CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,546 COMMITMENTS 1,779 606 225 4,522 5,714 6,526 6,545 20 1 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 24) -1 0 0 25 24 24 24 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 9.3 3.4 69.1 87.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 3 1 9 7 16 11 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 36,977 COMMITMENTS 15,541 4,311 7,766 13,601 24,901 36,907 36,977 70 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 269) -683 303 -447 1,467 414 337 269 -68 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 11.7 21.0 36.8 67.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 8 8 11 12 29 23 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,275 COMMITMENTS 17,900 29,145 650 15,725 4,480 34,275 34,275 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 500) 400 1,400 0 100 -900 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.2 85.0 1.9 45.9 13.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 8 3 9 4 17 13 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 22,895 COMMITMENTS 5,040 17,985 1,720 16,115 3,150 22,875 22,855 20 40 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 975) 350 1,150 -75 700 -100 975 975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 78.6 7.5 70.4 13.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 9 4 9 3 19 12 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 31,070 COMMITMENTS 3,448 1,034 3,842 23,780 26,194 31,070 31,070 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 670) 105 -123 42 523 750 670 670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 3.3 12.4 76.5 84.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 3 6 10 8 19 16 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 65,051 COMMITMENTS 8,767 4,277 5,609 50,655 55,125 65,031 65,011 20 40 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,114) 1,176 1,241 -753 691 626 1,114 1,114 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 6.6 8.6 77.9 84.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 8 8 18 15 28 27 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 15,560 COMMITMENTS 6,075 8,660 650 8,825 6,250 15,550 15,560 10 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) -1,000 0 0 1,000 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 55.7 4.2 56.7 40.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 7 2 6 5 15 12 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,801 COMMITMENTS 6,817 5,370 320 8,643 10,111 15,781 15,801 20 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -46) -163 0 0 358 -46 195 -46 -241 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 34.0 2.0 54.7 64.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 3 1 8 8 16 12 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 17,257 COMMITMENTS 7,007 6,800 600 9,650 9,857 17,257 17,257 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -18) -18 0 0 0 -18 -18 -18 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 39.4 3.5 55.9 57.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 4 2 9 5 18 10 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,591,717 COMMITMENTS 961,250 108,845 562,381 3017127 3895083 4540758 4566309 50,959 25,408 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,691) 59,041 12,739 -62,812 35,623 79,293 31,852 29,220 -30,161 -27,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 2.4 12.2 65.7 84.8 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 59 19 61 137 123 211 188 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,565,344 COMMITMENTS 63,594 17,375 646,342 850,750 899,349 1560686 1563067 4,657 2,277 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 71,403) 2,423 1,956 36,541 31,797 32,361 70,760 70,858 643 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 1.1 41.3 54.3 57.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 31 12 37 51 56 92 95 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,574 COMMITMENTS 17,333 1,606 1,857 187,420 220,090 206,610 223,553 22,964 6,021 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 5,630) -880 373 -238 4,704 4,336 3,586 4,471 2,044 1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.7 0.8 81.6 95.9 90.0 97.4 10.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 2 5 33 30 42 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,278 COMMITMENTS 1,262 3,927 3,658 112,773 109,259 117,693 116,844 4,585 5,434 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 892) 292 -126 1,058 -292 642 1,058 1,574 -166 -682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.2 3.0 92.2 89.4 96.3 95.6 3.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 5 22 29 28 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,220 COMMITMENTS 4,734 608 1,779 155,279 165,795 161,792 168,182 14,428 8,038 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 310) -799 0 56 2,214 486 1,471 542 -1,161 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.3 1.0 88.1 94.1 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 3 29 34 33 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 789,109 COMMITMENTS 2,380 1,255 3,987 772,210 779,512 778,577 784,754 10,532 4,355 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 23,029) 1,393 275 85 20,981 23,033 22,459 23,393 570 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.2 0.5 97.9 98.8 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 2 2 54 38 58 40 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,749 COMMITMENTS 248 6,099 561 337,320 330,929 338,129 337,589 5,620 6,160 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 9,205) 0 -428 246 8,674 9,594 8,920 9,412 285 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.8 0.2 98.1 96.3 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 1 3 2 40 47 43 50 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,366 COMMITMENTS 121 2,176 920 235,480 240,348 236,521 243,444 8,845 1,922 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,024) 121 -191 125 623 849 869 783 155 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.4 96.0 98.0 96.4 99.2 3.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 2 3 42 41 45 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,153 COMMITMENTS 1,229 663 1,514 77,719 73,478 80,462 75,655 3,691 8,498 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 667) -90 663 -300 1,043 414 653 777 14 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.8 1.8 92.4 87.3 95.6 89.9 4.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 20 21 22 23 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,831 COMMITMENTS 0 12,454 1,763 99,141 89,302 100,904 103,519 4,927 2,312 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 769) -560 -408 -126 867 1,305 181 771 588 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.8 1.7 93.7 84.4 95.3 97.8 4.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 6 4 29 28 33 34 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,397 COMMITMENTS 0 4,012 636 83,948 84,254 84,584 88,902 8,813 4,495 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,952) -191 1,143 -174 4,838 3,229 4,473 4,198 -1,521 -1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.7 89.9 90.2 90.6 95.2 9.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 21 21 22 23 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 137,470 COMMITMENTS 0 0 0 131,994 132,937 131,994 132,937 5,476 4,533 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,662) 0 0 0 2,435 3,401 2,435 3,401 -773 -1,739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.0 96.7 96.0 96.7 4.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 28 28 28 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,802 COMMITMENTS 0 0 0 49,505 52,846 49,505 52,846 7,297 3,956 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 107) 0 0 0 256 76 256 76 -149 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.2 93.0 87.2 93.0 12.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 17 14 17 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 393,447 COMMITMENTS 5,201 4,338 4,290 376,822 376,585 386,313 385,213 7,134 8,234 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 16,299) 1,857 -4,176 1,501 12,888 20,920 16,246 18,245 53 -1,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.1 1.1 95.8 95.7 98.2 97.9 1.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 5 3 3 51 43 57 48 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,944 COMMITMENTS 842 1,835 657 61,290 64,664 62,789 67,156 9,155 4,788 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 616) 0 -37 -147 308 248 161 64 455 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.6 0.9 85.2 89.9 87.3 93.3 12.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 3 17 17 20 20 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,739 COMMITMENTS 3,499 1,575 1,027 54,143 56,541 58,669 59,143 5,070 4,596 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 820) -364 155 0 460 -191 96 -36 724 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 2.5 1.6 84.9 88.7 92.0 92.8 8.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 17 17 20 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,674 COMMITMENTS 2,542 1,240 0 38,207 39,303 40,749 40,543 925 1,131 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 9,240) 1,736 248 0 7,318 9,848 9,054 10,096 186 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 3.0 0.0 91.7 94.3 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 17 19 19 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,971 COMMITMENTS 17,308 9,220 0 62,207 70,511 79,515 79,731 456 240 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 9,240) 1,736 248 0 7,624 9,178 9,360 9,426 -120 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 11.5 0.0 77.8 88.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 7 0 31 30 36 37 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,836 COMMITMENTS 0 780 0 34,776 31,748 34,776 32,528 60 2,308 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,012) 0 0 0 1,012 1,012 1,012 1,012 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 99.8 91.1 99.8 93.4 0.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 16 21 16 22 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 214,716 COMMITMENTS 0 143 973 208,575 201,471 209,548 202,587 5,168 12,129 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 603) 0 -155 145 0 -1,623 145 -1,633 458 2,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.5 97.1 93.8 97.6 94.4 2.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 1 33 30 34 31 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 24,945 COMMITMENTS 0 337 0 23,280 19,918 23,280 20,255 1,665 4,690 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 93.3 79.8 93.3 81.2 6.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 11 13 12 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,168 COMMITMENTS 574 2,000 887 37,694 36,912 39,155 39,799 5,013 4,369 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 180) -527 -93 527 150 462 150 896 30 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 4.5 2.0 85.3 83.6 88.7 90.1 11.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 17 19 19 21 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,354 COMMITMENTS 0 167 1,993 75,034 75,013 77,027 77,173 6,327 6,181 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -160) 0 -2,190 1,040 -3,105 714 -2,065 -436 1,905 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 2.4 90.0 90.0 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 21 26 22 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,871 COMMITMENTS 8,055 0 640 107,499 114,702 116,194 115,342 5,677 6,529 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,937) -93 0 62 2,370 2,745 2,339 2,807 598 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.0 0.5 88.2 94.1 95.3 94.6 4.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 2 20 18 23 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,358 COMMITMENTS 0 0 0 87,647 90,539 87,647 90,539 5,711 2,819 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 662) 0 0 0 662 173 662 173 0 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.9 97.0 93.9 97.0 6.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 16 19 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,092 COMMITMENTS 1,424 0 217 92,078 97,302 93,719 97,519 5,373 1,573 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,013) 661 0 217 104 1,254 982 1,471 31 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.2 92.9 98.2 94.6 98.4 5.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 21 19 23 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,419 COMMITMENTS 2,914 434 849 88,718 94,857 92,481 96,140 14,938 11,279 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,085) 306 -434 -168 3,195 2,468 3,333 1,866 -1,248 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.4 0.8 82.6 88.3 86.1 89.5 13.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 27 26 29 29 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,643 COMMITMENTS 4,666 0 0 30,797 35,798 35,463 35,798 1,180 845 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,170) 1,334 0 0 1,016 2,170 2,350 2,170 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 0.0 0.0 84.0 97.7 96.8 97.7 3.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 0 17 16 21 16 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 38,199 COMMITMENTS 330 0 0 36,989 38,017 37,319 38,017 880 182 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -6) 0 0 0 -6 -6 -6 -6 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 96.8 99.5 97.7 99.5 2.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 18 13 19 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 180,406 COMMITMENTS 7,419 6,036 1,458 163,689 167,493 172,566 174,987 7,840 5,419 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,198) -636 571 -436 3,100 3,307 2,028 3,442 1,170 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 3.3 0.8 90.7 92.8 95.7 97.0 4.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 6 5 43 35 48 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 103,828 COMMITMENTS 3,174 0 0 93,453 97,029 96,627 97,029 7,201 6,799 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -463) 151 0 0 -584 -585 -433 -585 -30 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 0.0 90.0 93.5 93.1 93.5 6.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 20 21 21 21 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 83,950 COMMITMENTS 0 0 0 77,772 78,822 77,772 78,822 6,178 5,128 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 310) 0 0 0 294 310 294 310 16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.6 93.9 92.6 93.9 7.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 19 20 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 66,334 COMMITMENTS 0 513 31 60,070 60,112 60,101 60,656 6,233 5,678 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 489) -242 513 -239 726 305 245 579 244 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 90.6 90.6 90.6 91.4 9.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 21 17 22 18 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 118,040 COMMITMENTS 6,087 0 0 102,149 116,993 108,236 116,993 9,804 1,047 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 5,357) 0 0 0 5,645 5,724 5,645 5,724 -288 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.0 0.0 86.5 99.1 91.7 99.1 8.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 25 17 27 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 159,524 COMMITMENTS 31,700 10,164 12,835 114,337 135,746 158,872 158,745 652 779 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,419) 822 903 -145 679 617 1,356 1,376 63 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 6.4 8.0 71.7 85.1 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 13 20 45 47 68 70 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,540 COMMITMENTS 2,281 401 936 40,323 42,203 43,540 43,540 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,318) 662 10 -10 667 1,318 1,318 1,318 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.9 2.1 92.6 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 23 22 27 26 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 344,785 COMMITMENTS 5,424 11,736 320 339,041 332,729 344,785 344,785 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 11,807) 3,808 6,664 0 7,999 5,143 11,807 11,807 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 3.4 0.1 98.3 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 22 20 25 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,539,502 COMMITMENTS 30,087 78,653 68,295 1441120 1392554 1539502 1539502 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 5,066) 464 -4,966 2,361 2,241 7,671 5,066 5,066 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 5.1 4.4 93.6 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 7 4 38 40 46 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,873 COMMITMENTS 4,825 4,272 3,436 56,612 57,166 64,873 64,873 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -7,522) 718 -902 -193 -8,047 -6,265 -7,522 -7,360 0 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 6.6 5.3 87.3 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 5 7 27 22 38 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 287,631 COMMITMENTS 1,280 8 320 286,031 287,303 287,631 287,631 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -28,266) -1,248 0 0 -27,018 -25,770 -28,266 -25,770 0 -2,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.1 99.4 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 16 17 18 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 447,162 COMMITMENTS 4,241 2,248 8,632 434,289 436,282 447,162 447,162 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 18,509) 0 0 0 18,509 18,509 18,509 18,509 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.5 1.9 97.1 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 1 29 26 32 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 31,955 COMMITMENTS 751 42 464 30,069 30,904 31,284 31,410 671 545 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 484) 22 0 -255 696 718 463 463 21 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.1 1.5 94.1 96.7 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 1 2 23 24 29 27 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,795 COMMITMENTS 140 0 0 52,332 52,775 52,472 52,775 323 20 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,510) 0 0 0 1,570 1,510 1,570 1,510 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.1 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 30 29 31 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,499 COMMITMENTS 40 25 0 74,118 74,355 74,158 74,380 341 119 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,675) 0 0 0 1,735 1,675 1,735 1,675 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 0 33 30 34 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,032 COMMITMENTS 200 1,075 0 25,262 24,837 25,462 25,912 570 120 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,369) -325 -100 0 -1,030 -1,269 -1,355 -1,369 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 4.1 0.0 97.0 95.4 97.8 99.5 2.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 19 15 20 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 291,576 COMMITMENTS 11,944 0 384 279,248 291,192 291,576 291,576 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -8,736) 0 0 0 -8,736 -8,736 -8,736 -8,736 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.1 95.8 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 25 19 27 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,815 COMMITMENTS 1,471 1,120 171 6,152 6,482 7,794 7,773 21 42 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,808) -69 -736 -69 -1,667 -1,024 -1,805 -1,829 -3 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 14.3 2.2 78.7 82.9 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 2 17 15 22 17 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,665 COMMITMENTS 3,150 0 0 5,395 8,485 8,545 8,485 120 180 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,675) -600 0 0 -1,075 -1,675 -1,675 -1,675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 0.0 0.0 62.3 97.9 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 10 15 14 15 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,205 COMMITMENTS 1,275 350 480 8,870 10,195 10,625 11,025 580 180 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,120) 0 50 0 1,120 1,070 1,120 1,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 3.1 4.3 79.2 91.0 94.8 98.4 5.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 12 13 14 17 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,119 COMMITMENTS 350 1,475 0 34,239 33,524 34,589 34,999 530 120 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -2,551) -100 -150 0 -2,911 -2,401 -3,011 -2,551 460 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 4.2 0.0 97.5 95.5 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 0 22 19 24 22 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,536 COMMITMENTS 685 150 0 23,576 24,271 24,261 24,421 275 115 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -973) -25 75 0 -983 -1,063 -1,008 -988 35 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.6 0.0 96.1 98.9 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 23 23 25 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,560 COMMITMENTS 0 1,026 168 19,923 18,710 20,091 19,904 469 656 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,379) -115 -100 -46 -1,129 -1,311 -1,290 -1,457 -89 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 0.8 96.9 91.0 97.7 96.8 2.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 1 23 20 24 24 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,322 COMMITMENTS 1,071 2,471 1,722 49,529 48,002 52,322 52,195 0 127 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -2,819) -260 411 -55 -1,957 -3,177 -2,272 -2,821 -547 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 4.7 3.3 94.7 91.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 3 33 27 37 31 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 67,376 COMMITMENTS 1,693 10,880 1,024 64,617 55,472 67,334 67,376 42 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -4,042) -96 -512 -75 -3,492 -3,335 -3,663 -3,922 -379 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 16.1 1.5 95.9 82.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 7 5 35 32 43 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,205 COMMITMENTS 665 0 0 46,520 47,205 47,185 47,205 20 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 245) 0 0 0 245 245 245 245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 27 11 28 11 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,170 COMMITMENTS 1,165 0 0 51,985 53,170 53,150 53,170 20 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 295) 0 0 0 295 295 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 26 16 27 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 309,493 COMMITMENTS 51,597 15,105 4,665 253,231 289,723 309,493 309,493 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -31,349) -2,421 -2,256 -1,155 -23,637 -26,058 -27,213 -29,469 -4,136 -1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 4.9 1.5 81.8 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 2 27 29 30 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,339 COMMITMENTS 3,357 1,875 1,671 20,228 21,688 25,256 25,233 83 106 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,875) 363 -402 -83 -1,695 -1,211 -1,415 -1,696 -460 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 7.4 6.6 79.8 85.6 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 5 7 23 30 30 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 33,439 COMMITMENTS 2,169 179 50 31,220 33,210 33,439 33,439 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 190) 181 -159 24 -15 325 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.5 0.1 93.4 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 4 2 14 14 19 19 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 277,598 COMMITMENTS 760 20,385 0 276,838 257,213 277,598 277,598 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,576) 0 0 0 1,576 1,576 1,576 1,576 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 7.3 0.0 99.7 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 0 20 17 21 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 19,361 COMMITMENTS 252 1,018 0 19,005 17,880 19,257 18,898 104 463 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -83) 0 0 0 -83 -42 -83 -42 0 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 5.3 0.0 98.2 92.4 99.5 97.6 0.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 18 19 19 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,595 COMMITMENTS 1,193 0 617 9,513 9,881 11,323 10,498 272 1,097 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 633) 0 0 0 633 633 633 633 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 0.0 5.3 82.0 85.2 97.7 90.5 2.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 2 18 18 22 20 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 128,488 COMMITMENTS 6,242 1,658 1,944 119,918 124,502 128,104 128,104 384 384 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,167) 1,961 0 0 -3,128 -1,167 -1,167 -1,167 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 1.3 1.5 93.3 96.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 16 14 20 16 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,308 COMMITMENTS 230 1,874 319 16,508 14,588 17,057 16,781 251 527 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 260) 0 -21 0 260 260 260 239 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 10.8 1.8 95.4 84.3 98.5 97.0 1.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 4 3 21 26 24 32 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 188,075 COMMITMENTS 768 9,318 408 186,899 178,349 188,075 188,075 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 5,826) 0 0 0 5,826 5,826 5,826 5,826 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 5.0 0.2 99.4 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 19 21 21 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,640 COMMITMENTS 0 325 200 10,380 10,095 10,580 10,620 60 20 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 1.9 97.6 94.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 18 13 19 16 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 28,015 COMMITMENTS 1,931 610 1,282 24,802 26,123 28,015 28,015 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 381) 381 0 -27 27 408 381 381 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 2.2 4.6 88.5 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 19 17 21 21 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 237,370 COMMITMENTS 0 4,184 0 237,370 233,186 237,370 237,370 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,952) 0 0 0 1,952 1,952 1,952 1,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.0 100.0 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 17 15 18 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,650 COMMITMENTS 400 1,580 0 9,690 9,050 10,090 10,630 560 20 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 14.8 0.0 91.0 85.0 94.7 99.8 5.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 13 14 14 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,030 COMMITMENTS 205 1,580 155 10,210 9,265 10,570 11,000 460 30 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 14.3 1.4 92.6 84.0 95.8 99.7 4.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 14 16 16 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 723,131 COMMITMENTS 53,678 24,461 132,880 535,277 565,790 721,836 723,131 1,295 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -19,179) -17,348 506 3,992 -6,106 -23,677 -19,461 -19,179 283 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 3.4 18.4 74.0 78.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 6 20 19 28 26 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,115 COMMITMENTS 0 0 0 15,840 16,095 15,840 16,095 275 20 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.3 99.9 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 13 15 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,871 COMMITMENTS 200 0 50 19,501 19,821 19,751 19,871 120 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 825) 0 0 0 825 825 825 825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.3 98.1 99.7 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 18 18 20 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,824 COMMITMENTS 150 50 0 13,407 13,774 13,557 13,824 267 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 545) 0 0 0 545 545 545 545 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.4 0.0 97.0 99.6 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 16 17 18 18 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,730 COMMITMENTS 0 400 0 19,270 19,100 19,270 19,500 460 230 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 60) 0 0 0 0 0 0 0 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 97.7 96.8 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 14 14 14 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,440 COMMITMENTS 0 215 75 17,100 17,110 17,175 17,400 265 40 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 300) 0 75 0 300 225 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.4 98.1 98.1 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 15 11 16 13 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,587 COMMITMENTS 435 75 40 17,837 18,432 18,312 18,547 275 40 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 75 0 0 -75 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.4 0.2 96.0 99.2 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 10 16 12 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 96,808 COMMITMENTS 3,640 1,370 170 92,998 95,133 96,808 96,673 0 135 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -550) 75 -75 0 -625 -475 -550 -550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 1.4 0.2 96.1 98.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 2 38 35 44 38 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 111,789 COMMITMENTS 3,305 3,065 1,345 107,124 107,234 111,774 111,644 15 145 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -160) 75 545 -20 -215 -685 -160 -160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 2.7 1.2 95.8 95.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 7 5 44 37 51 45 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 180,609 COMMITMENTS 11,300 17,693 10,485 158,736 152,377 180,521 180,555 88 54 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 6,365) 1,496 1,304 -488 5,337 5,547 6,345 6,363 20 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 9.8 5.8 87.9 84.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 9 12 12 44 47 59 65 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 124,334 COMMITMENTS 7,207 4,038 2,793 114,271 117,503 124,271 124,334 63 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,415) 1,140 -19 636 1,639 2,798 3,415 3,415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 3.2 2.2 91.9 94.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 5 4 39 34 44 41 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,205 COMMITMENTS 1,610 950 165 33,420 34,090 35,195 35,205 10 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 210) -75 0 0 285 210 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 2.7 0.5 94.9 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 24 14 26 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,880 COMMITMENTS 1,010 220 130 29,740 30,530 30,880 30,880 0 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -60) -75 0 0 15 -60 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.7 0.4 96.3 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 25 13 27 16 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 34,495 COMMITMENTS 1,200 0 250 32,661 34,170 34,111 34,420 384 75 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 635) 0 0 0 425 725 425 725 210 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.7 94.7 99.1 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 29 28 31 29 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 15,271 COMMITMENTS 525 0 0 14,746 15,151 15,271 15,151 0 120 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -530) 0 0 0 -530 -520 -530 -520 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 0.0 96.6 99.2 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 21 18 23 18 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,588 COMMITMENTS 2,409 2,269 421 23,598 23,898 26,428 26,588 160 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 165) 75 0 0 -25 200 50 200 115 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 8.5 1.6 88.8 89.9 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 2 2 27 25 33 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,899 COMMITMENTS 1,616 0 53 19,015 20,526 20,684 20,579 215 320 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,175) 150 0 0 1,025 1,175 1,175 1,175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.0 0.3 91.0 98.2 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 21 23 24 25 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,309 COMMITMENTS 1,392 3,485 1,265 32,328 30,547 34,985 35,297 324 12 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 666) 80 240 -41 617 467 656 666 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 9.9 3.6 91.6 86.5 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 4 5 27 26 33 31 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,321 COMMITMENTS 160 35 30 21,693 22,256 21,883 22,321 438 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,280) 0 0 0 1,280 1,280 1,280 1,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.2 0.1 97.2 99.7 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 27 21 28 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,325 COMMITMENTS 0 2,363 196 24,009 21,766 24,205 24,325 120 0 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.7 0.8 98.7 89.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 22 16 23 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,324 COMMITMENTS 129 200 0 14,639 15,032 14,768 15,232 556 92 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.3 0.0 95.5 98.1 96.4 99.4 3.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 19 16 20 18 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,588 COMMITMENTS 100 500 0 36,154 36,033 36,254 36,533 334 55 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 70) 0 0 -300 370 370 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.4 0.0 98.8 98.5 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 29 27 30 29 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 15,959 COMMITMENTS 436 150 18 14,805 15,644 15,259 15,812 700 147 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 615) 0 0 0 615 615 615 615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.9 0.1 92.8 98.0 95.6 99.1 4.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 17 21 19 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,289 COMMITMENTS 941 0 18 12,310 13,247 13,269 13,265 20 24 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 615) 0 0 0 615 615 615 615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.0 0.1 92.6 99.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 23 19 24 20
Updated September 16, 2016