CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,428
COMMITMENTS
   1,688      583      148    4,572    5,696    6,408    6,427       20        1

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -126)
     -14      -23      -77      -25      -16     -116     -116      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3      9.1      2.3     71.1     88.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        3        2        9        6       16       10                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       35,841
COMMITMENTS
  16,454    4,209    6,639   12,684   24,994   35,776   35,841       65        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,896)
     498        0   -1,244   -1,140     -651   -1,886   -1,896      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9     11.7     18.5     35.4     69.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        8       10       11       12       29       25                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       34,150
COMMITMENTS
  17,700   28,364      850   15,600    4,936   34,150   34,150        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -785)
    -210     -825     -100     -475      140     -785     -785        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.8     83.1      2.5     45.7     14.5    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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,495
COMMITMENTS
   5,990   19,135    1,720   17,765    4,600   25,475   25,455       20       40

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,050)
     600      400        0      450      650    1,050    1,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     75.1      6.7     69.7     18.0     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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       29,956
COMMITMENTS
   3,519    1,012    3,346   23,090   25,597   29,956   29,956        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -360)
       0      -10     -158     -202     -193     -360     -360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      3.4     11.2     77.1     85.4    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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       64,699
COMMITMENTS
   8,931    3,715    5,988   49,760   54,956   64,679   64,659       20       40

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,006)
       4     -681     -105     -904     -220   -1,006   -1,006        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      5.7      9.3     76.9     84.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        6        8       18       15       29       26                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       16,810
COMMITMENTS
   6,975    8,260      400    9,425    8,150   16,800   16,810       10        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        700)
     350      450        0      350      250      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.5     49.1      2.4     56.1     48.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        6        1        6        5       15       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       16,347
COMMITMENTS
   9,023    6,320      170    7,134    9,857   16,327   16,347       20        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -367)
     -97        0        0     -269     -367     -367     -367        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.2     38.7      1.0     43.6     60.3     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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       17,159
COMMITMENTS
   7,109    6,820      600    9,450    9,739   17,159   17,159        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        -12)
     -12        0        0        0      -12      -12      -12        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4     39.7      3.5     55.1     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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,738,699
COMMITMENTS
 1060763  102,125  568,454  3023871  4013823  4653088  4684402   85,611   54,297

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:   -160,739)
 -21,632   -5,105  -18,359 -118,895 -128,969 -158,886 -152,433   -1,853   -8,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4      2.2     12.0     63.8     84.7     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      59       15       59      139      125      210      187                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,366,489
COMMITMENTS
  48,036   14,317  562,500  749,979  786,008  1360514  1362824    5,975    3,665

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -27,477)
 -22,034   -4,762    4,911   -8,233  -12,177  -25,356  -12,028   -2,122  -15,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.0     41.2     54.9     57.5     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      24       10       31       50       54       83       86                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,161
COMMITMENTS
  19,625        0    1,528  202,235  234,736  223,388  236,264   18,773    5,897

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     11,849)
     805     -710     -482   10,673   13,499   10,996   12,307      853     -458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      0.0      0.6     83.5     96.9     92.2     97.6      7.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        0        4       35       30       44       34                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      124,786
COMMITMENTS
   2,447    1,980    1,310  115,121  115,243  118,878  118,533    5,908    6,253

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,392)
       3   -1,017   -2,160    3,310    3,022    1,153     -155      239    1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.6      1.0     92.3     92.4     95.3     95.0      4.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       24       31       28       34                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,857
COMMITMENTS
   4,312    3,238    1,906  158,385  165,082  164,603  170,226   16,254   10,631

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      4,090)
  -1,303      740      586    3,373     -983    2,656      343    1,434    3,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      1.8      1.1     87.6     91.3     91.0     94.1      9.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        3       29       36       33       41                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      794,965
COMMITMENTS
     602      190    2,430  775,159  784,749  778,191  787,369   16,774    7,596

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -42,664)
  -2,026   -1,062   -2,467  -44,874  -42,899  -49,367  -46,428    6,703    3,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.3     97.5     98.7     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        1        2       51       33       54       35                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      367,949
COMMITMENTS
   2,971    3,079      513  359,239  358,126  362,723  361,718    5,226    6,231

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     16,194)
     454   -3,082     -460   16,288   18,888   16,282   15,346      -88      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.8      0.1     97.6     97.3     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       3        2        1       41       48       45       50                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      259,101
COMMITMENTS
     372    2,177    2,067  245,353  253,095  247,792  257,339   11,309    1,762

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -675)
     155     -518     -518   -4,726      -43   -5,089   -1,079    4,414      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.8      0.8     94.7     97.7     95.6     99.3      4.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        3        4       43       45       48       49                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      100,311
COMMITMENTS
     756    1,165    1,630   91,618   89,919   94,004   92,714    6,307    7,597

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -612)
     756   -2,327      349   -3,777     -184   -2,672   -2,162    2,060    1,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.2      1.6     91.3     89.6     93.7     92.4      6.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       25       23       28       25                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,965
COMMITMENTS
       0   13,066    1,999  104,517   96,450  106,516  111,515    7,449    2,450

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,752)
       0   -1,778      354     -292    2,578       62    1,154    1,690      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.5      1.8     91.7     84.6     93.5     97.9      6.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        5        4       30       28       34       33                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,055
COMMITMENTS
       0      660        0   20,106   20,727   20,106   21,387    1,949      668

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        381)
       0      660        0      660      -31      660      629     -279     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     91.2     94.0     91.2     97.0      8.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       13       13       14                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,218
COMMITMENTS
     776    4,168      656  100,251  100,101  101,683  104,925    9,535    6,293

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      4,028)
     776   -1,070     -193    2,600    4,206    3,183    2,943      845    1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.7      0.6     90.1     90.0     91.4     94.3      8.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       21       22       23                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      144,432
COMMITMENTS
       0        0        0  138,087  136,157  138,087  136,157    6,345    8,275

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,843)
       0        0        0    1,326     -835    1,326     -835      517    2,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     94.3     95.6     94.3      4.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       28       29       28       29                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,463
COMMITMENTS
       0        0        0   57,115   57,376   57,115   57,376    5,348    5,087

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      2,024)
       0        0        0    3,936    1,447    3,936    1,447   -1,912      577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.4     91.9     91.4     91.9      8.6      8.1

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,355
COMMITMENTS
   1,990        0        0   11,298   15,346   13,288   15,346    3,067    1,009

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        279)
     310        0        0     -750      279     -440      279      719        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      0.0      0.0     69.1     93.8     81.2     93.8     18.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       11       12       13       12                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      416,788
COMMITMENTS
   4,295    5,165    2,795  400,178  393,533  407,268  401,493    9,520   15,295

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      5,850)
    -624   -1,165   -1,803    6,222    3,183    3,795      215    2,055    5,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.2      0.7     96.0     94.4     97.7     96.3      2.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       3        2        3       51       46       55       50                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,948
COMMITMENTS
   1,152    3,437    1,109   67,416   67,603   69,677   72,149    8,271    5,799

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      2,485)
     310     -436      255    2,100    2,164    2,665    1,983     -180      502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      4.4      1.4     86.5     86.7     89.4     92.6     10.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       20       20       24       23                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,142
COMMITMENTS
     210        0        0   15,237   16,446   15,447   16,446    2,695    1,696

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        604)
       0        0        0      302      604      302      604      302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     84.0     90.7     85.1     90.7     14.9      9.3

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       69,230
COMMITMENTS
     375        0    1,929   61,966   63,141   64,270   65,070    4,960    4,160

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      4,023)
  -2,654      -55      376    6,165    3,857    3,887    4,178      136     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      2.8     89.5     91.2     92.8     94.0      7.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       19       18       21       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,138
COMMITMENTS
  11,470    3,503        0   79,799   84,026   91,269   87,529    7,869   11,609

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     31,435)
   4,247   -6,076        0   20,585   27,355   24,832   21,279    6,603   10,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      3.5      0.0     80.5     84.8     92.1     88.3      7.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        5        0       30       30       33       35                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,128
COMMITMENTS
  27,011   19,049        0   87,075   96,907  114,086  115,956    6,042    4,172

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     16,070)
   5,022    1,304        0    5,928   11,547   10,950   12,851    5,120    3,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     15.9      0.0     72.5     80.7     95.0     96.5      5.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       7       11        0       36       39       43       50                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,940
COMMITMENTS
       0      718       62   47,787   44,785   47,849   45,565       91    2,375

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        971)
       0      -62       62      909    1,276      971    1,276        0     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.1     99.7     93.4     99.8     95.0      0.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       21       25       22       26                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      231,418
COMMITMENTS
       0      406      975  225,247  219,322  226,222  220,703    5,196   10,715

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      4,642)
       0     -149       35    5,167    5,715    5,202    5,601     -560     -959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.4     97.3     94.8     97.8     95.4      2.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        1       34       31       35       32                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       28,814
COMMITMENTS
       0    1,081        0   26,990   24,967   26,990   26,048    1,824    2,766

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        829)
       0      558        0    1,104    2,136    1,104    2,694     -275   -1,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.8      0.0     93.7     86.6     93.7     90.4      6.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       16       19       17                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,179
COMMITMENTS
   2,080        0        0   38,939   39,098   41,019   39,098    6,160    8,081

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        433)
    -152        0        0      850   -1,380      698   -1,380     -265    1,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      0.0     82.5     82.9     86.9     82.9     13.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       18       16       18                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,905
COMMITMENTS
       0    2,949    2,705   78,475   75,363   81,180   81,017    6,725    6,888

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,084)
     -33      982     -315    1,032      -79      684      588      400      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.4      3.1     89.3     85.7     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        3       22       28       25       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,656
COMMITMENTS
   8,650        0      745  108,278  117,961  117,673  118,706    5,983    4,950

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,251)
    -635        0      307    1,309      426      981      733      270      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.0      0.6     87.6     95.4     95.2     96.0      4.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        2       22       19       26       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,311
COMMITMENTS
   1,054        0        0   91,790   94,024   92,844   94,024    5,467    4,287

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        -52)
       0        0        0     -486   -1,311     -486   -1,311      434    1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     93.4     95.6     94.4     95.6      5.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       21       21       22       21                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,556
COMMITMENTS
   1,012    1,341        0  106,582  110,412  107,594  111,753    5,962    1,803

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      3,401)
    -372    1,031        0    3,106    2,700    2,734    3,731      667     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.2      0.0     93.9     97.2     94.7     98.4      5.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       21       18       22       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,545
COMMITMENTS
     595    2,589    2,132  111,968  113,287  114,695  118,008   14,850   11,537

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     14,076)
  -1,466     -180      864   11,944   12,071   11,342   12,755    2,734    1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.0      1.6     86.4     87.4     88.5     91.1     11.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       29       27       31       30                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       12,502
COMMITMENTS
       0    2,604        0   12,201    9,221   12,201   11,825      301      677

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:          0)
       0     -217        0        0      217        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     20.8      0.0     97.6     73.8     97.6     94.6      2.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       10       12       11                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,905
COMMITMENTS
   4,898        0        0   34,674   41,662   39,572   41,662    2,333      243

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        720)
     120     -279        0      600      999      720      720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      0.0      0.0     82.7     99.4     94.4     99.4      5.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        0       18       19       22       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,338
COMMITMENTS
     423        0        0   37,526   39,846   37,949   39,846    2,389      492

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -155)
       0        0        0     -770      155     -770      155      615     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     93.0     98.8     94.1     98.8      5.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      191,497
COMMITMENTS
   7,499    4,189    1,721  169,470  179,931  178,690  185,841   12,807    5,656

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      2,086)
     152   -3,313     -431   -1,895    5,229   -2,174    1,485    4,260      601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      2.2      0.9     88.5     94.0     93.3     97.0      6.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        6        4       44       35       49       43                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      103,100
COMMITMENTS
   3,388      188      240   91,296   95,889   94,924   96,317    8,176    6,783

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,023)
       0        0        0   -1,697   -1,150   -1,697   -1,150      674      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.2      0.2     88.6     93.0     92.1     93.4      7.9      6.6

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       88,691
COMMITMENTS
       0        0        0   82,214   84,748   82,214   84,748    6,477    3,943

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,646)
       0        0        0      106    1,615      106    1,615    1,540       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.7     95.6     92.7     95.6      7.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       22       21       22       21                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       68,808
COMMITMENTS
       0      269       31   60,408   61,482   60,439   61,782    8,369    7,026

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -124)
       0     -244        0   -2,192     -124   -2,192     -368    2,068      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     87.8     89.4     87.8     89.8     12.2     10.2

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      124,932
COMMITMENTS
   6,188        0        0  106,914  122,666  113,102  122,666   11,830    2,266

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,095)
     101        0        0   -1,259      927   -1,158      927    2,253      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.0      0.0     85.6     98.2     90.5     98.2      9.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       26       19       28       19                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      162,246
COMMITMENTS
  30,576   10,424   13,602  116,449  136,540  160,627  160,566    1,619    1,680

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        -40)
    -169       41     -149     -606     -771     -923     -880      883      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8      6.4      8.4     71.8     84.2     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15       11       20       46       48       69       71                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       45,273
COMMITMENTS
   3,898        0    2,304   39,071   42,969   45,273   45,273        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -1,512)
     781     -497        4   -2,297   -1,019   -1,512   -1,512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      0.0      5.1     86.3     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        0        3       24       22       29       25                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      346,355
COMMITMENTS
   6,992   18,424        0  339,363  327,931  346,355  346,355        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:    -18,239)
   1,896    2,224     -320  -19,815  -20,143  -18,239  -18,239        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      5.3      0.0     98.0     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        0       20       18       22       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,594,303
COMMITMENTS
  70,213   71,891   49,671  1449459  1452773  1569343  1574335   24,960   19,968

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     23,823)
  17,198   -5,657   -3,909  -13,666   14,181     -377    4,615   24,200   19,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      4.5      3.1     90.9     91.1     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        7        4       38       42       45       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       73,947
COMMITMENTS
   2,766    8,449    4,253   66,927   61,244   73,947   73,947        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      6,969)
     -25    3,069      -50    7,069    3,975    6,995    6,995      -26      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     11.4      5.8     90.5     82.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        7        6       26       24       36       32                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      371,296
COMMITMENTS
   1,280        8      320  369,696  370,968  371,296  371,296        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     67,093)
       0        0        0   67,093   67,093   67,093   67,093        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.1     99.6     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       16       19       18       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      468,119
COMMITMENTS
   5,761      728    8,632  453,726  458,375  468,119  467,735        0      384

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     15,179)
   2,280        0        0   12,899   14,795   15,179   14,795        0      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.2      1.8     96.9     97.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        1       31       26       35       27                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       33,119
COMMITMENTS
     794      246      210   31,294   32,159   32,298   32,615      821      504

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        275)
      -1       41        1      275      233      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.7      0.6     94.5     97.1     97.5     98.5      2.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,130
COMMITMENTS
     140        0        0   54,187   54,880   54,327   54,880      803      250

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -420)
       0        0        0     -900     -650     -900     -650      480      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     98.3     99.5     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       31       29       32       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       77,319
COMMITMENTS
      40       25        0   75,882   76,845   75,922   76,870    1,397      449

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        105)
       0        0        0     -951     -225     -951     -225    1,056      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     98.1     99.4     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        0       33       30       34       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,393
COMMITMENTS
     200    1,075        0   26,563   26,198   26,763   27,273      630      120

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        -55)
       0        0        0      -55      -55      -55      -55        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:       28)
       1        2        0       19       17       20       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      303,544
COMMITMENTS
  11,944        0      384  288,816  300,760  301,144  301,144    2,400    2,400

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      2,648)
       0        0        0    2,648    2,648    2,648    2,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      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       21       27       22                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,277
COMMITMENTS
   1,471    1,057      234    6,530    6,944    8,235    8,235       42       42

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        -21)
       0        0        0      -21      -21      -21      -21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     12.8      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 10/04/16          |
--------------------------------------------------------------| 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 09/27/16 (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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,615
COMMITMENTS
   1,200      350      555    9,155   10,355   10,910   11,260      705      355

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:         75)
      25     -125      -25      -50       50      -50     -100      125      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      3.0      4.8     78.8     89.2     93.9     96.9      6.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       14       14       16       18                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,536
COMMITMENTS
     300    1,475        0   36,646   35,941   36,946   37,416      590      120

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,583)
      50        0      -50    1,583    1,633    1,583    1,583        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.9      0.0     97.6     95.8     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        0       22       24       24       27                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,131
COMMITMENTS
   1,585      150        0   26,306   27,901   27,891   28,051      240       80

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        730)
       0        0        0      730      730      730      730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.5      0.0     93.5     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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       21,696
COMMITMENTS
       0    1,170      147   21,142   19,851   21,289   21,168      407      528

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        948)
       0        0        0      927    1,032      927    1,032       21      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.4      0.7     97.4     91.5     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        1       25       23       26       27                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,619
COMMITMENTS
   1,581    3,656    1,243   51,755   49,547   54,579   54,446       40      173

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        395)
      40      113     -170      509      467      379      410       16      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      6.7      2.3     94.8     90.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        3       34       29       38       33                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,752
COMMITMENTS
   2,375   14,433      509   68,797   56,762   71,681   71,704       71       48

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,428)
     186      412       33    1,203      993    1,422    1,438        6      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     20.1      0.7     95.9     79.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        7        6       38       33       47       44                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,085
COMMITMENTS
     665        0        0   46,445   48,055   47,110   48,055      975       30

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        470)
       0        0        0     -485      440     -485      440      955       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     96.6     99.9     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       27       12       28       12                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,000
COMMITMENTS
   1,165        0        0   51,745   54,000   52,910   54,000    1,090        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        415)
       0        0        0     -655      415     -655      415    1,070        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.0     95.8    100.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       26       17       27       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      324,039
COMMITMENTS
  54,354   15,921    3,895  265,790  304,223  324,039  324,039        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      3,968)
     408        0        0    3,560    3,968    3,968    3,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      4.9      1.2     82.0     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        2       27       31       30       36                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,579
COMMITMENTS
   4,232    2,180    1,424   20,861   22,887   26,517   26,491       62       88

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        388)
     152       52       50      185      282      388      384        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      8.2      5.4     78.5     86.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        7       24       32       31       41                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       36,988
COMMITMENTS
   4,115      127      128   32,745   36,733   36,988   36,988        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        155)
     103      -52       26       26      181      155      155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      0.3      0.3     88.5     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        3       15       15       21       20                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      298,166
COMMITMENTS
   1,576   20,385        0  295,822  277,781  297,398  298,166      768        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      8,040)
       0        0        0    7,272    8,040    7,272    8,040      768        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      6.8      0.0     99.2     93.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        0       22       16       23       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       20,309
COMMITMENTS
     438    1,018        0   19,808   18,786   20,246   19,804       63      505

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        592)
     104        0        0      488      550      592      550        0       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      5.0      0.0     97.5     92.5     99.7     97.5      0.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       18       18       21       19                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        9,862
COMMITMENTS
      44        0       84    8,763    9,273    8,891    9,357      971      505

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:          0)
     -21        0       21      -63     -126      -63     -105       63      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.9     88.9     94.0     90.2     94.9      9.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       11       16       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,657
COMMITMENTS
   1,447        0      617    9,195    9,923   11,259   10,540      398    1,117

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:         83)
       0        0        0      -43       42      -43       42      126       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      0.0      5.3     78.9     85.1     96.6     90.4      3.4      9.6

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      130,087
COMMITMENTS
  11,320        0    1,970  114,469  119,261  127,759  121,231    2,328    8,856

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        783)
   1,224        0   -1,224   -1,161   -6,465   -1,161   -7,689    1,944    8,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      0.0      1.5     88.0     91.7     98.2     93.2      1.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        0        2       17       15       22       17                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,788
COMMITMENTS
     540    1,935      319   16,468   14,838   17,327   17,092      461      696

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        506)
     268       61        0       49      276      317      337      189      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     10.9      1.8     92.6     83.4     97.4     96.1      2.6      3.9

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      200,680
COMMITMENTS
     768    9,318      408  198,736  190,186  199,912  199,912      768      768

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     10,225)
       0        0        0    9,457    9,457    9,457    9,457      768      768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      4.6      0.2     99.0     94.8     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       20       19       22       21                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,420
COMMITMENTS
       0      325      200   11,145   10,480   11,345   11,005       75      415

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        955)
       0        0        0      940      560      940      560       15      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      1.8     97.6     91.8     99.3     96.4      0.7      3.6

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       27,726
COMMITMENTS
   3,283      465    1,530   22,913   25,731   27,726   27,726        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -652)
   1,044     -149      306   -2,002     -809     -652     -652        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      1.7      5.5     82.6     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       17       17       19       19                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      239,737
COMMITMENTS
       0    3,864        0  239,737  235,873  239,737  239,737        0        0

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -7,630)
       0     -320        0   -7,630   -7,310   -7,630   -7,630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.0    100.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       14       16       15                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| 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    9,540    8,800    9,940   10,680      760       20

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -200        0     -200        0      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     17.6      0.0     89.2     82.2     92.9     99.8      7.1      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 10/04/16          |
--------------------------------------------------------------| 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   10,165    9,120   10,525   11,155      660       30

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -200        0     -200        0      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     16.8      1.4     90.9     81.5     94.1     99.7      5.9      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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      709,991
COMMITMENTS
  52,625   23,147  131,007  519,828  551,244  703,461  705,397    6,530    4,594

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:     -6,604)
   5,969     -627   -5,091  -12,041   -5,480  -11,164  -11,198    4,559    4,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      3.3     18.5     73.2     77.6     99.1     99.4      0.9      0.6

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,380
COMMITMENTS
       0        0        0   15,920   16,300   15,920   16,300      460       80

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:         70)
       0        0        0     -115       10     -115       10      185       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.2     99.5     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       13       16       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,111
COMMITMENTS
     500        0       50   19,036   19,711   19,586   19,761      525      350

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:         70)
       0        0        0     -335     -280     -335     -280      405      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.2     94.7     98.0     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       18       18       21       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,302
COMMITMENTS
     400        0       50   13,150   13,852   13,600   13,902      702      400

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:         70)
       0        0        0     -365     -330     -365     -330      435      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.3     91.9     96.9     95.1     97.2      4.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       16       18       19       19                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,855
COMMITMENTS
       0      475        0   20,290   20,210   20,290   20,685      565      170

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,050)
       0        0        0      885    1,050      885    1,050      165        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     97.3     96.9     97.3     99.2      2.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       15       15       15       17                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,595
COMMITMENTS
       0       75        0   14,035   14,335   14,035   14,410      560      185

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     96.2     98.2     96.2     98.7      3.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       12       15       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,125
COMMITMENTS
       0      555      100   17,565   17,255   17,665   17,910      460      215

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:         10)
       0        0        0     -185     -190     -185     -190      195      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      0.6     96.9     95.2     97.5     98.8      2.5      1.2

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,347
COMMITMENTS
     460      340      115   18,307   18,677   18,882   19,132      465      215

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:         65)
       0        0        0     -125     -135     -125     -135      190      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      1.8      0.6     94.6     96.5     97.6     98.9      2.4      1.1

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      106,439
COMMITMENTS
   3,815    1,515      345  101,869  103,554  106,029  105,414      410    1,025

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        720)
       0       20        0      325     -190      325     -170      395      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.4      0.3     95.7     97.3     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        3        3       36       36       43       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      126,789
COMMITMENTS
   3,430    4,007    1,833  120,961  119,654  126,224  125,494      565    1,295

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      4,720)
       0     -395      340    3,830    3,630    4,170    3,575      550    1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.2      1.4     95.4     94.4     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        8        7       46       40       54       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      185,793
COMMITMENTS
  10,326   19,209   11,310  163,004  152,830  184,640  183,349    1,153    2,444

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,565)
     456      457      -18      200   -1,128      638     -689      927    2,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     10.3      6.1     87.7     82.3     99.4     98.7      0.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       8       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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      128,171
COMMITMENTS
   7,457    4,263    2,833  116,928  119,060  127,218  126,156      953    2,015

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -881)
       0      -25       50   -1,496   -2,586   -1,446   -2,561      565    1,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      3.3      2.2     91.2     92.9     99.3     98.4      0.7      1.6

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,375
COMMITMENTS
   1,580    1,025      110   35,190   35,855   36,880   36,990      495      385

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        275)
     145        0        0     -355     -110     -210     -110      485      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      2.7      0.3     94.2     95.9     98.7     99.0      1.3      1.0

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,195
COMMITMENTS
     755      220      105   31,835   32,510   32,695   32,835      500      360

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -130)
      20        0        0     -650     -490     -630     -490      500      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.7      0.3     95.9     97.9     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       23       14       25       17                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       35,700
COMMITMENTS
   1,200        0      250   33,836   35,360   35,286   35,610      414       90

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      195      210      195      210       30       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.7     94.8     99.0     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       30       28       32       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       18,866
COMMITMENTS
     825        0        0   18,041   18,746   18,866   18,746        0      120

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        870)
       0        0        0      870      870      870      870        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      0.0     95.6     99.4    100.0     99.4      0.0      0.6

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,046
COMMITMENTS
   2,651    1,969      721   23,456   24,072   26,828   26,762      218      284

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:         42)
      65        0       -5      -69     -237       -9     -242       51      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      7.3      2.7     86.7     89.0     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        2       27       26       33       29                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,828
COMMITMENTS
   2,191        0       89   19,389   21,144   21,669   21,233      159      595

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:         -6)
      10        0        0       44     -281       54     -281      -60      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      0.0      0.4     88.8     96.9     99.3     97.3      0.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       22       24       25       26                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,960
COMMITMENTS
   1,925    4,459    1,110   35,236   32,754   38,271   38,323      689      637

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,717)
      80      346      -20    1,266      766    1,326    1,092      391      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     11.4      2.8     90.4     84.1     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       29       28       34       33                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,014
COMMITMENTS
     160      235       30   23,917   24,692   24,107   24,957      907       57

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:      1,492)
       0      200        0    1,027    1,235    1,027    1,435      465       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.9      0.1     95.6     98.7     96.4     99.8      3.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       26       21       27       24                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,951
COMMITMENTS
       0    2,285      231   25,497   23,247   25,728   25,763      223      188

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        560)
       0        0      -25      505      397      480      372       80      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.8      0.9     98.3     89.6     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       24       16       25       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,309
COMMITMENTS
     129      200        0   14,624   14,732   14,753   14,932      556      377

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:       -290)
       0        0        0     -470     -455     -470     -455      180      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.3      0.0     95.5     96.2     96.4     97.5      3.6      2.5

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,993
COMMITMENTS
     100      500        0   37,324   37,058   37,424   37,558      569      435

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        895)
       0        0        0      660      515      660      515      235      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.3      0.0     98.2     97.5     98.5     98.9      1.5      1.1

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 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       17,506
COMMITMENTS
     516      150        6   16,544   17,035   17,066   17,191      440      315

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        530)
      20        0        0      510      352      530      352        0      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.9      0.0     94.5     97.3     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       19       23       21                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,799
COMMITMENTS
   1,021        0       18   13,660   14,454   14,699   14,472      100      327

CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST:        525)
      20        0        0      425      227      445      227       80      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.0      0.1     92.3     97.7     99.3     97.8      0.7      2.2

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



Updated October 7, 2016