CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,553 COMMITMENTS 1,701 606 225 4,597 5,711 6,523 6,542 30 11 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 7) -78 0 0 75 -3 -3 -3 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 9.2 3.4 70.1 87.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 1 9 7 15 11 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 37,737 COMMITMENTS 15,956 4,209 7,883 13,824 25,645 37,662 37,737 75 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 709) 300 -104 137 272 676 709 709 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 11.2 20.9 36.6 68.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 8 9 11 12 29 24 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,935 COMMITMENTS 17,910 29,189 950 16,075 4,796 34,935 34,935 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 135) -640 19 300 475 -184 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.3 83.6 2.7 46.0 13.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 8 3 10 4 18 13 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 24,445 COMMITMENTS 5,390 18,735 1,720 17,315 3,950 24,425 24,405 20 40 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 150) 0 150 0 150 0 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 76.6 7.0 70.8 16.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 10 4 9 3 18 13 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 30,316 COMMITMENTS 3,519 1,022 3,504 23,292 25,790 30,316 30,316 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -573) 6 -9 -260 -319 -304 -573 -573 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 3.4 11.6 76.8 85.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 4 5 10 8 19 16 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 65,705 COMMITMENTS 8,927 4,396 6,094 50,664 55,175 65,685 65,665 20 40 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 460) 74 150 451 -66 -142 460 460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 6.7 9.3 77.1 84.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 7 8 18 15 29 26 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 16,110 COMMITMENTS 6,625 7,810 400 9,075 7,900 16,100 16,110 10 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0) 0 -800 0 0 800 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 48.5 2.5 56.3 49.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 5 1 6 5 16 10 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 16,714 COMMITMENTS 9,120 6,320 170 7,404 10,224 16,694 16,714 20 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 435) 1,821 950 -150 -1,236 -365 435 435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.6 37.8 1.0 44.3 61.2 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 17,171 COMMITMENTS 7,121 6,820 600 9,450 9,751 17,171 17,171 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 64) 164 -50 0 -100 114 64 64 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 39.7 3.5 55.0 56.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 5 2 9 5 17 11 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,899,438 COMMITMENTS 1082395 107,230 586,813 3142766 4142792 4811974 4836835 87,464 62,603 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 144,724) 82,101 8,127 6,621 34,978 105,628 123,700 120,376 21,024 24,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 2.2 12.0 64.1 84.6 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 63 18 64 146 129 221 200 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,393,967 COMMITMENTS 70,070 19,079 557,589 758,211 798,185 1385870 1374852 8,097 19,114 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -270,356) 1,705 932 -139,454 -135,233 -147,855 -272,982 -286,377 2,627 16,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 1.4 40.0 54.4 57.3 99.4 98.6 0.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 30 13 33 51 55 92 90 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,312 COMMITMENTS 18,820 710 2,010 191,562 221,237 212,392 223,957 17,920 6,355 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,589) 2,196 -552 245 1,868 4,152 4,309 3,845 -720 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.3 0.9 83.2 96.1 92.2 97.2 7.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 1 5 35 29 45 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,394 COMMITMENTS 2,444 2,997 3,470 111,811 112,221 117,725 118,688 5,669 4,706 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,079) 628 -589 -386 -400 1,935 -158 960 1,237 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.4 2.8 90.6 90.9 95.4 96.2 4.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 4 23 30 28 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,767 COMMITMENTS 5,615 2,498 1,320 155,012 166,065 161,947 169,883 14,820 6,884 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,885) 1,217 393 -411 1,480 2,665 2,286 2,647 599 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.4 0.7 87.7 93.9 91.6 96.1 8.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 3 31 37 35 42 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 837,629 COMMITMENTS 2,628 1,252 4,897 820,033 827,648 827,558 833,797 10,071 3,832 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 26,761) 93 57 551 26,274 26,221 26,918 26,829 -157 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.1 0.6 97.9 98.8 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 3 3 56 38 61 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,755 COMMITMENTS 2,517 6,161 973 342,951 339,238 346,441 346,372 5,314 5,383 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,428) 1,526 1,573 760 1,460 2,961 3,746 5,294 -318 -1,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.8 0.3 97.5 96.4 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 3 3 3 40 47 45 51 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,776 COMMITMENTS 217 2,695 2,585 250,079 253,138 252,881 258,418 6,895 1,358 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 11,505) 144 -735 1,270 12,423 11,286 13,837 11,821 -2,332 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.0 1.0 96.3 97.4 97.3 99.5 2.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 4 5 43 44 49 49 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,923 COMMITMENTS 0 3,492 1,281 95,395 90,103 96,676 94,876 4,247 6,047 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 9,713) -582 1,798 -33 10,073 7,800 9,458 9,565 255 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 1.3 94.5 89.3 95.8 94.0 4.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 4 2 26 23 28 27 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,213 COMMITMENTS 0 14,844 1,645 104,809 93,872 106,454 110,361 5,759 1,852 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,928) 0 570 -176 1,941 2,870 1,765 3,264 1,163 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.2 1.5 93.4 83.7 94.9 98.3 5.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 6 5 29 28 34 34 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,674 COMMITMENTS 0 0 0 19,446 20,758 19,446 20,758 2,228 916 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.7 95.8 89.7 95.8 10.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 13 13 13 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,190 COMMITMENTS 0 5,238 849 97,651 95,895 98,500 101,982 8,690 5,208 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,988) -493 1,691 43 7,809 4,600 7,359 6,334 -371 654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.8 91.1 89.5 91.9 95.1 8.1 4.9 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 142,589 COMMITMENTS 0 0 0 136,761 136,992 136,761 136,992 5,828 5,597 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,999) 0 0 0 3,678 3,206 3,678 3,206 321 793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.9 96.1 95.9 96.1 4.1 3.9 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 60,439 COMMITMENTS 0 0 0 53,179 55,929 53,179 55,929 7,260 4,510 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,853) 0 0 0 1,279 1,841 1,279 1,841 574 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.0 92.5 88.0 92.5 12.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 15 21 15 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,076 COMMITMENTS 1,680 0 0 12,048 15,067 13,728 15,067 2,348 1,009 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 0.0 0.0 74.9 93.7 85.4 93.7 14.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 11 12 12 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 410,938 COMMITMENTS 4,919 6,330 4,598 393,956 390,350 403,473 401,278 7,465 9,660 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 5,239) -1,125 1,934 -471 6,971 3,233 5,375 4,696 -136 543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.5 1.1 95.9 95.0 98.2 97.6 1.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 3 4 4 50 45 55 51 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,463 COMMITMENTS 842 3,873 854 65,316 65,439 67,012 70,166 8,451 5,297 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,451) 0 2,482 -486 2,756 819 2,270 2,815 181 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 5.1 1.1 86.6 86.7 88.8 93.0 11.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 3 20 18 23 22 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,538 COMMITMENTS 210 0 0 14,935 15,842 15,145 15,842 2,393 1,696 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 85.2 90.3 86.4 90.3 13.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 12 12 12 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,207 COMMITMENTS 3,029 55 1,553 55,801 59,284 60,383 60,892 4,824 4,315 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 679) -835 -1,582 627 767 1,487 559 532 120 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.1 2.4 85.6 90.9 92.6 93.4 7.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 18 18 21 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,703 COMMITMENTS 7,223 9,579 0 59,214 56,671 66,437 66,250 1,266 1,453 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 25,130) 2,139 8,339 0 22,681 16,469 24,820 24,808 310 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 14.1 0.0 87.5 83.7 98.1 97.9 1.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 6 0 28 24 33 30 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,058 COMMITMENTS 21,989 17,745 0 81,147 85,360 103,136 103,105 922 953 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 22,847) 2,139 8,525 0 20,335 13,609 22,474 22,134 373 713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 17.1 0.0 78.0 82.0 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 7 10 0 37 34 44 44 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,969 COMMITMENTS 0 780 0 46,878 43,509 46,878 44,289 91 2,680 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,455) 0 0 0 6,424 5,933 6,424 5,933 31 522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 99.8 92.6 99.8 94.3 0.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 20 24 20 25 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 226,776 COMMITMENTS 0 555 940 220,080 213,607 221,020 215,102 5,756 11,674 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 5,346) 0 364 -152 4,910 5,558 4,758 5,770 588 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.4 97.0 94.2 97.5 94.9 2.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 27,985 COMMITMENTS 0 523 0 25,886 22,831 25,886 23,354 2,099 4,631 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,614) 0 -155 0 1,180 1,707 1,180 1,552 434 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 92.5 81.6 92.5 83.5 7.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 13 17 14 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,746 COMMITMENTS 2,232 0 0 38,089 40,478 40,321 40,478 6,425 6,268 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,563) 1,317 -2,000 -546 -590 2,364 181 -182 1,382 1,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.0 0.0 81.5 86.6 86.3 86.6 13.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 19 16 19 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,821 COMMITMENTS 33 1,967 3,020 77,443 75,442 80,496 80,429 6,325 6,392 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,614) -21 1,750 1,232 2,800 879 4,011 3,861 -397 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 3.5 89.2 86.9 92.7 92.6 7.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 3 22 30 25 34 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,405 COMMITMENTS 9,285 0 438 106,969 117,535 116,692 117,973 5,713 4,432 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 69) 1,048 0 -171 -374 2,489 503 2,318 -434 -2,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.0 0.4 87.4 96.0 95.3 96.4 4.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 2 22 20 26 22 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,363 COMMITMENTS 1,054 0 0 92,276 95,335 93,330 95,335 5,033 3,028 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,343) 713 0 0 3,241 3,413 3,954 3,413 -611 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 93.8 96.9 94.9 96.9 5.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 21 20 22 20 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,155 COMMITMENTS 1,384 310 0 103,476 107,712 104,860 108,022 5,295 2,133 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,379) 372 -37 -360 3,591 3,183 3,603 2,786 -224 593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.3 0.0 93.9 97.8 95.2 98.1 4.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 21 18 23 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,469 COMMITMENTS 2,061 2,769 1,268 100,024 101,216 103,353 105,253 12,116 10,216 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 5,134) -596 2,521 -146 4,662 3,337 3,920 5,712 1,214 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 2.4 1.1 86.6 87.7 89.5 91.2 10.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 2 29 30 32 33 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 12,502 COMMITMENTS 0 2,821 0 12,201 9,004 12,201 11,825 301 677 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.6 0.0 97.6 72.0 97.6 94.6 2.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 12 9 12 11 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,185 COMMITMENTS 4,778 279 0 34,074 40,663 38,852 40,942 2,333 243 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 430) 238 279 0 279 89 517 368 -87 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 0.7 0.0 82.7 98.7 94.3 99.4 5.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 0 18 18 22 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,493 COMMITMENTS 423 0 0 38,296 39,691 38,719 39,691 1,774 802 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,232) 93 0 0 1,369 1,612 1,462 1,612 770 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 94.6 98.0 95.6 98.0 4.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 17 13 18 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 189,411 COMMITMENTS 7,347 7,502 2,152 171,365 174,702 180,864 184,356 8,547 5,055 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,058) -494 -731 628 3,604 3,335 3,738 3,232 320 826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 4.0 1.1 90.5 92.2 95.5 97.3 4.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 3 8 5 43 36 49 46 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 104,123 COMMITMENTS 3,388 188 240 92,993 97,039 96,621 97,467 7,502 6,656 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 24) 214 188 240 -552 -99 -98 329 122 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.2 0.2 89.3 93.2 92.8 93.6 7.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 19 21 21 22 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 87,045 COMMITMENTS 0 0 0 82,108 83,133 82,108 83,133 4,937 3,912 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,174) 0 0 0 2,168 3,514 2,168 3,514 6 -1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.3 95.5 94.3 95.5 5.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 21 21 21 21 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 68,932 COMMITMENTS 0 513 31 62,600 61,606 62,631 62,150 6,301 6,782 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,142) 0 0 0 2,288 1,407 2,288 1,407 -146 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 90.8 89.4 90.9 90.2 9.1 9.8 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 123,837 COMMITMENTS 6,087 0 0 108,173 121,739 114,260 121,739 9,577 2,098 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 845) 0 0 0 525 -206 525 -206 320 1,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.0 0.0 87.4 98.3 92.3 98.3 7.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 28 20 30 20 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 162,286 COMMITMENTS 30,744 10,383 13,751 117,055 137,312 161,550 161,446 736 840 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 852) -2,543 139 957 2,385 -313 799 783 54 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 6.4 8.5 72.1 84.6 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 17 10 21 47 48 72 71 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 46,785 COMMITMENTS 3,117 497 2,300 41,369 43,988 46,785 46,785 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,482) 1,125 88 748 609 1,646 2,482 2,482 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.1 4.9 88.4 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 4 24 22 30 27 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 364,594 COMMITMENTS 5,096 16,200 320 359,178 348,074 364,594 364,594 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 11,174) -328 1,608 0 11,502 9,566 11,174 11,174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 4.4 0.1 98.5 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 22 20 25 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,570,481 COMMITMENTS 53,015 77,548 53,580 1463126 1438593 1569721 1569721 760 760 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 25,543) 10,953 -2,225 -5,127 18,957 32,135 24,783 24,783 760 760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 4.9 3.4 93.2 91.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 6 4 38 42 45 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,978 COMMITMENTS 2,791 5,380 4,303 59,858 57,269 66,952 66,952 26 26 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,886) -303 539 243 1,920 1,077 1,860 1,860 26 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 8.0 6.4 89.4 85.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 7 6 27 24 37 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 304,203 COMMITMENTS 1,280 8 320 302,603 303,875 304,203 304,203 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 8,479) 0 0 0 8,479 8,479 8,479 8,479 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.1 99.5 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 16 18 18 19 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 452,940 COMMITMENTS 3,481 728 8,632 440,827 443,580 452,940 452,940 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 8,180) -760 -1,520 0 8,940 9,700 8,180 8,180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.2 1.9 97.3 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 1 31 27 34 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 32,844 COMMITMENTS 795 205 209 31,019 31,926 32,023 32,340 821 504 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 641) -20 41 0 682 621 662 662 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.6 0.6 94.4 97.2 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 2 24 25 30 28 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,550 COMMITMENTS 140 0 0 55,087 55,530 55,227 55,530 323 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,250) 0 0 0 1,250 1,250 1,250 1,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.2 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 77,214 COMMITMENTS 40 25 0 76,833 77,070 76,873 77,095 341 119 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,105) 0 0 0 1,105 1,105 1,105 1,105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.5 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 0 33 29 34 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,448 COMMITMENTS 200 1,075 0 26,618 26,253 26,818 27,328 630 120 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,306) 0 0 0 1,306 1,306 1,306 1,306 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.9 0.0 97.0 95.6 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 19 16 20 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 300,896 COMMITMENTS 11,944 0 384 286,168 298,112 298,496 298,496 2,400 2,400 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -1,968) 0 0 0 -1,968 -1,968 -1,968 -1,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 0.1 95.1 99.1 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 25 20 27 21 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,298 COMMITMENTS 1,471 1,057 234 6,551 6,965 8,256 8,256 42 42 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 21) 0 0 0 21 21 21 21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 12.7 2.8 78.9 83.9 99.5 99.5 0.5 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,785 COMMITMENTS 3,150 0 0 5,515 8,485 8,665 8,485 120 300 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 0.0 0.0 62.8 96.6 98.6 96.6 1.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 11 16 15 16 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,540 COMMITMENTS 1,175 475 580 9,205 10,305 10,960 11,360 580 180 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -50) -100 0 100 -50 -150 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 4.1 5.0 79.8 89.3 95.0 98.4 5.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 2 14 15 16 19 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,953 COMMITMENTS 250 1,475 50 35,063 34,308 35,363 35,833 590 120 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 804) -100 0 50 854 754 804 804 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 4.1 0.1 97.5 95.4 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 1 22 22 24 26 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,401 COMMITMENTS 1,585 150 0 25,576 27,171 27,161 27,321 240 80 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,279) 900 0 0 1,379 2,279 2,279 2,279 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.5 0.0 93.3 99.2 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 25 23 27 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,748 COMMITMENTS 0 1,170 147 20,215 18,819 20,362 20,136 386 612 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 336) 0 123 0 398 277 398 400 -62 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 0.7 97.4 90.7 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 4 1 25 22 26 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,224 COMMITMENTS 1,541 3,543 1,413 51,246 49,080 54,200 54,036 24 188 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 472) 370 461 -219 317 227 468 469 4 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 6.5 2.6 94.5 90.5 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 3 34 27 38 31 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 70,324 COMMITMENTS 2,189 14,021 476 67,594 55,769 70,259 70,266 65 58 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 546) 258 1,305 -187 462 -582 533 536 13 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 19.9 0.7 96.1 79.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 7 4 38 32 45 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,615 COMMITMENTS 665 0 0 46,930 47,615 47,595 47,615 20 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 98.6 100.0 100.0 100.0 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,585 COMMITMENTS 1,165 0 0 52,400 53,585 53,565 53,585 20 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 320,071 COMMITMENTS 53,946 15,921 3,895 262,230 300,255 320,071 320,071 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,609) -3,495 816 400 4,704 393 1,609 1,609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 5.0 1.2 81.9 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 2 27 30 30 35 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,192 COMMITMENTS 4,080 2,127 1,374 20,676 22,605 26,130 26,107 62 85 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 186) 542 222 -294 -41 258 207 186 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 8.1 5.2 78.9 86.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 5 7 23 32 30 41 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 36,833 COMMITMENTS 4,012 179 102 32,719 36,552 36,833 36,833 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 744) 542 0 52 150 692 744 744 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.5 0.3 88.8 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 4 2 15 14 20 19 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 290,126 COMMITMENTS 1,576 20,385 0 288,550 269,741 290,126 290,126 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -408) 0 0 0 -408 -408 -408 -408 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 7.0 0.0 99.5 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 0 21 17 22 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 19,717 COMMITMENTS 334 1,018 0 19,320 18,236 19,654 19,254 63 463 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 124) 82 0 0 124 124 206 124 -82 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 5.2 0.0 98.0 92.5 99.7 97.7 0.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 18 18 20 19 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 9,862 COMMITMENTS 65 0 63 8,826 9,399 8,954 9,462 908 400 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.6 89.5 95.3 90.8 95.9 9.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 12 16 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,574 COMMITMENTS 1,447 0 617 9,238 9,881 11,302 10,498 272 1,076 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 84) 0 0 0 84 105 84 105 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 0.0 5.3 79.8 85.4 97.6 90.7 2.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 2 18 17 22 19 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 129,304 COMMITMENTS 10,096 0 3,194 115,630 125,726 128,920 128,920 384 384 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 408) 816 0 -408 0 816 408 408 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.0 2.5 89.4 97.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 2 16 15 21 17 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,282 COMMITMENTS 272 1,874 319 16,419 14,562 17,010 16,755 272 527 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -112) 84 0 -42 -175 -70 -133 -112 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 10.8 1.8 95.0 84.3 98.4 97.0 1.6 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 190,455 COMMITMENTS 768 9,318 408 189,279 180,729 190,455 190,455 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,714) 0 0 0 4,714 4,714 4,714 4,714 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 4.9 0.2 99.4 94.9 100.0 100.0 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,465 COMMITMENTS 0 325 200 10,205 9,920 10,405 10,445 60 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 1.9 97.5 94.8 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 16 13 17 16 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 28,378 COMMITMENTS 2,239 614 1,224 24,915 26,540 28,378 28,378 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -20) 180 0 -27 -173 7 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 2.2 4.3 87.8 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 20 18 22 21 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 247,367 COMMITMENTS 0 4,184 0 247,367 243,183 247,367 247,367 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 11,277) 0 0 0 11,277 11,277 11,277 11,277 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 17 16 18 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,700 COMMITMENTS 400 1,880 0 9,740 8,800 10,140 10,680 560 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 0) 0 300 0 0 -300 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 17.6 0.0 91.0 82.2 94.8 99.8 5.2 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,185 COMMITMENTS 205 1,880 155 10,365 9,120 10,725 11,155 460 30 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 105) 0 300 0 105 -195 105 105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 16.8 1.4 92.7 81.5 95.9 99.7 4.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 14 17 16 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 716,595 COMMITMENTS 46,657 23,773 136,099 531,869 556,724 714,624 716,595 1,971 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -7,346) 463 -1,007 -3,295 -5,053 -1,236 -7,885 -5,538 539 -1,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 3.3 19.0 74.2 77.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 7 20 19 29 26 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,310 COMMITMENTS 0 0 0 16,035 16,290 16,035 16,290 275 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 280) 0 0 0 280 280 280 280 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: 24) 0 0 0 16 14 16 14 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,041 COMMITMENTS 500 0 50 19,371 19,991 19,921 20,041 120 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 145) 300 0 0 -155 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.2 96.7 99.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 19 18 22 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,232 COMMITMENTS 400 0 50 13,515 14,182 13,965 14,232 267 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 408) 250 -50 50 108 408 408 408 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.4 95.0 99.6 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 17 18 20 19 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,805 COMMITMENTS 0 475 0 19,405 19,160 19,405 19,635 400 170 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 25) 0 25 0 25 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 98.0 96.7 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 15 15 15 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,115 COMMITMENTS 0 555 100 17,750 17,445 17,850 18,100 265 15 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 660) 0 340 25 635 335 660 700 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.6 98.0 96.3 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 2 15 11 17 15 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,282 COMMITMENTS 460 340 115 18,432 18,812 19,007 19,267 275 15 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 680) 25 265 75 580 380 680 720 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.8 0.6 95.6 97.6 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 15 10 17 13 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 105,719 COMMITMENTS 3,815 1,495 345 101,544 103,744 105,704 105,584 15 135 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 5,737) 125 125 175 5,437 5,437 5,737 5,737 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 1.4 0.3 96.1 98.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 3 3 38 36 45 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 122,069 COMMITMENTS 3,430 4,402 1,493 117,131 116,024 122,054 121,919 15 150 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 6,225) 0 602 183 6,042 5,435 6,225 6,220 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.6 1.2 96.0 95.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 8 7 45 40 53 49 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 184,228 COMMITMENTS 9,870 18,752 11,328 162,804 153,958 184,002 184,038 226 190 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,064) -1,262 1,046 334 2,839 560 1,911 1,940 153 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 10.2 6.1 88.4 83.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 14 13 44 47 61 65 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 129,052 COMMITMENTS 7,457 4,288 2,783 118,424 121,646 128,664 128,717 388 335 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,143) 250 -50 -10 3,578 3,868 3,818 3,808 325 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 3.3 2.2 91.8 94.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 6 4 40 33 45 41 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,100 COMMITMENTS 1,435 1,025 110 35,545 35,965 37,090 37,100 10 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 815) -225 0 -5 1,045 820 815 815 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 2.8 0.3 95.8 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 24 15 26 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,325 COMMITMENTS 735 220 105 32,485 33,000 33,325 33,325 0 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,375) -275 0 -25 1,675 1,400 1,375 1,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.7 0.3 97.5 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 24 14 26 17 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 35,475 COMMITMENTS 1,200 0 250 33,641 35,150 35,091 35,400 384 75 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,045) 0 0 0 835 1,135 835 1,135 210 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 0.7 94.8 99.1 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 29 27 31 28 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 17,996 COMMITMENTS 825 0 0 17,171 17,876 17,996 17,876 0 120 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,390) 0 0 0 2,390 2,390 2,390 2,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 0.0 95.4 99.3 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 21 19 23 19 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,004 COMMITMENTS 2,586 1,969 726 23,525 24,309 26,837 27,004 167 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 97) 138 0 20 -68 77 90 97 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 7.3 2.7 87.1 90.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 2 2 29 25 35 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,834 COMMITMENTS 2,181 0 89 19,345 21,425 21,615 21,514 219 320 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 91) 265 0 36 -214 55 87 91 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 0.0 0.4 88.6 98.1 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,243 COMMITMENTS 1,845 4,113 1,130 33,970 31,988 36,945 37,231 298 12 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 720) -45 314 -65 856 471 746 720 -26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 11.0 3.0 91.2 85.9 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 5 28 28 34 33 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,522 COMMITMENTS 160 35 30 22,890 23,457 23,080 23,522 442 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 181) 0 0 0 177 181 177 181 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.1 0.1 97.3 99.7 98.1 100.0 1.9 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,391 COMMITMENTS 0 2,285 256 24,992 22,850 25,248 25,391 143 0 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 746) 0 -23 60 663 709 723 746 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.0 1.0 98.4 90.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 23 16 24 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,599 COMMITMENTS 129 200 0 15,094 15,187 15,223 15,387 376 212 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 265) 0 0 0 445 145 445 145 -180 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.3 0.0 96.8 97.4 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 20 16 21 18 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,098 COMMITMENTS 100 500 0 36,664 36,543 36,764 37,043 334 55 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -20 -20 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.3 0.0 98.8 98.5 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 0 32 28 33 30 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 16,976 COMMITMENTS 496 150 6 16,034 16,683 16,536 16,839 440 137 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 758) 60 0 -12 710 765 758 753 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.9 0.0 94.5 98.3 97.4 99.2 2.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 21 19 22 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,274 COMMITMENTS 1,001 0 18 13,235 14,227 14,254 14,245 20 29 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 785) 60 0 0 725 780 785 780 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.0 0.1 92.7 99.7 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 23 19 24 20
Updated September 30, 2016