20 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 18,878 COMMITMENTS 3,418 9,548 575 14,875 8,755 18,868 18,878 10 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 55) 55 55 0 0 0 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 50.6 3.0 78.8 46.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 7 3 8 5 16 14 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 12,097 COMMITMENTS 5,247 4,012 0 6,850 8,085 12,097 12,097 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 100) 100 125 0 0 -25 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 33.2 0.0 56.6 66.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 6 0 6 4 11 10 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,370 COMMITMENTS 7,250 7,165 200 7,900 8,005 15,350 15,370 20 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 46.6 1.3 51.4 52.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 1 8 8 14 11 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 20,766 COMMITMENTS 8,360 6,800 1,400 11,006 12,566 20,766 20,766 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 32.7 6.7 53.0 60.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 4 3 9 5 16 11 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 13,570 COMMITMENTS 8,370 7,050 100 5,100 6,420 13,570 13,570 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 52.0 0.7 37.6 47.3 100.0 100.0 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 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,109,795 COMMITMENTS 1074571 12,251 625,480 3370437 4454354 5070488 5092085 39,307 17,710 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 84,464) -26,792 -14,753 33,503 75,571 63,616 82,282 82,366 2,182 2,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 0.2 12.2 66.0 87.2 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 60 9 55 140 130 210 185 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 254,220 COMMITMENTS 99,412 118,310 16,315 136,439 119,075 252,166 253,700 2,054 520 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 13,743) 3,898 11,609 1,456 8,389 678 13,743 13,743 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 46.5 6.4 53.7 46.8 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 13 16 16 31 30 54 52 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,482 COMMITMENTS 4,010 0 420 173,838 193,903 178,268 194,323 21,214 5,159 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,476) 286 0 -155 2,432 1,033 2,563 878 -1,087 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.2 87.1 97.2 89.4 97.4 10.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 0 2 33 26 39 28 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,401 COMMITMENTS 838 0 0 104,544 105,842 105,382 105,842 4,019 3,559 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -536) 838 0 0 -892 -890 -54 -890 -482 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 95.6 96.7 96.3 96.7 3.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 24 30 25 30 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,807 COMMITMENTS 577 87 1,827 126,701 140,494 129,105 142,408 17,702 4,399 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,332) 22 -556 -253 -3,330 759 -3,561 -50 2,229 -1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.1 1.2 86.3 95.7 87.9 97.0 12.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 2 25 29 28 31 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 894,856 COMMITMENTS 267 982 3,297 873,261 886,281 876,825 890,560 18,031 4,296 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 21,483) 263 290 -85 21,013 21,004 21,191 21,209 292 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.4 97.6 99.0 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 3 5 49 35 54 40 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,799 COMMITMENTS 5,647 2,778 848 358,191 362,058 364,686 365,684 9,113 8,115 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 7,299) -998 478 91 8,145 7,055 7,238 7,624 61 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.7 0.2 95.8 96.9 97.6 97.8 2.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 3 1 35 41 37 44 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,994 COMMITMENTS 380 0 1,210 260,256 266,777 261,846 267,987 10,148 4,007 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,397) 380 -634 16 4,745 7,325 5,141 6,707 256 -1,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.4 95.7 98.1 96.3 98.5 3.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 0 1 36 35 38 36 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,206 COMMITMENTS 141 219 1,826 105,021 98,120 106,988 100,165 3,218 10,041 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 4,188) 40 -279 215 3,480 4,186 3,735 4,122 453 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 1.7 95.3 89.0 97.1 90.9 2.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 21 23 23 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,159 COMMITMENTS 2,348 6,222 1,340 95,387 89,371 99,075 96,933 5,084 7,226 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -261) -542 -651 165 4 197 -373 -289 112 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 6.0 1.3 91.6 85.8 95.1 93.1 4.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 2 22 21 25 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,766 COMMITMENTS 0 1,488 0 22,696 22,534 22,696 24,022 2,070 744 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 91.6 91.0 91.6 97.0 8.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 0 10 11 10 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,745 COMMITMENTS 727 2,143 297 88,044 92,354 89,068 94,794 10,677 4,951 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,263) -433 1,144 58 1,745 53 1,370 1,255 -107 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.1 0.3 88.3 92.6 89.3 95.0 10.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 14 17 15 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 154,813 COMMITMENTS 0 0 0 147,620 149,822 147,620 149,822 7,193 4,991 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,092) 0 0 0 1,328 2,390 1,328 2,390 764 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.4 96.8 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 24 24 24 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 433,475 COMMITMENTS 4,060 3,575 1,024 419,511 416,295 424,595 420,894 8,880 12,581 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,989) -7,765 -277 187 17,584 5,982 10,006 5,892 -4,017 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.8 0.2 96.8 96.0 98.0 97.1 2.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 3 3 3 52 39 57 43 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,473 COMMITMENTS 0 2,389 1,135 77,797 76,099 78,932 79,623 8,541 7,850 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 8,893) 0 -162 -93 9,926 7,689 9,833 7,434 -940 1,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 1.3 88.9 87.0 90.2 91.0 9.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 2 19 16 21 19 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,549 COMMITMENTS 1,288 0 1,370 62,237 64,838 64,895 66,208 5,654 4,341 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 247) -560 -22 -159 874 428 155 247 92 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 1.9 88.2 91.9 92.0 93.8 8.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 17 14 19 16 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,152 COMMITMENTS 16,343 6,200 0 82,135 91,002 98,478 97,202 1,674 2,950 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,664) -217 0 0 5,757 5,357 5,540 5,357 124 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 6.2 0.0 82.0 90.9 98.3 97.1 1.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 16 21 19 22 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,654 COMMITMENTS 35,842 10,478 6,200 55,023 80,418 97,065 97,096 589 558 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,967) -155 0 0 3,184 3,029 3,029 3,029 -62 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 10.7 6.3 56.3 82.3 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 7 1 27 35 33 43 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,676 COMMITMENTS 682 0 0 43,591 42,484 44,273 42,484 403 2,192 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,292) 403 0 0 5,044 5,540 5,447 5,540 -155 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 97.6 95.1 99.1 95.1 0.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 0 19 20 21 20 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 249,375 COMMITMENTS 0 667 486 243,578 236,849 244,064 238,002 5,311 11,373 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 175) 0 112 -107 1,983 749 1,876 754 -1,701 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.2 97.7 95.0 97.9 95.4 2.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 1 1 35 33 36 34 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,405 COMMITMENTS 1,694 0 189 65,506 70,036 67,389 70,225 8,016 5,180 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -180) 160 0 -300 -58 -182 -198 -482 18 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.3 86.9 92.9 89.4 93.1 10.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 13 15 15 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,593 COMMITMENTS 0 2,648 732 84,379 81,794 85,111 85,174 5,482 5,419 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,253) 0 952 -90 3,976 6,221 3,886 7,083 1,367 -1,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.8 93.1 90.3 93.9 94.0 6.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 2 22 22 24 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 130,253 COMMITMENTS 5,100 630 648 115,618 123,886 121,366 125,164 8,887 5,089 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,883) 357 52 -412 2,379 2,836 2,324 2,476 -441 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.5 0.5 88.8 95.1 93.2 96.1 6.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 1 19 17 22 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,811 COMMITMENTS 403 0 0 87,460 93,508 87,863 93,508 10,948 5,303 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 8,810) 155 0 0 8,384 8,841 8,539 8,841 271 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 88.5 94.6 88.9 94.6 11.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 16 16 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,229 COMMITMENTS 844 636 326 95,783 101,999 96,953 102,961 7,276 1,268 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,414) 0 388 326 -1,753 -1,990 -1,427 -1,276 13 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.6 0.3 91.9 97.9 93.0 98.8 7.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 20 19 22 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 132,176 COMMITMENTS 0 1,134 1,122 114,668 118,447 115,790 120,703 16,386 11,473 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 773) 0 171 -569 1,246 954 677 556 96 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.8 86.8 89.6 87.6 91.3 12.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 24 20 26 22 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,189 COMMITMENTS 2,015 0 0 16,435 20,631 18,450 20,631 2,739 558 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,085) -112 0 0 1,110 989 998 989 87 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 0.0 77.6 97.4 87.1 97.4 12.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 0 15 12 18 12 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,432 COMMITMENTS 403 2,108 0 22,584 21,580 22,987 23,688 1,445 744 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 496) 0 0 0 93 465 93 465 403 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 8.6 0.0 92.4 88.3 94.1 97.0 5.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 18 13 19 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 181,632 COMMITMENTS 8,645 3,447 1,027 158,760 171,154 168,432 175,628 13,200 6,004 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -456) -499 569 -233 -881 1,609 -1,613 1,945 1,157 -2,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.9 0.6 87.4 94.2 92.7 96.7 7.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 3 35 31 38 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 91,690 COMMITMENTS 0 0 0 83,554 81,647 83,554 81,647 8,136 10,043 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,109) 0 0 0 1,599 650 1,599 650 -490 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 89.0 91.1 89.0 8.9 11.0 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 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 98,469 COMMITMENTS 0 0 0 94,424 94,543 94,424 94,543 4,045 3,926 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,560) 0 0 0 2,560 2,560 2,560 2,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.9 96.0 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 28 18 28 18 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 126,925 COMMITMENTS 5,466 0 0 101,364 120,261 106,830 120,261 20,095 6,664 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 946) 21 0 0 638 811 659 811 287 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 0.0 79.9 94.7 84.2 94.7 15.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 18 14 20 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 127,879 COMMITMENTS 27,355 10,292 5,503 94,518 111,791 127,376 127,586 503 293 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,156) -401 -142 597 2,897 3,044 3,093 3,499 63 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 8.0 4.3 73.9 87.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 12 12 16 45 44 64 65 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 44,732 COMMITMENTS 2,791 156 464 41,477 44,112 44,732 44,732 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,424) -1,163 -236 182 -443 -1,370 -1,424 -1,424 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.3 1.0 92.7 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 2 25 24 30 27 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 425,065 COMMITMENTS 14,280 2,305 3,784 407,001 418,976 425,065 425,065 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 13,356) -3,415 1,673 -1,673 18,444 13,356 13,356 13,356 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.5 0.9 95.8 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 22 20 25 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,500,808 COMMITMENTS 38,638 95,127 58,967 1403203 1346714 1500808 1500808 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 22,453) -43,096 2,280 15,848 49,701 4,325 22,453 22,453 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 6.3 3.9 93.5 89.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 6 4 38 40 46 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,815 COMMITMENTS 668 5,770 1,023 59,124 54,022 60,815 60,815 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 902) -78 146 -249 1,229 1,005 902 902 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 9.5 1.7 97.2 88.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 7 4 20 25 27 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 307,687 COMMITMENTS 0 3,864 0 307,687 303,823 307,687 307,687 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 688) 0 0 0 688 688 688 688 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 17 15 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 386,904 COMMITMENTS 7,768 728 8,632 370,504 377,544 386,904 386,904 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -13,399) -760 0 0 -12,639 -13,399 -13,399 -13,399 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.2 2.2 95.8 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 1 1 27 27 31 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,905 COMMITMENTS 919 166 42 24,991 26,403 25,952 26,611 953 294 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,073) 0 0 0 -1,137 -1,094 -1,137 -1,094 64 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.6 0.2 92.9 98.1 96.5 98.9 3.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 2 1 23 23 28 26 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,335 COMMITMENTS 400 0 0 60,632 61,322 61,032 61,322 303 13 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,210) 210 0 0 1,000 1,210 1,210 1,210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 98.9 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 28 29 29 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 79,426 COMMITMENTS 350 0 0 78,813 79,302 79,163 79,302 263 124 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 850) 235 0 0 615 850 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.2 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 0 28 29 29 29 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,964 COMMITMENTS 750 700 0 29,776 30,084 30,526 30,784 438 180 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 325) 0 0 0 315 325 315 325 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.3 0.0 96.2 97.2 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 20 15 22 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 309,752 COMMITMENTS 11,824 0 0 297,928 309,752 309,752 309,752 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -4,712) 0 0 0 -4,712 -4,712 -4,712 -4,712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 96.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 23 22 25 22 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 6,879 COMMITMENTS 630 774 87 5,502 5,636 6,219 6,497 660 382 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -21) 0 -123 0 -42 82 -42 -41 21 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 11.3 1.3 80.0 81.9 90.4 94.4 9.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 19 17 22 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,174 COMMITMENTS 1,550 0 0 4,940 6,370 6,490 6,370 684 804 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 504) 0 0 0 0 0 0 0 504 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 0.0 0.0 68.9 88.8 90.5 88.8 9.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 11 15 14 15 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,040 COMMITMENTS 755 0 400 13,390 14,560 14,545 14,960 495 80 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 25) 0 -25 25 0 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 2.7 89.0 96.8 96.7 99.5 3.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 3 10 14 13 17 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,641 COMMITMENTS 100 975 50 38,211 37,616 38,361 38,641 280 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 95) 100 0 0 -15 95 85 95 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.5 0.1 98.9 97.3 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 1 23 25 25 28 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,956 COMMITMENTS 600 250 0 25,176 25,686 25,776 25,936 180 20 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 445) 0 0 0 445 445 445 445 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.0 0.0 97.0 99.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 0 27 22 28 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 21,154 COMMITMENTS 777 1,086 84 19,850 19,561 20,711 20,731 443 423 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 606) 41 -63 0 524 649 565 586 41 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 5.1 0.4 93.8 92.5 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 2 20 22 24 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,000 COMMITMENTS 745 4,113 865 57,375 53,844 58,985 58,822 15 178 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -152) 10 813 -391 229 -574 -152 -152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.0 1.5 97.2 91.3 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 4 3 30 25 34 30 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 75,925 COMMITMENTS 1,238 16,420 1,968 72,706 57,469 75,912 75,857 13 68 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 419) 316 1,051 6 97 -608 419 449 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 21.6 2.6 95.8 75.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 7 6 6 33 33 43 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,990 COMMITMENTS 865 0 0 46,120 46,990 46,985 46,990 5 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,440) 50 0 0 3,390 3,440 3,440 3,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 27 13 28 13 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,035 COMMITMENTS 1,450 2,100 0 50,580 49,935 52,030 52,035 5 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,615) 50 0 0 1,565 1,615 1,615 1,615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.0 0.0 97.2 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 26 13 27 14 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 300,772 COMMITMENTS 33,783 4,480 1,551 265,438 294,741 300,772 300,772 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -2,721) 9,750 0 -2,000 -10,471 -721 -2,721 -2,721 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 1.5 0.5 88.3 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 2 22 29 25 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,653 COMMITMENTS 3,831 1,614 1,580 19,395 22,354 24,806 25,548 847 105 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 765) 26 41 171 568 553 765 765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 6.3 6.2 75.6 87.1 96.7 99.6 3.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 6 25 33 31 41 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 41,052 COMMITMENTS 615 362 0 40,437 40,690 41,052 41,052 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,986) 175 -127 0 1,811 2,113 1,986 1,986 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.9 0.0 98.5 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 0 18 15 22 16 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 308,701 COMMITMENTS 7,008 19,208 0 301,693 289,493 308,701 308,701 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -6,752) -760 0 0 -5,992 -6,752 -6,752 -6,752 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 6.2 0.0 97.7 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 18 19 19 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 20,369 COMMITMENTS 783 732 1,039 18,124 18,261 19,946 20,032 423 337 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 63) 0 0 0 84 63 84 63 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.6 5.1 89.0 89.7 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 21 18 24 21 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 9,040 COMMITMENTS 399 0 21 7,984 8,642 8,404 8,663 636 377 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -337) 63 0 0 -400 -337 -337 -337 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.2 88.3 95.6 93.0 95.8 7.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 14 10 16 11 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,606 COMMITMENTS 529 365 330 8,796 9,086 9,655 9,781 951 825 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 296) -19 1 19 234 21 234 41 62 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 3.4 3.1 82.9 85.7 91.0 92.2 9.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 2 15 18 18 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 97,860 COMMITMENTS 3,040 0 408 94,412 97,452 97,860 97,860 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,040) 0 0 0 3,040 3,040 3,040 3,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.4 96.5 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 16 14 19 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,604 COMMITMENTS 625 1,803 191 13,476 12,317 14,292 14,311 312 293 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 280) 127 63 0 113 176 240 239 40 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 12.3 1.3 92.3 84.3 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 3 21 22 25 26 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 154,266 COMMITMENTS 0 10,423 2,448 151,818 141,395 154,266 154,266 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -10,640) 0 760 0 -10,640 -11,400 -10,640 -10,640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 1.6 98.4 91.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 20 17 22 20 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,100 COMMITMENTS 0 530 50 7,990 7,515 8,040 8,095 60 5 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -30) 0 -30 0 -30 0 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.6 98.6 92.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 15 12 16 15 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 24,450 COMMITMENTS 1,636 697 1,992 20,822 21,761 24,450 24,450 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 23) -77 0 0 100 23 23 23 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.9 8.1 85.2 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 1 20 15 22 18 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 217,681 COMMITMENTS 0 3,864 0 217,681 213,817 217,681 217,681 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 100.0 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 12 15 13 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,360 COMMITMENTS 300 1,680 0 13,665 12,675 13,965 14,355 395 5 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -20 0 -20 0 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 11.7 0.0 95.2 88.3 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 14 15 15 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,355 COMMITMENTS 155 1,630 105 13,640 12,615 13,900 14,350 455 5 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -50) -50 0 0 -20 -50 -70 -50 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 11.4 0.7 95.0 87.9 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 14 14 15 16 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 1,407 COMMITMENTS 525 42 0 882 1,365 1,407 1,407 0 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,170 COMMITMENTS 180 0 0 13,820 14,170 14,000 14,170 170 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 335) 0 0 0 325 335 325 335 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 97.5 100.0 98.8 100.0 1.2 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 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,520 COMMITMENTS 425 150 50 17,880 18,320 18,355 18,520 165 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 300) -100 0 0 360 300 260 300 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.8 0.3 96.5 98.9 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 1 20 17 24 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,446 COMMITMENTS 375 100 50 11,765 12,296 12,190 12,446 256 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 160) -100 0 0 220 160 120 160 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.8 0.4 94.5 98.8 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 18 14 21 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,040 COMMITMENTS 50 580 0 23,600 23,400 23,650 23,980 390 60 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -370) 50 0 0 -430 -370 -380 -370 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.4 0.0 98.2 97.3 98.4 99.8 1.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 17 14 18 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,100 COMMITMENTS 0 745 10 15,930 15,320 15,940 16,075 160 25 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 130) 0 75 0 200 55 200 130 -70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 0.1 98.9 95.2 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 15 11 16 14 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,085 COMMITMENTS 315 435 20 16,575 16,605 16,910 17,060 175 25 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 65) -75 0 0 210 65 135 65 -70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.5 0.1 97.0 97.2 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 15 11 16 14 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 117,100 COMMITMENTS 2,545 2,175 95 114,415 114,284 117,055 116,554 45 546 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,275) 0 -290 15 3,260 3,094 3,275 2,819 0 456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.9 0.1 97.7 97.6 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 5 2 36 30 41 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 135,462 COMMITMENTS 3,465 7,455 425 131,572 127,031 135,462 134,911 0 551 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,582) 0 85 -15 2,597 2,056 2,582 2,126 0 456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 5.5 0.3 97.1 93.8 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 8 5 43 36 50 44 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 190,469 COMMITMENTS 10,850 23,146 9,286 170,304 157,978 190,440 190,410 29 59 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 4,062) 1,540 4,053 -870 3,589 840 4,259 4,023 -197 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 12.2 4.9 89.4 82.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 10 11 12 45 48 61 65 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 120,849 COMMITMENTS 6,042 4,835 2,052 112,697 113,957 120,791 120,844 58 5 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -931) -1 259 -8 -922 -1,182 -931 -931 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 4.0 1.7 93.3 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 8 5 42 34 48 43 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,420 COMMITMENTS 1,845 1,125 80 35,465 36,215 37,390 37,420 30 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 140) -25 0 0 155 140 130 140 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 3.0 0.2 94.8 96.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 23 16 26 19 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,455 COMMITMENTS 775 220 30 31,585 32,205 32,390 32,455 65 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,265) -100 0 0 -1,175 -1,265 -1,275 -1,265 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.7 0.1 97.3 99.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 23 15 25 17 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 30,916 COMMITMENTS 1,200 200 250 29,327 30,461 30,777 30,911 139 5 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -720) 0 0 0 -720 -720 -720 -720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.6 0.8 94.9 98.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 1 29 29 32 31 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 20,991 COMMITMENTS 975 0 0 20,016 20,871 20,991 20,871 0 120 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 615) 0 0 0 615 615 615 615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.0 95.4 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 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 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,216 COMMITMENTS 2,454 1,556 324 25,087 26,278 27,865 28,158 351 58 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -19) -123 -50 0 104 35 -19 -15 0 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 5.5 1.1 88.9 93.1 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 3 1 21 23 27 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,999 COMMITMENTS 1,381 0 269 18,149 19,374 19,799 19,643 200 356 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 297) -110 0 110 237 185 237 295 60 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 1.3 90.7 96.9 99.0 98.2 1.0 1.8 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 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,135 COMMITMENTS 2,623 5,552 715 35,581 32,868 38,919 39,135 216 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 442) 341 -126 -48 144 626 437 452 5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 14.2 1.8 90.9 84.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 5 27 25 32 31 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,208 COMMITMENTS 116 250 167 20,715 20,791 20,998 21,208 210 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 20) 80 0 0 -70 20 10 20 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.2 0.8 97.7 98.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 26 22 28 25 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,745 COMMITMENTS 160 1,872 85 23,273 21,788 23,518 23,745 227 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -304) 0 50 -75 -230 -279 -305 -304 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 7.9 0.4 98.0 91.8 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 21 17 24 20 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,793 COMMITMENTS 0 50 0 13,356 13,478 13,356 13,528 437 265 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -160) 0 0 0 -160 -190 -160 -190 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 96.8 97.7 96.8 98.1 3.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 21 15 21 17 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,500 COMMITMENTS 135 650 0 34,046 33,833 34,181 34,483 319 17 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,090) 0 0 0 -1,090 -1,090 -1,090 -1,090 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.9 0.0 98.7 98.1 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 0 29 27 31 29 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 17,355 COMMITMENTS 407 50 54 16,884 17,251 17,345 17,355 10 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 254) -20 0 -16 290 270 254 254 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.3 0.3 97.3 99.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 24 19 25 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,104 COMMITMENTS 759 0 21 12,319 13,083 13,099 13,104 5 0 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -50) 10 0 0 -60 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 0.2 94.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 22 20 23 21
Updated December 23, 2016