CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV                                                  Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 california carbon allowances                                         :
     :          :                                                                            :
All  :    35,208:    10,893      6,033      2,811     21,434     26,353     35,138     35,197:        70         11
Old  :    35,208:    10,893      6,033      2,811     21,434     26,353     35,138     35,197:        70         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       325:       689        708       -774        409        391        325        325:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       17.1        8.0       60.9       74.8       99.8      100.0:       0.2        0.0
Old  :     100.0:      30.9       17.1        8.0       60.9       74.8       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          9          9         12         13         29         25:
Old  :        35:        11          9          9         12         13         29         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       48.9       82.2       72.6       54.2       43.7       61.8       56.9
Old  :                 64.0       48.9       82.2       72.6       54.2       43.7       61.8       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                                                          Code-00639W
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    34,110:    18,910     11,910        600     14,600     21,600     34,110     34,110:         0          0
Old  :    34,110:    18,910     11,910        600     14,600     21,600     34,110     34,110:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -350:       250          0          0       -600       -350       -350       -350:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.4       34.9        1.8       42.8       63.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      55.4       34.9        1.8       42.8       63.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          6          3          8          5         17         12:
Old  :        25:         7          6          3          8          5         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       74.9       88.1       95.3       68.0       73.2       88.1       93.2
Old  :                 68.0       74.9       88.1       95.3       68.0       73.2       88.1       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                          Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    30,230:     6,724     18,865        171     23,315     11,194     30,210     30,230:        20          0
Old  :    30,230:     6,724     18,865        171     23,315     11,194     30,210     30,230:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       100:      -400        100          0        500          0        100        100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       62.4        0.6       77.1       37.0       99.9      100.0:       0.1        0.0
Old  :     100.0:      22.2       62.4        0.6       77.1       37.0       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          9          3          9          5         18         15:
Old  :        27:         7          9          3          9          5         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       66.2       87.5       92.4       66.9       60.9       85.7       84.2
Old  :                 66.9       66.2       87.5       92.4       66.9       60.9       85.7       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV                                                  Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 california carbon allowances                                         :
     :          :                                                                            :
All  :    28,949:     3,506        630      2,704     22,740     25,616     28,949     28,949:         0          0
Old  :    28,949:     3,506        630      2,704     22,740     25,616     28,949     28,949:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -608:     1,179        145       -908       -879        155       -608       -608:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        2.2        9.3       78.6       88.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      12.1        2.2        9.3       78.6       88.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          4          5         11         11         21         17:
Old  :        25:         7          4          5         11         11         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.4       76.7       80.2       94.2       46.0       59.7       54.8       61.8
Old  :                 67.4       76.7       80.2       94.2       46.0       59.7       54.8       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                                                              Code-0063A1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 RGGI CO2 Allowances                                                  :
     :          :                                                                            :
All  :    78,158:     7,508      3,328      3,865     66,784     70,934     78,158     78,127:         0         31
Old  :    78,158:     7,508      3,328      3,865     66,784     70,934     78,158     78,127:         0         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     3,593:      -179         27      1,501      2,272      2,065      3,593      3,593:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        4.3        4.9       85.4       90.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       9.6        4.3        4.9       85.4       90.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         6          7          8         19         16         28         28:
Old  :        33:         6          7          8         19         16         28         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       57.7       70.8       80.3       36.3       37.2       43.9       45.4
Old  :                 47.4       57.7       70.8       80.3       36.3       37.2       43.9       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                                                          Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    18,435:     3,425      9,035        550     14,400      8,850     18,375     18,435:        60          0
Old  :    18,435:     3,425      9,035        550     14,400      8,850     18,375     18,435:        60          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       350:      -200       -100        150        400        300        350        350:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       49.0        3.0       78.1       48.0       99.7      100.0:       0.3        0.0
Old  :     100.0:      18.6       49.0        3.0       78.1       48.0       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          7          2          7          5         15         13:
Old  :        25:         7          7          2          7          5         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.3       68.9       91.9       93.7       71.3       66.7       91.4       91.6
Old  :                 71.3       68.9       91.9       93.7       71.3       66.7       91.4       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                                                          Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :     7,047:     4,247      3,587          0      2,800      3,455      7,047      7,042:         0          5
Old  :     7,047:     4,247      3,587          0      2,800      3,455      7,047      7,042:         0          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       425:       325        -25          0        100        445        425        420:         0          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3       50.9        0.0       39.7       49.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      60.3       50.9        0.0       39.7       49.0      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          5          0          5          3         12          8:
Old  :        20:         7          5          0          5          3         12          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.6       85.1       94.7       99.9       74.6       85.1       94.7       99.9
Old  :                 74.6       85.1       94.7       99.9       74.6       85.1       94.7       99.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV                                                  Code-0063AA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :    16,838:     8,040      7,965        200      8,578      8,673     16,818     16,838:        20          0
Old  :    16,838:     8,040      7,965        200      8,578      8,673     16,818     16,838:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -231:       -14         45          0       -218       -276       -231       -231:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7       47.3        1.2       50.9       51.5       99.9      100.0:       0.1        0.0
Old  :     100.0:      47.7       47.3        1.2       50.9       51.5       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          3          1          8          8         15         11:
Old  :        22:         6          3          1          8          8         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       78.4       87.0       95.0       61.3       77.2       83.1       92.7
Old  :                 62.4       78.4       87.0       95.0       61.3       77.2       83.1       92.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV                                                  Code-0063AB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :    20,234:     8,528      6,950      1,400     10,306     11,884     20,234     20,234:         0          0
Old  :    20,234:     8,528      6,950      1,400     10,306     11,884     20,234     20,234:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -114:       186       -100          0       -300        -14       -114       -114:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       34.3        6.9       50.9       58.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      42.1       34.3        6.9       50.9       58.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7          5          3          9          4         17         11:
Old  :        24:         7          5          3          9          4         17         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       75.7       81.9       97.8       52.1       71.7       79.4       88.6
Old  :                 53.1       75.7       81.9       97.8       52.1       71.7       79.4       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV                                                  Code-0063AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :    13,445:     8,270      6,750        100      5,075      6,595     13,445     13,445:         0          0
Old  :    13,445:     8,270      6,750        100      5,075      6,595     13,445     13,445:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       950:       750        505          0        200        445        950        950:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       50.2        0.7       37.7       49.1      100.0      100.0:       0.0        0.0
Old  :     100.0:      61.5       50.2        0.7       37.7       49.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          4          1          8          3         14          7:
Old  :        20:         5          4          1          8          3         14          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       78.4       87.6      100.0       60.1       78.4       87.6       99.3
Old  :                 60.1       78.4       87.6      100.0       60.1       78.4       87.6       99.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                      Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 4,714,607:   868,726     42,239    640,012  3,169,719  4,021,747  4,678,457  4,703,998:    36,150     10,609
Old  : 4,714,607:   868,726     42,239    640,012  3,169,719  4,021,747  4,678,457  4,703,998:    36,150     10,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :   -22,726:    57,495    -16,544     -7,011    -66,365      7,126    -15,881    -16,429:    -6,845     -6,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        0.9       13.6       67.2       85.3       99.2       99.8:       0.8        0.2
Old  :     100.0:      18.4        0.9       13.6       67.2       85.3       99.2       99.8:       0.8        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        54         24         62        142        131        215        199:
Old  :       233:        54         24         62        142        131        215        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       32.6       42.1       47.2       24.9       30.7       36.2       43.9
Old  :                 27.2       32.6       42.1       47.2       24.9       30.7       36.2       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                    Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  : 1,660,664:   105,795     49,417    700,618    851,419    909,602  1,657,832  1,659,638:     2,832      1,027
Old  : 1,660,664:   105,795     49,417    700,618    851,419    909,602  1,657,832  1,659,638:     2,832      1,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    44,761:    -7,881      2,710     27,965     24,922     13,971     45,006     44,646:      -245        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        3.0       42.2       51.3       54.8       99.8       99.9:       0.2        0.1
Old  :     100.0:       6.4        3.0       42.2       51.3       54.8       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        24         14         35         59         55         97         90:
Old  :        97:        24         14         35         59         55         97         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       53.2       66.3       67.0        6.4        5.7        7.4        8.1
Old  :                 54.2       53.2       66.3       67.0        6.4        5.7        7.4        8.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   214,593:     8,477        465        938    180,857    208,144    190,272    209,547:    24,321      5,046
Old  :   214,593:     8,477        465        938    180,857    208,144    190,272    209,547:    24,321      5,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,035:     2,019        465       -169     -4,921      1,129     -3,071      1,425:     4,106       -390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        0.2        0.4       84.3       97.0       88.7       97.6:      11.3        2.4
Old  :     100.0:       4.0        0.2        0.4       84.3       97.0       88.7       97.6:      11.3        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         6          1          4         33         29         40         33:
Old  :        49:         6          1          4         33         29         40         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       54.8       59.1       78.0       40.9       51.9       52.1       66.8
Old  :                 44.5       54.8       59.1       78.0       40.9       51.9       52.1       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   121,297:       745        292        620    115,832    116,932    117,197    117,844:     4,100      3,453
Old  :   121,297:       745        292        620    115,832    116,932    117,197    117,844:     4,100      3,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    11,435:       182          0        310     10,977     10,910     11,469     11,220:       -34        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.2        0.5       95.5       96.4       96.6       97.2:       3.4        2.8
Old  :     100.0:       0.6        0.2        0.5       95.5       96.4       96.6       97.2:       3.4        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          1          2         24         31         26         33:
Old  :        36:         1          1          2         24         31         26         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       46.5       82.2       65.4       61.0       40.5       70.1       56.3
Old  :                 65.4       46.5       82.2       65.4       61.0       40.5       70.1       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   162,713:     2,640      3,994      1,488    145,256    147,765    149,384    153,247:    13,329      9,466
Old  :   162,713:     2,640      3,994      1,488    145,256    147,765    149,384    153,247:    13,329      9,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     2,007:       862        964       -257         99        844        704      1,551:     1,303        456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        2.5        0.9       89.3       90.8       91.8       94.2:       8.2        5.8
Old  :     100.0:       1.6        2.5        0.9       89.3       90.8       91.8       94.2:       8.2        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         2          2          2         27         34         30         37:
Old  :        47:         2          2          2         27         34         30         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       43.1       68.3       64.5       49.2       43.1       63.6       62.6
Old  :                 52.4       43.1       68.3       64.5       49.2       43.1       63.6       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   858,985:       217      1,086      2,609    838,984    850,010    841,810    853,705:    17,175      5,280
Old  :   858,985:       217      1,086      2,609    838,984    850,010    841,810    853,705:    17,175      5,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    20,319:         0       -342      1,066     19,803     20,593     20,869     21,317:      -550       -998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.1        0.3       97.7       99.0       98.0       99.4:       2.0        0.6
Old  :     100.0:       0.0        0.1        0.3       97.7       99.0       98.0       99.4:       2.0        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         1          4          4         48         35         53         39:
Old  :        57:         1          4          4         48         35         53         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       56.5       60.4       77.7       34.0       55.7       54.7       74.0
Old  :                 35.6       56.5       60.4       77.7       34.0       55.7       54.7       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   375,938:     7,528      3,720        851    359,882    360,586    368,261    365,157:     7,677     10,781
Old  :   375,938:     7,528      3,720        851    359,882    360,586    368,261    365,157:     7,677     10,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     4,665:     2,597     -2,012        692       -537      3,717      2,752      2,397:     1,913      2,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        1.0        0.2       95.7       95.9       98.0       97.1:       2.0        2.9
Old  :     100.0:       2.0        1.0        0.2       95.7       95.9       98.0       97.1:       2.0        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         3          3          2         39         41         42         46:
Old  :        60:         3          3          2         39         41         42         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       33.6       76.5       54.2       53.2       33.6       66.5       51.8
Old  :                 57.7       33.6       76.5       54.2       53.2       33.6       66.5       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   278,894:       578        881      2,143    267,082    273,289    269,803    276,313:     9,091      2,581
Old  :   278,894:       578        881      2,143    267,082    273,289    269,803    276,313:     9,091      2,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     4,841:       560        155       -337      1,958      4,950      2,181      4,768:     2,660         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.3        0.8       95.8       98.0       96.7       99.1:       3.3        0.9
Old  :     100.0:       0.2        0.3        0.8       95.8       98.0       96.7       99.1:       3.3        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         1          2          2         41         41         43         44:
Old  :        53:         1          2          2         41         41         43         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       43.7       70.2       66.9       52.3       39.8       63.6       55.9
Old  :                 52.8       43.7       70.2       66.9       52.3       39.8       63.6       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   106,755:       432      1,618      1,455    102,284     89,993    104,171     93,066:     2,584     13,689
Old  :   106,755:       432      1,618      1,455    102,284     89,993    104,171     93,066:     2,584     13,689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     7,909:      -665      1,559       -208      8,818      7,230      7,945      8,581:       -36       -672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        1.5        1.4       95.8       84.3       97.6       87.2:       2.4       12.8
Old  :     100.0:       0.4        1.5        1.4       95.8       84.3       97.6       87.2:       2.4       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         1          1          2         22         24         24         26:
Old  :        34:         1          1          2         22         24         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.7       37.6       84.5       60.6       64.5       35.8       80.4       55.0
Old  :                 66.7       37.6       84.5       60.6       64.5       35.8       80.4       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                           Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   112,489:     3,037     18,986        338    103,480     88,086    106,855    107,410:     5,634      5,079
Old  :   112,489:     3,037     18,986        338    103,480     88,086    106,855    107,410:     5,634      5,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       643:       151     -2,523       -120       -243      3,943       -212      1,300:       855       -657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       16.9        0.3       92.0       78.3       95.0       95.5:       5.0        4.5
Old  :     100.0:       2.7       16.9        0.3       92.0       78.3       95.0       95.5:       5.0        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          2          3         25         22         29         25:
Old  :        34:         2          2          3         25         22         29         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       40.0       72.6       59.9       47.3       39.6       60.5       57.8
Old  :                 53.2       40.0       72.6       59.9       47.3       39.6       60.5       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                       Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    28,288:         0      1,864          0     26,671     25,301     26,671     27,165:     1,617      1,123
Old  :    28,288:         0      1,864          0     26,671     25,301     26,671     27,165:     1,617      1,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.6        0.0       94.3       89.4       94.3       96.0:       5.7        4.0
Old  :     100.0:       0.0        6.6        0.0       94.3       89.4       94.3       96.0:       5.7        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          3          0         11         12         11         15:
Old  :        22:         0          3          0         11         12         11         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.6       64.7       91.1       83.2       74.3       62.9       85.3       79.7
Old  :                 76.6       64.7       91.1       83.2       74.3       62.9       85.3       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                         Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   105,347:       607      3,666        943     93,662     96,240     95,212    100,849:    10,135      4,498
Old  :   105,347:       607      3,666        943     93,662     96,240     95,212    100,849:    10,135      4,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     3,944:       -98      1,724       -226      4,809      2,870      4,485      4,368:      -541       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        3.5        0.9       88.9       91.4       90.4       95.7:       9.6        4.3
Old  :     100.0:       0.6        3.5        0.9       88.9       91.4       90.4       95.7:       9.6        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          1         16         17         17         19:
Old  :        27:         1          1          1         16         17         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       64.0       76.0       85.3       57.1       62.8       74.4       82.3
Old  :                 57.7       64.0       76.0       85.3       57.1       62.8       74.4       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                               Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   152,124:         0          0          0    147,369    146,824    147,369    146,824:     4,755      5,300
Old  :   152,124:         0          0          0    147,369    146,824    147,369    146,824:     4,755      5,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    14,506:         0          0          0     15,904     12,854     15,904     12,854:    -1,398      1,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.9       96.5       96.9       96.5:       3.1        3.5
Old  :     100.0:       0.0        0.0        0.0       96.9       96.5       96.9       96.5:       3.1        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         0          0          0         27         27         27         27:
Old  :        37:         0          0          0         27         27         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       74.3       71.0       85.1       48.5       73.4       67.1       81.5
Old  :                 51.4       74.3       71.0       85.1       48.5       73.4       67.1       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    60,918:         0          0          0     56,503     56,877     56,503     56,877:     4,415      4,041
Old  :    60,918:         0          0          0     56,503     56,877     56,503     56,877:     4,415      4,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       92.8       93.4       92.8       93.4:       7.2        6.6
Old  :     100.0:       0.0        0.0        0.0       92.8       93.4       92.8       93.4:       7.2        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         15         15         15         15:
Old  :        22:         0          0          0         15         15         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       72.1       82.1       87.2       58.4       71.9       78.9       84.8
Old  :                 59.9       72.1       82.1       87.2       58.4       71.9       78.9       84.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                         Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    18,218:     7,778          0          0      9,160     15,994     16,938     15,994:     1,280      2,224
Old  :    18,218:     7,778          0          0      9,160     15,994     16,938     15,994:     1,280      2,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7        0.0        0.0       50.3       87.8       93.0       87.8:       7.0       12.2
Old  :     100.0:      42.7        0.0        0.0       50.3       87.8       93.0       87.8:       7.0       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          0          0          8         11         12         11:
Old  :        21:         4          0          0          8         11         12         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       69.3       86.6       82.2       64.4       68.9       86.6       81.9
Old  :                 64.4       69.3       86.6       82.2       64.4       68.9       86.6       81.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                 Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   431,767:    17,323        658      2,193    403,257    422,980    422,773    425,831:     8,994      5,936
Old  :   431,767:    17,323        658      2,193    403,257    422,980    422,773    425,831:     8,994      5,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     5,530:       207        205     -3,049      9,248      7,791      6,406      4,947:      -876        583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        0.2        0.5       93.4       98.0       97.9       98.6:       2.1        1.4
Old  :     100.0:       4.0        0.2        0.5       93.4       98.0       97.9       98.6:       2.1        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         4          1          3         51         46         56         49:
Old  :        65:         4          1          3         51         46         56         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       53.1       53.2       68.5       27.9       47.5       41.2       56.7
Old  :                 35.4       53.1       53.2       68.5       27.9       47.5       41.2       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    72,751:         0      1,111      1,652     61,452     64,596     63,104     67,359:     9,647      5,392
Old  :    72,751:         0      1,111      1,652     61,452     64,596     63,104     67,359:     9,647      5,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     3,538:        -3        918       -265      3,834      2,696      3,566      3,349:       -28        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.5        2.3       84.5       88.8       86.7       92.6:      13.3        7.4
Old  :     100.0:       0.0        1.5        2.3       84.5       88.8       86.7       92.6:      13.3        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          2         19         17         21         19:
Old  :        28:         0          2          2         19         17         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       46.4       74.2       74.9       58.7       42.5       72.7       68.9
Old  :                 60.3       46.4       74.2       74.9       58.7       42.5       72.7       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    18,166:         0        930          0     16,165     14,940     16,165     15,870:     2,001      2,296
Old  :    18,166:         0        930          0     16,165     14,940     16,165     15,870:     2,001      2,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     2,239:         0          0          0      2,053      2,084      2,053      2,084:       186        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.1        0.0       89.0       82.2       89.0       87.4:      11.0       12.6
Old  :     100.0:       0.0        5.1        0.0       89.0       82.2       89.0       87.4:      11.0       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          0         13         10         13         11:
Old  :        20:         0          1          0         13         10         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       55.1       80.0       80.7       43.8       44.1       63.2       64.7
Old  :                 54.3       55.1       80.0       80.7       43.8       44.1       63.2       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D                            Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    66,623:     1,394          0      1,655     60,122     59,654     63,171     61,309:     3,452      5,314
Old  :    66,623:     1,394          0      1,655     60,122     59,654     63,171     61,309:     3,452      5,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,348:      -121       -235        319        728      1,381        926      1,465:       422       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        0.0        2.5       90.2       89.5       94.8       92.0:       5.2        8.0
Old  :     100.0:       2.1        0.0        2.5       90.2       89.5       94.8       92.0:       5.2        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          0          2         19         18         22         20:
Old  :        27:         3          0          2         19         18         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       57.1       70.5       81.3       43.7       53.0       63.9       67.7
Old  :                 46.7       57.1       70.5       81.3       43.7       53.0       63.9       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                        Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   108,095:    26,697      2,325          0     81,060    104,241    107,757    106,566:       338      1,529
Old  :   108,095:    26,697      2,325          0     81,060    104,241    107,757    106,566:       338      1,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    23,227:     8,029      2,325          0     15,012     22,608     23,041     24,933:       186     -1,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        2.2        0.0       75.0       96.4       99.7       98.6:       0.3        1.4
Old  :     100.0:      24.7        2.2        0.0       75.0       96.4       99.7       98.6:       0.3        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3          3          0         19         34         22         37:
Old  :        46:         3          3          0         19         34         22         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       48.7       85.2       67.4       51.6       48.0       71.1       61.1
Old  :                 54.5       48.7       85.2       67.4       51.6       48.0       71.1       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                        Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   116,116:    27,851      1,797      8,152     78,792    105,199    114,795    115,148:     1,321        968
Old  :   116,116:    27,851      1,797      8,152     78,792    105,199    114,795    115,148:     1,321        968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    24,330:     2,619     -3,147      5,596     16,115     22,669     24,330     25,118:         0       -788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        1.5        7.0       67.9       90.6       98.9       99.2:       1.1        0.8
Old  :     100.0:      24.0        1.5        7.0       67.9       90.6       98.9       99.2:       1.1        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         7          4          3         28         39         35         46:
Old  :        63:         7          4          3         28         39         35         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       39.4       65.4       59.8       34.9       36.8       49.5       50.3
Old  :                 42.6       39.4       65.4       59.8       34.9       36.8       49.5       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                   Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    48,907:       630          0          0     47,543     47,085     48,173     47,085:       734      1,822
Old  :    48,907:       630          0          0     47,543     47,085     48,173     47,085:       734      1,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     3,746:         0          0          0      3,982      4,530      3,982      4,530:      -236       -784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.0        0.0       97.2       96.3       98.5       96.3:       1.5        3.7
Old  :     100.0:       1.3        0.0        0.0       97.2       96.3       98.5       96.3:       1.5        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2          0          0         20         23         22         23:
Old  :        38:         2          0          0         20         23         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       55.4       75.7       77.9       54.4       49.9       70.7       72.5
Old  :                 57.5       55.4       75.7       77.9       54.4       49.9       70.7       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   245,843:         0        648        584    239,810    233,061    240,394    234,293:     5,449     11,550
Old  :   245,843:         0        648        584    239,810    233,061    240,394    234,293:     5,449     11,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     4,381:         0        394       -248      5,259      4,057      5,011      4,203:      -630        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.3        0.2       97.5       94.8       97.8       95.3:       2.2        4.7
Old  :     100.0:       0.0        0.3        0.2       97.5       94.8       97.8       95.3:       2.2        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         0          1          1         38         32         39         33:
Old  :        43:         0          1          1         38         32         39         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       55.1       68.9       71.8       48.2       46.6       60.2       55.9
Old  :                 54.5       55.1       68.9       71.8       48.2       46.6       60.2       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                        Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    26,540:         0        966        840     22,959     22,026     23,799     23,832:     2,741      2,708
Old  :    26,540:         0        966        840     22,959     22,026     23,799     23,832:     2,741      2,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,829:         0        -31          0      1,674      1,854      1,674      1,823:       155          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.6        3.2       86.5       83.0       89.7       89.8:      10.3       10.2
Old  :     100.0:       0.0        3.6        3.2       86.5       83.0       89.7       89.8:      10.3       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          3          1         15         17         16         20:
Old  :        26:         0          3          1         15         17         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       48.8       81.9       68.3       59.4       48.7       68.1       62.4
Old  :                 71.0       48.8       81.9       68.3       59.4       48.7       68.1       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                            Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    70,050:     2,031      1,677        751     61,947     63,324     64,729     65,752:     5,321      4,298
Old  :    70,050:     2,031      1,677        751     61,947     63,324     64,729     65,752:     5,321      4,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     3,909:      -942      1,677        138      5,252      1,047      4,448      2,862:      -539      1,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        2.4        1.1       88.4       90.4       92.4       93.9:       7.6        6.1
Old  :     100.0:       2.9        2.4        1.1       88.4       90.4       92.4       93.9:       7.6        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          1         18         18         20         19:
Old  :        25:         1          1          1         18         18         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       67.1       80.9       80.4       63.8       65.5       73.3       72.6
Old  :                 70.9       67.1       80.9       80.4       63.8       65.5       73.3       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    81,996:         0      3,938        793     78,239     72,650     79,032     77,381:     2,964      4,615
Old  :    81,996:         0      3,938        793     78,239     72,650     79,032     77,381:     2,964      4,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     2,505:         0      1,625       -209      3,294        855      3,085      2,271:      -580        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.8        1.0       95.4       88.6       96.4       94.4:       3.6        5.6
Old  :     100.0:       0.0        4.8        1.0       95.4       88.6       96.4       94.4:       3.6        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         0          3          2         23         26         25         29:
Old  :        38:         0          3          2         23         26         25         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.6       40.4       77.4       63.9       61.0       32.5       70.5       50.8
Old  :                 62.6       40.4       77.4       63.9       61.0       32.5       70.5       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   128,051:     6,483          0        721    110,283    120,554    117,487    121,275:    10,564      6,776
Old  :   128,051:     6,483          0        721    110,283    120,554    117,487    121,275:    10,564      6,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     2,867:    -2,120          0        601      4,078      2,503      2,559      3,104:       308       -237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        0.0        0.6       86.1       94.1       91.8       94.7:       8.2        5.3
Old  :     100.0:       5.1        0.0        0.6       86.1       94.1       91.8       94.7:       8.2        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          0          1         17         15         21         16:
Old  :        28:         4          0          1         17         15         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       77.0       74.6       86.9       55.9       75.9       71.6       84.2
Old  :                 58.0       77.0       74.6       86.9       55.9       75.9       71.6       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                   Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    94,522:         0          0          0     85,979     90,986     85,979     90,986:     8,543      3,536
Old  :    94,522:         0          0          0     85,979     90,986     85,979     90,986:     8,543      3,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       675:         0          0          0        877      3,484        877      3,484:      -202     -2,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.0       96.3       91.0       96.3:       9.0        3.7
Old  :     100.0:       0.0        0.0        0.0       91.0       96.3       91.0       96.3:       9.0        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         17         18         17         18:
Old  :        22:         0          0          0         17         18         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       73.6       79.6       90.2       51.9       72.2       71.3       80.8
Old  :                 55.9       73.6       79.6       90.2       51.9       72.2       71.3       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                       Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   118,853:     2,507          0          0    112,000    116,035    114,507    116,035:     4,346      2,818
Old  :   118,853:     2,507          0          0    112,000    116,035    114,507    116,035:     4,346      2,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     6,161:     1,275          0        -62      5,352      6,282      6,565      6,220:      -404        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        0.0        0.0       94.2       97.6       96.3       97.6:       3.7        2.4
Old  :     100.0:       2.1        0.0        0.0       94.2       97.6       96.3       97.6:       3.7        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          0          0         22         18         26         18:
Old  :        31:         4          0          0         22         18         26         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       57.2       76.6       80.8       44.7       51.5       54.8       61.8
Old  :                 57.0       57.2       76.6       80.8       44.7       51.5       54.8       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   141,854:     2,210      2,671      1,099    125,705    128,629    129,014    132,399:    12,840      9,455
Old  :   141,854:     2,210      2,671      1,099    125,705    128,629    129,014    132,399:    12,840      9,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    10,924:     2,210      1,266        -94      9,851     10,603     11,967     11,775:    -1,043       -851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        1.9        0.8       88.6       90.7       90.9       93.3:       9.1        6.7
Old  :     100.0:       1.6        1.9        0.8       88.6       90.7       90.9       93.3:       9.1        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         2          2          2         29         27         32         30:
Old  :        41:         2          2          2         29         27         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       51.9       56.6       71.3       34.8       41.5       47.6       56.7
Old  :                 40.4       51.9       56.6       71.3       34.8       41.5       47.6       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                  Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    33,822:     3,991          0          0     27,364     33,426     31,355     33,426:     2,467        396
Old  :    33,822:     3,991          0          0     27,364     33,426     31,355     33,426:     2,467        396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     3,596:       713          0          0      2,654      3,441      3,367      3,441:       229        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        0.0        0.0       80.9       98.8       92.7       98.8:       7.3        1.2
Old  :     100.0:      11.8        0.0        0.0       80.9       98.8       92.7       98.8:       7.3        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          0          0         18         16         23         16:
Old  :        31:         5          0          0         18         16         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       59.5       58.3       82.7       36.1       54.4       56.4       74.0
Old  :                 36.8       59.5       58.3       82.7       36.1       54.4       56.4       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                             Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    30,120:     1,005      2,108          0     28,170     27,307     29,175     29,415:       945        705
Old  :    30,120:     1,005      2,108          0     28,170     27,307     29,175     29,415:       945        705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     3,596:       403      1,674          0      2,914      1,517      3,317      3,191:       279        405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        7.0        0.0       93.5       90.7       96.9       97.7:       3.1        2.3
Old  :     100.0:       3.3        7.0        0.0       93.5       90.7       96.9       97.7:       3.1        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          1          0         17         11         20         12:
Old  :        28:         3          1          0         17         11         20         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       60.1       73.2       86.0       52.1       58.1       73.2       77.9
Old  :                 52.1       60.1       73.2       86.0       52.1       58.1       73.2       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   183,441:    12,606      4,985      1,522    161,792    169,552    175,920    176,059:     7,521      7,382
Old  :   183,441:    12,606      4,985      1,522    161,792    169,552    175,920    176,059:     7,521      7,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     2,478:    -1,905        233          0      6,495        825      4,590      1,058:    -2,112      1,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        2.7        0.8       88.2       92.4       95.9       96.0:       4.1        4.0
Old  :     100.0:       6.9        2.7        0.8       88.2       92.4       95.9       96.0:       4.1        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3          4          3         40         33         45         38:
Old  :        53:         3          4          3         40         33         45         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       54.1       51.6       67.6       30.5       48.6       46.3       57.1
Old  :                 33.5       54.1       51.6       67.6       30.5       48.6       46.3       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                           Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    90,972:         0          0          0     83,033     82,146     83,033     82,146:     7,939      8,826
Old  :    90,972:         0          0          0     83,033     82,146     83,033     82,146:     7,939      8,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       945:         0          0          0        718        835        718        835:       227        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.3       90.3       91.3       90.3:       8.7        9.7
Old  :     100.0:       0.0        0.0        0.0       91.3       90.3       91.3       90.3:       8.7        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         18         20         18         20:
Old  :        25:         0          0          0         18         20         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       56.4       72.0       72.6       47.2       52.6       65.3       67.4
Old  :                 52.3       56.4       72.0       72.6       47.2       52.6       65.3       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                      Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    90,042:         0          0          0     87,476     87,334     87,476     87,334:     2,566      2,708
Old  :    90,042:         0          0          0     87,476     87,334     87,476     87,334:     2,566      2,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     8,409:         0          0          0     10,159     11,502     10,159     11,502:    -1,750     -3,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       97.2       97.0       97.2       97.0:       2.8        3.0
Old  :     100.0:       0.0        0.0        0.0       97.2       97.0       97.2       97.0:       2.8        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         0          0          0         27         20         27         20:
Old  :        34:         0          0          0         27         20         27         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       76.4       62.2       88.1       35.4       71.3       53.9       78.0
Old  :                 41.3       76.4       62.2       88.1       35.4       71.3       53.9       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                      Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MM Btus                                                               :
     :          :                                                                            :
All  :   125,925:     5,007          0          0    105,056    119,001    110,063    119,001:    15,862      6,924
Old  :   125,925:     5,007          0          0    105,056    119,001    110,063    119,001:    15,862      6,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     2,662:         0          0          0      1,504      2,603      1,504      2,603:     1,158         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        0.0        0.0       83.4       94.5       87.4       94.5:      12.6        5.5
Old  :     100.0:       4.0        0.0        0.0       83.4       94.5       87.4       94.5:      12.6        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          0          0         18         15         20         15:
Old  :        26:         2          0          0         18         15         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       77.2       68.7       90.0       53.0       73.5       68.4       85.6
Old  :                 53.1       77.2       68.7       90.0       53.0       73.5       68.4       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                          Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :   155,229:    27,401     10,150     14,394    112,737    129,798    154,533    154,342:       697        888
Old  :   155,229:    27,401     10,150     14,394    112,737    129,798    154,533    154,342:       697        888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,509:      -202       -705        -36      1,660      2,028      1,422      1,287:        87        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        6.5        9.3       72.6       83.6       99.6       99.4:       0.4        0.6
Old  :     100.0:      17.7        6.5        9.3       72.6       83.6       99.6       99.4:       0.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        13         13         22         48         48         71         73:
Old  :        79:        13         13         22         48         48         71         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       31.6       62.3       52.7       32.9       25.6       40.7       37.5
Old  :                 47.3       31.6       62.3       52.7       32.9       25.6       40.7       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                           Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    49,682:     4,188        497        683     44,811     48,501     49,682     49,682:         0          0
Old  :    49,682:     4,188        497        683     44,811     48,501     49,682     49,682:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       485:       101        -84          0        384        569        485        485:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        1.0        1.4       90.2       97.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.4        1.0        1.4       90.2       97.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          2          3         26         25         32         29:
Old  :        38:         5          2          3         26         25         32         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       47.3       76.1       76.6       39.8       41.0       55.6       60.9
Old  :                 54.1       47.3       76.1       76.6       39.8       41.0       55.6       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                       Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :   396,615:    16,652      1,904      3,450    376,513    391,261    396,615    396,615:         0          0
Old  :   396,615:    16,652      1,904      3,450    376,513    391,261    396,615    396,615:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -181:     6,159       -505     -5,207     -1,133      5,531       -181       -181:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        0.5        0.9       94.9       98.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.2        0.5        0.9       94.9       98.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          1          2         22         21         26         24:
Old  :        32:         4          1          2         22         21         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.2       53.5       80.5       81.2       60.8       46.5       68.9       66.4
Old  :                 65.2       53.5       80.5       81.2       60.8       46.5       68.9       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                         Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  : 1,518,322:    77,060     92,923     45,396  1,395,866  1,380,003  1,518,322  1,518,322:         0          0
Old  : 1,518,322:    77,060     92,923     45,396  1,395,866  1,380,003  1,518,322  1,518,322:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    13,727:     1,728       -760        -56     12,055     14,543     13,727     13,727:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        6.1        3.0       91.9       90.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.1        6.1        3.0       91.9       90.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         7          7          5         38         40         46         51:
Old  :        59:         7          7          5         38         40         46         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       45.1       62.7       64.6       35.5       35.8       46.5       50.3
Old  :                 39.8       45.1       62.7       64.6       35.5       35.8       46.5       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                         Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    64,512:       687      6,495      1,627     62,198     56,390     64,512     64,512:         0          0
Old  :    64,512:       687      6,495      1,627     62,198     56,390     64,512     64,512:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    -1,948:      -304        119       -332     -1,312     -1,735     -1,948     -1,948:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       10.1        2.5       96.4       87.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.1       10.1        2.5       96.4       87.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         1          7          5         22         26         28         33:
Old  :        37:         1          7          5         22         26         28         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       68.1       84.2       83.4       59.1       54.3       66.0       65.1
Old  :                 67.5       68.1       84.2       83.4       59.1       54.3       66.0       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                     Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   337,502:         0      5,148          0    337,502    332,354    337,502    337,502:         0          0
Old  :   337,502:         0      5,148          0    337,502    332,354    337,502    337,502:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,142:         0          0          0      1,142      1,142      1,142      1,142:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.5        0.0      100.0       98.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        1.5        0.0      100.0       98.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          3          0         17         16         17         19:
Old  :        24:         0          3          0         17         16         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       82.4       89.8       93.3       64.3       67.8       73.7       73.3
Old  :                 73.1       82.4       89.8       93.3       64.3       67.8       73.7       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                       Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   435,963:     8,913        728      8,632    418,418    426,603    435,963    435,963:         0          0
Old  :   435,963:     8,913        728      8,632    418,418    426,603    435,963    435,963:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    21,629:         0          0          0     21,629     21,629     21,629     21,629:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.2        2.0       96.0       97.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.0        0.2        2.0       96.0       97.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          1          1         30         28         34         29:
Old  :        43:         3          1          1         30         28         34         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       61.9       69.5       77.5       39.1       58.5       54.2       69.9
Old  :                 49.3       61.9       69.5       77.5       39.1       58.5       54.2       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                   Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    30,209:       754         43        125     28,188     29,664     29,067     29,832:     1,142        377
Old  :    30,209:       754         43        125     28,188     29,664     29,067     29,832:     1,142        377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,276:         0          0          0      1,298      1,297      1,298      1,297:       -22        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        0.1        0.4       93.3       98.2       96.2       98.8:       3.8        1.2
Old  :     100.0:       2.5        0.1        0.4       93.3       98.2       96.2       98.8:       3.8        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          2          2         24         23         29         26:
Old  :        35:         4          2          2         24         23         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       60.7       68.4       82.1       42.7       55.9       61.0       70.9
Old  :                 48.9       60.7       68.4       82.1       42.7       55.9       61.0       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                   Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    60,557:       190          0          0     60,056     60,547     60,246     60,547:       311         10
Old  :    60,557:       190          0          0     60,056     60,547     60,246     60,547:       311         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,370:        50          0          0      1,300      1,370      1,350      1,370:        20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.0        0.0       99.2      100.0       99.5      100.0:       0.5        0.0
Old  :     100.0:       0.3        0.0        0.0       99.2      100.0       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         1          0          0         29         31         30         31:
Old  :        41:         1          0          0         29         31         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       52.4       76.7       71.3       61.5       50.3       70.9       66.2
Old  :                 63.3       52.4       76.7       71.3       61.5       50.3       70.9       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    79,739:       115          0          0     79,335     79,622     79,450     79,622:       289        117
Old  :    79,739:       115          0          0     79,335     79,622     79,450     79,622:       289        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,980:       115          0          0      1,880      1,980      1,995      1,980:       -15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        0.0       99.5       99.9       99.6       99.9:       0.4        0.1
Old  :     100.0:       0.1        0.0        0.0       99.5       99.9       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         1          0          0         31         30         32         30:
Old  :        42:         1          0          0         31         30         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       58.9       72.8       74.2       54.3       56.0       69.9       68.7
Old  :                 54.8       58.9       72.8       74.2       54.3       56.0       69.9       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    29,019:       800        875          0     27,547     28,024     28,347     28,899:       672        120
Old  :    29,019:       800        875          0     27,547     28,024     28,347     28,899:       672        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,270:       700          0          0        510      1,270      1,210      1,270:        60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        3.0        0.0       94.9       96.6       97.7       99.6:       2.3        0.4
Old  :     100.0:       2.8        3.0        0.0       94.9       96.6       97.7       99.6:       2.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          2          0         17         15         19         17:
Old  :        27:         2          2          0         17         15         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       74.7       82.2       88.4       56.8       72.1       72.5       81.4
Old  :                 60.1       74.7       82.2       88.4       56.8       72.1       72.5       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                    Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   290,440:     9,064          0          0    281,376    290,440    290,440    290,440:         0          0
Old  :   290,440:     9,064          0          0    281,376    290,440    290,440    290,440:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    -3,232:         0          0          0     -3,232     -3,232     -3,232     -3,232:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        0.0        0.0       96.9      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.1        0.0        0.0       96.9      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          0          0         21         21         23         21:
Old  :        30:         2          0          0         21         21         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       79.1       75.3       92.0       52.6       74.6       72.5       85.8
Old  :                 54.9       79.1       75.3       92.0       52.6       74.6       72.5       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                    Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :     6,494:       757        774         87      4,481      5,250      5,325      6,111:     1,169        383
Old  :     6,494:       757        774         87      4,481      5,250      5,325      6,111:     1,169        383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :         0:         0          0          0          0         42          0         42:         0        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       11.9        1.3       69.0       80.8       82.0       94.1:      18.0        5.9
Old  :     100.0:      11.7       11.9        1.3       69.0       80.8       82.0       94.1:      18.0        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          1          1         16         13         19         15:
Old  :        23:         3          1          1         16         13         19         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       65.8       63.4       84.0       37.8       63.8       52.9       73.2
Old  :                 44.8       65.8       63.4       84.0       37.8       63.8       52.9       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :     7,745:     1,900          0          0      5,665      7,445      7,565      7,445:       180        300
Old  :     7,745:     1,900          0          0      5,665      7,445      7,565      7,445:       180        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       150:         0          0          0        150        150        150        150:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        0.0        0.0       73.1       96.1       97.7       96.1:       2.3        3.9
Old  :     100.0:      24.5        0.0        0.0       73.1       96.1       97.7       96.1:       2.3        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          0          0         12         15         15         15:
Old  :        22:         3          0          0         12         15         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       58.4       76.4       81.9       45.2       54.2       64.8       67.5
Old  :                 46.7       58.4       76.4       81.9       45.2       54.2       64.8       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    13,630:     1,305        100        475     11,340     12,955     13,120     13,530:       510        100
Old  :    13,630:     1,305        100        475     11,340     12,955     13,120     13,530:       510        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     2,050:        50       -125        -25      2,025      2,200      2,050      2,050:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        0.7        3.5       83.2       95.0       96.3       99.3:       3.7        0.7
Old  :     100.0:       9.6        0.7        3.5       83.2       95.0       96.3       99.3:       3.7        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          1          3         12         15         15         19:
Old  :        22:         3          1          3         12         15         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.3       67.8       90.9       82.8       72.3       66.7       77.7       77.4
Old  :                 79.3       67.8       90.9       82.8       72.3       66.7       77.7       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    38,827:       200      1,100          0     38,005     37,727     38,205     38,827:       622          0
Old  :    38,827:       200      1,100          0     38,005     37,727     38,205     38,827:       622          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       135:         0          0          0         75        135         75        135:        60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        2.8        0.0       97.9       97.2       98.4      100.0:       1.6        0.0
Old  :     100.0:       0.5        2.8        0.0       97.9       97.2       98.4      100.0:       1.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          3          0         22         21         24         24:
Old  :        33:         2          3          0         22         21         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       75.6       78.0       86.8       51.9       72.8       73.8       81.9
Old  :                 52.5       75.6       78.0       86.8       51.9       72.8       73.8       81.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                  Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    26,220:       660        250          0     25,380     25,960     26,040     26,210:       180         10
Old  :    26,220:       660        250          0     25,380     25,960     26,040     26,210:       180         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    -1,500:      -900          0          0       -600     -1,500     -1,500     -1,500:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        1.0        0.0       96.8       99.0       99.3      100.0:       0.7        0.0
Old  :     100.0:       2.5        1.0        0.0       96.8       99.0       99.3      100.0:       0.7        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          2          0         26         20         27         22:
Old  :        30:         1          2          0         26         20         27         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       71.2       70.4       89.6       49.3       61.7       62.8       72.7
Old  :                 52.3       71.2       70.4       89.6       49.3       61.7       62.8       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                       Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    19,797:       754      1,107         63     18,556     18,417     19,373     19,587:       424        210
Old  :    19,797:       754      1,107         63     18,556     18,417     19,373     19,587:       424        210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -311:        41         42        -42       -310       -311       -311       -311:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        5.6        0.3       93.7       93.0       97.9       98.9:       2.1        1.1
Old  :     100.0:       3.8        5.6        0.3       93.7       93.0       97.9       98.9:       2.1        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          3          2         23         23         27         27:
Old  :        35:         3          3          2         23         23         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       52.1       67.7       76.2       36.1       42.8       58.6       62.0
Old  :                 41.6       52.1       67.7       76.2       36.1       42.8       58.6       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                                                     Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    56,233:       665      1,728      2,642     52,903     51,695     56,210     56,065:        23        168
Old  :    56,233:       665      1,728      2,642     52,903     51,695     56,210     56,065:        23        168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       810:       -25       -156        221        614        745        810        810:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        3.1        4.7       94.1       91.9      100.0       99.7:       0.0        0.3
Old  :     100.0:       1.2        3.1        4.7       94.1       91.9      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         3          4          4         32         28         37         34:
Old  :        42:         3          4          4         32         28         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       52.0       69.6       72.9       43.1       50.6       62.8       65.3
Old  :                 44.9       52.0       69.6       72.9       43.1       50.6       62.8       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                                                       Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    76,742:       855     17,039      3,201     72,633     56,432     76,689     76,672:        53         70
Old  :    76,742:       855     17,039      3,201     72,633     56,432     76,689     76,672:        53         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,253:        68     -1,139        548        657      1,827      1,273      1,236:       -20         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       22.2        4.2       94.6       73.5       99.9       99.9:       0.1        0.1
Old  :     100.0:       1.1       22.2        4.2       94.6       73.5       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         4          8          5         37         31         45         40:
Old  :        54:         4          8          5         37         31         45         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       47.2       62.1       68.2       39.2       42.8       56.0       57.2
Old  :                 43.1       47.2       62.1       68.2       39.2       42.8       56.0       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                        Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    44,840:       780          0          0     44,035     44,830     44,815     44,830:        25         10
Old  :    44,840:       780          0          0     44,035     44,830     44,815     44,830:        25         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       295:         0          0          0        295        295        295        295:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.0        0.0       98.2      100.0       99.9      100.0:       0.1        0.0
Old  :     100.0:       1.7        0.0        0.0       98.2      100.0       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          0          0         26         11         27         11:
Old  :        28:         1          0          0         26         11         27         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       96.1       74.8       99.4       50.2       89.2       71.6       89.4
Old  :                 53.1       96.1       74.8       99.4       50.2       89.2       71.6       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    50,725:     1,430      1,600          0     49,285     49,125     50,715     50,725:        10          0
Old  :    50,725:     1,430      1,600          0     49,285     49,125     50,715     50,725:        10          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       570:       300          0          0        270        570        570        570:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        3.2        0.0       97.2       96.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.8        3.2        0.0       97.2       96.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          1          0         27         17         28         18:
Old  :        32:         1          1          0         27         17         28         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       92.2       71.1       97.3       46.5       87.5       68.3       89.9
Old  :                 48.7       92.2       71.1       97.3       46.5       87.5       68.3       89.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   306,090:    53,346      9,500      1,560    251,184    295,030    306,090    306,090:         0          0
Old  :   306,090:    53,346      9,500      1,560    251,184    295,030    306,090    306,090:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    -1,624:    -1,184          0       -800        360       -824     -1,624     -1,624:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        3.1        0.5       82.1       96.4      100.0      100.0:       0.0        0.0
Old  :     100.0:      17.4        3.1        0.5       82.1       96.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2          4          1         20         29         23         33:
Old  :        38:         2          4          1         20         29         23         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       53.6       76.2       73.1       52.5       53.4       66.7       68.0
Old  :                 54.5       53.6       76.2       73.1       52.5       53.4       66.7       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    27,226:     4,402      2,133      1,767     20,188     23,178     26,358     27,078:       868        148
Old  :    27,226:     4,402      2,133      1,767     20,188     23,178     26,358     27,078:       868        148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :        93:       -33        -89        109         38        117        114        136:       -21        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        7.8        6.5       74.2       85.1       96.8       99.5:       3.2        0.5
Old  :     100.0:      16.2        7.8        6.5       74.2       85.1       96.8       99.5:       3.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         5          3          6         27         33         33         41:
Old  :        44:         5          3          6         27         33         33         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       41.3       68.6       58.9       46.1       40.6       58.5       53.1
Old  :                 49.4       41.3       68.6       58.9       46.1       40.6       58.5       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                               Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    37,705:       566        394        450     36,689     36,861     37,705     37,705:         0          0
Old  :    37,705:       566        394        450     36,689     36,861     37,705     37,705:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :        71:      -618        292       -136        825        -85         71         71:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        1.0        1.2       97.3       97.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.5        1.0        1.2       97.3       97.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          2          1         18         13         24         15:
Old  :        31:         5          2          1         18         13         24         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       85.3       92.7       94.9       71.0       76.9       79.1       82.3
Old  :                 75.1       85.3       92.7       94.9       71.0       76.9       79.1       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                           Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   324,086:     7,008     19,593          0    317,078    304,493    324,086    324,086:         0          0
Old  :   324,086:     7,008     19,593          0    317,078    304,493    324,086    324,086:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    21,182:         0          0          0     21,182     21,182     21,182     21,182:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        6.0        0.0       97.8       94.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.2        6.0        0.0       97.8       94.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          2          0         20         18         21         20:
Old  :        28:         1          2          0         20         18         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.2       64.6       88.2       84.2       65.4       54.3       74.2       69.0
Old  :                 74.2       64.6       88.2       84.2       65.4       54.3       74.2       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 MWh                                                                    :
     :          :                                                                            :
All  :    21,375:       784        732      1,018     19,045     19,205     20,847     20,955:       528        420
Old  :    21,375:       784        732      1,018     19,045     19,205     20,847     20,955:       528        420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,103:         0          0          0      1,144      1,062      1,144      1,062:       -41         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        3.4        4.8       89.1       89.8       97.5       98.0:       2.5        2.0
Old  :     100.0:       3.7        3.4        4.8       89.1       89.8       97.5       98.0:       2.5        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          1          1         18         19         21         21:
Old  :        27:         3          1          1         18         19         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       64.1       80.5       81.7       51.2       56.4       60.0       64.2
Old  :                 63.0       64.1       80.5       81.7       51.2       56.4       60.0       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :     9,813:       187          0         84      8,801      9,330      9,072      9,414:       741        399
Old  :     9,813:       187          0         84      8,801      9,330      9,072      9,414:       741        399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :        23:         0          0          0         23         23         23         23:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.0        0.9       89.7       95.1       92.4       95.9:       7.6        4.1
Old  :     100.0:       1.9        0.0        0.9       89.7       95.1       92.4       95.9:       7.6        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          0          2         15         11         17         13:
Old  :        20:         2          0          2         15         11         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       75.3       82.6       93.6       62.5       73.1       80.9       88.0
Old  :                 62.5       75.3       82.6       93.6       62.5       73.1       80.9       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    10,494:       657        280        374      8,470      9,186      9,501      9,840:       993        654
Old  :    10,494:       657        280        374      8,470      9,186      9,501      9,840:       993        654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       404:         0        101        -41        445        344        404        404:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        2.7        3.6       80.7       87.5       90.5       93.8:       9.5        6.2
Old  :     100.0:       6.3        2.7        3.6       80.7       87.5       90.5       93.8:       9.5        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          1         18         17         21         20:
Old  :        28:         2          3          1         18         17         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       54.6       72.7       76.6       53.8       53.4       67.1       71.5
Old  :                 56.8       54.6       72.7       76.6       53.8       53.4       67.1       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   102,909:     4,965          0        408     97,536    102,501    102,909    102,909:         0          0
Old  :   102,909:     4,965          0        408     97,536    102,501    102,909    102,909:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -816:    -4,696          0          0      3,880       -816       -816       -816:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        0.0        0.4       94.8       99.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.8        0.0        0.4       94.8       99.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          0          1         17         14         21         15:
Old  :        27:         4          0          1         17         14         21         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       70.6       83.3       92.0       60.5       67.9       77.2       87.8
Old  :                 61.3       70.6       83.3       92.0       60.5       67.9       77.2       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    15,802:       686      1,782        318     14,508     13,367     15,512     15,467:       290        335
Old  :    15,802:       686      1,782        318     14,508     13,367     15,512     15,467:       290        335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       299:        43         40         21        235        154        299        215:         0         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       11.3        2.0       91.8       84.6       98.2       97.9:       1.8        2.1
Old  :     100.0:       4.3       11.3        2.0       91.8       84.6       98.2       97.9:       1.8        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          3          4         21         23         26         28:
Old  :        32:         3          3          4         21         23         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       31.6       76.6       53.1       51.2       29.3       63.0       48.3
Old  :                 57.9       31.6       76.6       53.1       51.2       29.3       63.0       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   179,126:         0     11,611      2,040    177,086    165,475    179,126    179,126:         0          0
Old  :   179,126:         0     11,611      2,040    177,086    165,475    179,126    179,126:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :        56:         0     -1,576        816       -760        816         56         56:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.5        1.1       98.9       92.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        6.5        1.1       98.9       92.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          4          2         19         16         21         20:
Old  :        30:         0          4          2         19         16         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       55.4       81.3       77.7       51.0       51.6       67.5       64.1
Old  :                 63.8       55.4       81.3       77.7       51.0       51.6       67.5       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                      Code-0643C8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :     8,975:         0        475         50      8,865      8,440      8,915      8,965:        60         10
Old  :     8,975:         0        475         50      8,865      8,440      8,915      8,965:        60         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :        25:         0          0          0         25         25         25         25:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.3        0.6       98.8       94.0       99.3       99.9:       0.7        0.1
Old  :     100.0:       0.0        5.3        0.6       98.8       94.0       99.3       99.9:       0.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          3          1         16         13         17         16:
Old  :        24:         0          3          1         16         13         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       74.3       86.7       92.3       55.0       64.4       70.0       71.6
Old  :                 63.6       74.3       86.7       92.3       55.0       64.4       70.0       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                             Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    25,459:     2,495        414      1,836     21,128     23,209     25,459     25,459:         0          0
Old  :    25,459:     2,495        414      1,836     21,128     23,209     25,459     25,459:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :        22:      -103          0          0        125         22         22         22:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        1.6        7.2       83.0       91.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       9.8        1.6        7.2       83.0       91.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          2          1         18         16         20         18:
Old  :        25:         1          2          1         18         16         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       56.0       86.5       82.0       48.2       43.5       60.0       58.7
Old  :                 56.0       56.0       86.5       82.0       48.2       43.5       60.0       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                                                           Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 25 MWh                                                                     :
     :          :                                                                            :
All  :   229,501:         0      3,864          0    229,501    225,637    229,501    229,501:         0          0
Old  :   229,501:         0      3,864          0    229,501    225,637    229,501    229,501:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.7        0.0      100.0       98.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        1.7        0.0      100.0       98.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          0         16         14         16         15:
Old  :        22:         0          1          0         16         14         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.6       73.1       93.5       93.0       58.2       44.7       64.0       60.8
Old  :                 81.6       73.1       93.5       93.0       58.2       44.7       64.0       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                        Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    10,760:       300      1,780          0     10,065      8,970     10,365     10,750:       395         10
Old  :    10,760:       300      1,780          0     10,065      8,970     10,365     10,750:       395         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       320:         0        100          0        440        220        440        320:      -120          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       16.5        0.0       93.5       83.4       96.3       99.9:       3.7        0.1
Old  :     100.0:       2.8       16.5        0.0       93.5       83.4       96.3       99.9:       3.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          0         15         13         16         14:
Old  :        21:         1          1          0         15         13         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       73.2       81.6       93.6       46.2       60.7       59.4       72.5
Old  :                 67.5       73.2       81.6       93.6       46.2       60.7       59.4       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                           Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    10,900:       180      1,680        130     10,180      9,080     10,490     10,890:       410         10
Old  :    10,900:       180      1,680        130     10,180      9,080     10,490     10,890:       410         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       190:         0          0          0        310        190        310        190:      -120          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       15.4        1.2       93.4       83.3       96.2       99.9:       3.8        0.1
Old  :     100.0:       1.7       15.4        1.2       93.4       83.3       96.2       99.9:       3.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          1         15         13         16         15:
Old  :        21:         1          1          1         15         13         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       68.7       80.2       91.9       45.0       58.8       59.9       72.1
Old  :                 64.3       68.7       80.2       91.9       45.0       58.8       59.9       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                                                             Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Any Multiple of 800 800MWhs                                                :
     :          :                                                                            :
All  :   713,903:    73,632     24,634    129,847    509,232    559,042    712,711    713,523:     1,192        380
Old  :   713,903:    73,632     24,634    129,847    509,232    559,042    712,711    713,523:     1,192        380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    -9,454:    -6,969      1,524      1,305     -1,328    -11,665     -6,992     -8,835:    -2,462       -619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        3.5       18.2       71.3       78.3       99.8       99.9:       0.2        0.1
Old  :     100.0:      10.3        3.5       18.2       71.3       78.3       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          3          5         19         18         25         24:
Old  :        28:         4          3          5         19         18         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       51.7       83.5       83.8       24.8       29.5       31.4       33.2
Old  :                 64.0       51.7       83.5       83.8       24.8       29.5       31.4       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                   Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    15,005:        80          0          0     14,645     15,005     14,725     15,005:       280          0
Old  :    15,005:        80          0          0     14,645     15,005     14,725     15,005:       280          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :        25:         0          0          0         25         25         25         25:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.0        0.0       97.6      100.0       98.1      100.0:       1.9        0.0
Old  :     100.0:       0.5        0.0        0.0       97.6      100.0       98.1      100.0:       1.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          0         14         12         15         12:
Old  :        22:         1          0          0         14         12         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       84.3       90.3       97.3       60.6       84.3       81.9       91.5
Old  :                 68.4       84.3       90.3       97.3       60.6       84.3       81.9       91.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    18,310:       350         50         50     17,770     18,210     18,170     18,310:       140          0
Old  :    18,310:       350         50         50     17,770     18,210     18,170     18,310:       140          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -465:         0          0          0       -470       -465       -470       -465:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.3        0.3       97.1       99.5       99.2      100.0:       0.8        0.0
Old  :     100.0:       1.9        0.3        0.3       97.1       99.5       99.2      100.0:       0.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          1          1         18         16         21         18:
Old  :        28:         2          1          1         18         16         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       78.0       83.2       91.5       48.5       63.0       63.0       70.5
Old  :                 66.2       78.0       83.2       91.5       48.5       63.0       63.0       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                 Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    12,626:       375        100          0     12,007     12,526     12,382     12,626:       244          0
Old  :    12,626:       375        100          0     12,007     12,526     12,382     12,626:       244          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :         0:         0          0          0         -5          0         -5          0:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        0.8        0.0       95.1       99.2       98.1      100.0:       1.9        0.0
Old  :     100.0:       3.0        0.8        0.0       95.1       99.2       98.1      100.0:       1.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          0         16         15         19         16:
Old  :        25:         3          1          0         16         15         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       77.9       82.1       91.5       41.1       48.8       53.9       58.7
Old  :                 59.7       77.9       82.1       91.5       41.1       48.8       53.9       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                                                              Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    22,645:         0        550          0     22,200     22,035     22,200     22,585:       445         60
Old  :    22,645:         0        550          0     22,200     22,035     22,200     22,585:       445         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       -20:         0          0          0        -20        100        -20        100:         0       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.4        0.0       98.0       97.3       98.0       99.7:       2.0        0.3
Old  :     100.0:       0.0        2.4        0.0       98.0       97.3       98.0       99.7:       2.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          3          0         15         15         15         18:
Old  :        25:         0          3          0         15         15         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.6       83.6       94.4       92.6       74.6       83.4       89.9       90.8
Old  :                 76.6       83.6       94.4       92.6       74.6       83.4       89.9       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                       Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    16,705:         0        540         85     16,360     16,055     16,445     16,680:       260         25
Old  :    16,705:         0        540         85     16,360     16,055     16,445     16,680:       260         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       310:         0         60          0        300        250        300        310:        10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.2        0.5       97.9       96.1       98.4       99.9:       1.6        0.1
Old  :     100.0:       0.0        3.2        0.5       97.9       96.1       98.4       99.9:       1.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          3          1         15         10         16         13:
Old  :        22:         0          3          1         15         10         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.9       71.1       88.2       95.2       59.3       60.3       71.7       74.6
Old  :                 71.9       71.1       88.2       95.2       59.3       60.3       71.7       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    17,647:       455        370         30     16,882     17,222     17,367     17,622:       280         25
Old  :    17,647:       455        370         30     16,882     17,222     17,367     17,622:       280         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       260:       -10          0         10        250        250        250        260:        10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        2.1        0.2       95.7       97.6       98.4       99.9:       1.6        0.1
Old  :     100.0:       2.6        2.1        0.2       95.7       97.6       98.4       99.9:       1.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          1         15         10         16         13:
Old  :        22:         1          2          1         15         10         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       81.2       84.5       97.1       55.6       75.5       70.1       80.6
Old  :                 65.9       81.2       84.5       97.1       55.6       75.5       70.1       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   101,754:     2,895      2,065        140     98,704     99,444    101,739    101,649:        15        105
Old  :   101,754:     2,895      2,065        140     98,704     99,444    101,739    101,649:        15        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     2,301:       100        -10        -50      2,251      2,361      2,301      2,301:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        2.0        0.1       97.0       97.7      100.0       99.9:       0.0        0.1
Old  :     100.0:       2.8        2.0        0.1       97.0       97.7      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         4          5          3         38         33         44         39:
Old  :        51:         4          5          3         38         33         44         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       56.7       64.1       80.1       44.6       48.0       56.0       62.2
Old  :                 45.8       56.7       64.1       80.1       44.6       48.0       56.0       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   124,509:     3,587      6,625        608    120,314    117,171    124,509    124,404:         0        105
Old  :   124,509:     3,587      6,625        608    120,314    117,171    124,509    124,404:         0        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,668:       -28        665        -47      1,743      1,050      1,668      1,668:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        5.3        0.5       96.6       94.1      100.0       99.9:       0.0        0.1
Old  :     100.0:       2.9        5.3        0.5       96.6       94.1      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         4          7          5         44         37         52         45:
Old  :        58:         4          7          5         44         37         52         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       55.0       58.9       73.7       37.5       49.6       50.2       60.7
Old  :                 41.1       55.0       58.9       73.7       37.5       49.6       50.2       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                   Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   188,903:     9,500     19,032      9,739    169,616    160,075    188,855    188,846:        48         57
Old  :   188,903:     9,500     19,032      9,739    169,616    160,075    188,855    188,846:        48         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       307:       862     -1,752       -634         58      2,691        286        305:        21          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       10.1        5.2       89.8       84.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.0       10.1        5.2       89.8       84.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        11         11         10         44         51         60         67:
Old  :        78:        11         11         10         44         51         60         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       57.9       54.5       68.4       36.4       48.7       50.7       55.2
Old  :                 39.7       57.9       54.5       68.4       36.4       48.7       50.7       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV                                                 Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   126,746:     6,842      4,261      2,175    117,664    120,310    126,681    126,746:        65          0
Old  :   126,746:     6,842      4,261      2,175    117,664    120,310    126,681    126,746:        65          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -113:       300       -565         74       -487        378       -113       -113:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        3.4        1.7       92.8       94.9       99.9      100.0:       0.1        0.0
Old  :     100.0:       5.4        3.4        1.7       92.8       94.9       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3          7          5         41         35         47         44:
Old  :        53:         3          7          5         41         35         47         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       63.1       52.9       78.2       29.0       52.7       47.0       63.0
Old  :                 31.6       63.1       52.9       78.2       29.0       52.7       47.0       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    37,220:     1,820      1,075         80     35,310     36,065     37,210     37,220:        10          0
Old  :    37,220:     1,820      1,075         80     35,310     36,065     37,210     37,220:        10          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       590:        25        -25        -30        640        645        635        590:       -45          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        2.9        0.2       94.9       96.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.9        2.9        0.2       94.9       96.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          1          1         24         16         26         18:
Old  :        29:         2          1          1         24         16         26         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       90.1       76.8       97.6       56.9       84.1       74.5       88.5
Old  :                 58.4       90.1       76.8       97.6       56.9       84.1       74.5       88.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                               Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    33,005:       935        220         30     31,995     32,755     32,960     33,005:        45          0
Old  :    33,005:       935        220         30     31,995     32,755     32,960     33,005:        45          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       240:      -250          0          0        490        240        240        240:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        0.7        0.1       96.9       99.2       99.9      100.0:       0.1        0.0
Old  :     100.0:       2.8        0.7        0.1       96.9       99.2       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          2          1         24         15         26         17:
Old  :        28:         1          2          1         24         15         26         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       91.8       80.6       98.1       55.7       80.5       73.4       83.0
Old  :                 59.2       91.8       80.6       98.1       55.7       80.5       73.4       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV                                                 Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 mwh                                                                      :
     :          :                                                                            :
All  :    32,920:     1,250        200        250     31,271     32,460     32,771     32,910:       149         10
Old  :    32,920:     1,250        200        250     31,271     32,460     32,771     32,910:       149         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -135:         0          0          0       -135       -135       -135       -135:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        0.6        0.8       95.0       98.6       99.5      100.0:       0.5        0.0
Old  :     100.0:       3.8        0.6        0.8       95.0       98.6       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          1          1         31         28         34         30:
Old  :        40:         3          1          1         31         28         34         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       56.1       63.7       77.8       37.2       50.5       55.7       66.0
Old  :                 42.0       56.1       63.7       77.8       37.2       50.5       55.7       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                 Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 Mwh                                                                      :
     :          :                                                                            :
All  :    20,626:     1,050          0          0     19,576     20,506     20,626     20,506:         0        120
Old  :    20,626:     1,050          0          0     19,576     20,506     20,626     20,506:         0        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,155:         0          0          0      1,155      1,155      1,155      1,155:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        0.0        0.0       94.9       99.4      100.0       99.4:       0.0        0.6
Old  :     100.0:       5.1        0.0        0.0       94.9       99.4      100.0       99.4:       0.0        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          0          0         21         18         23         18:
Old  :        26:         2          0          0         21         18         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       54.4       66.0       84.0       34.4       45.2       49.7       60.1
Old  :                 43.9       54.4       66.0       84.0       34.4       45.2       49.7       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                 Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    27,534:     2,473      1,432        509     24,162     25,560     27,144     27,501:       390         33
Old  :    27,534:     2,473      1,432        509     24,162     25,560     27,144     27,501:       390         33
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     1,343:      -295       -600          0      1,642      1,943      1,347      1,343:        -4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        5.2        1.8       87.8       92.8       98.6       99.9:       1.4        0.1
Old  :     100.0:       9.0        5.2        1.8       87.8       92.8       98.6       99.9:       1.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         5          2          2         22         25         28         28:
Old  :        37:         5          2          2         22         25         28         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       52.1       69.1       73.7       39.0       45.3       56.8       64.9
Old  :                 42.9       52.1       69.1       73.7       39.0       45.3       56.8       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                 Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    20,197:     1,961          0         14     18,070     19,878     20,045     19,892:       152        305
Old  :    20,197:     1,961          0         14     18,070     19,878     20,045     19,892:       152        305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       -40:      -115          0        -95        170         40        -40        -55:         0         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        0.0        0.1       89.5       98.4       99.2       98.5:       0.8        1.5
Old  :     100.0:       9.7        0.0        0.1       89.5       98.4       99.2       98.5:       0.8        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          0          1         19         22         22         23:
Old  :        30:         3          0          1         19         22         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       50.7       70.8       73.0       42.1       50.7       61.4       68.8
Old  :                 45.2       50.7       70.8       73.0       42.1       50.7       61.4       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                 Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    39,930:     2,280      5,649        860     36,550     33,421     39,690     39,930:       240          0
Old  :    39,930:     2,280      5,649        860     36,550     33,421     39,690     39,930:       240          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       545:        65        560        240        224       -255        529        545:        16          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       14.1        2.2       91.5       83.7       99.4      100.0:       0.6        0.0
Old  :     100.0:       5.7       14.1        2.2       91.5       83.7       99.4      100.0:       0.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         2          4          5         29         25         34         31:
Old  :        43:         2          4          5         29         25         34         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       50.0       67.7       76.1       50.9       48.1       63.0       69.4
Old  :                 53.3       50.0       67.7       76.1       50.9       48.1       63.0       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                 Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    22,563:        30        590        163     22,130     21,800     22,323     22,553:       240         10
Old  :    22,563:        30        590        163     22,130     21,800     22,323     22,553:       240         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -334:      -153        132        -37        -99       -439       -289       -344:       -45         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        2.6        0.7       98.1       96.6       98.9      100.0:       1.1        0.0
Old  :     100.0:       0.1        2.6        0.7       98.1       96.6       98.9      100.0:       1.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         1          4          3         25         20         28         25:
Old  :        34:         1          4          3         25         20         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       52.6       72.8       75.7       49.7       44.4       61.2       65.1
Old  :                 54.4       52.6       72.8       75.7       49.7       44.4       61.2       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                 Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    24,936:       160      1,669        219     24,300     23,018     24,679     24,906:       257         30
Old  :    24,936:       160      1,669        219     24,300     23,018     24,679     24,906:       257         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       296:        60        247       -130        366        169        296        286:         0         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        6.7        0.9       97.4       92.3       99.0       99.9:       1.0        0.1
Old  :     100.0:       0.6        6.7        0.9       97.4       92.3       99.0       99.9:       1.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          3          1         21         16         24         19:
Old  :        29:         2          3          1         21         16         24         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       62.2       80.7       81.2       55.3       56.9       75.1       73.3
Old  :                 55.3       62.2       80.7       81.2       55.3       56.9       75.1       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                 Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    14,920:         0        100          0     14,459     14,593     14,459     14,693:       461        227
Old  :    14,920:         0        100          0     14,459     14,593     14,459     14,693:       461        227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       995:      -174          0          0      1,000        995        826        995:       169          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.7        0.0       96.9       97.8       96.9       98.5:       3.1        1.5
Old  :     100.0:       0.0        0.7        0.0       96.9       97.8       96.9       98.5:       3.1        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          0         19         14         19         16:
Old  :        24:         0          2          0         19         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       76.8       83.0       91.8       59.3       74.6       80.5       88.0
Old  :                 59.3       76.8       83.0       91.8       59.3       74.6       80.5       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV                                                  Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    36,457:       235        650          0     35,903     35,777     36,138     36,427:       319         30
Old  :    36,457:       235        650          0     35,903     35,777     36,138     36,427:       319         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       433:         0          0          0        433        433        433        433:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        1.8        0.0       98.5       98.1       99.1       99.9:       0.9        0.1
Old  :     100.0:       0.6        1.8        0.0       98.5       98.1       99.1       99.9:       0.9        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         2          2          0         31         26         33         28:
Old  :        39:         2          2          0         31         26         33         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       53.1       62.1       75.1       32.9       49.2       55.3       66.3
Old  :                 37.6       53.1       62.1       75.1       32.9       49.2       55.3       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                 Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    16,738:       465        100         44     16,209     16,594     16,718     16,738:        20          0
Old  :    16,738:       465        100         44     16,209     16,594     16,718     16,738:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :       335:         0          0          0        335        335        335        335:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        0.6        0.3       96.8       99.1       99.9      100.0:       0.1        0.0
Old  :     100.0:       2.8        0.6        0.3       96.8       99.1       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          1         23         21         24         23:
Old  :        28:         1          1          1         23         21         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       79.4       63.5       92.1       40.0       69.3       56.8       73.7
Old  :                 43.5       79.4       63.5       92.1       40.0       69.3       56.8       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV                                                  Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    14,249:       753          0         21     13,465     14,208     14,239     14,229:        10         20
Old  :    14,249:       753          0         21     13,465     14,208     14,239     14,229:        10         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -295:      -300          0         15        -10       -310       -295       -295:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        0.0        0.1       94.5       99.7       99.9       99.9:       0.1        0.1
Old  :     100.0:       5.3        0.0        0.1       94.5       99.7       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          0          1         22         19         23         20:
Old  :        25:         1          0          1         22         19         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       77.6       67.8       91.4       35.4       57.3       55.6       67.4
Old  :                 42.2       77.6       67.8       91.4       35.4       57.3       55.6       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 25, 2016