CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,430 COMMITMENTS 1,661 583 148 4,601 5,698 6,410 6,429 20 1 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 9.1 2.3 71.6 88.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 2 9 7 15 11 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 36,156 COMMITMENTS 10,514 4,742 4,409 21,083 27,006 36,006 36,156 151 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -979) 258 228 82 -1,324 -1,289 -983 -979 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 13.1 12.2 58.3 74.7 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 9 9 12 13 29 25 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,350 COMMITMENTS 18,300 11,660 850 15,200 21,840 34,350 34,350 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -300) 400 -50 0 -700 -250 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.3 33.9 2.5 44.3 63.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 7 3 9 5 17 13 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 27,715 COMMITMENTS 6,235 17,380 195 21,265 10,100 27,695 27,675 20 40 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 570) 245 295 -125 450 400 570 570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 62.7 0.7 76.7 36.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 9 3 10 4 18 14 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 28,942 COMMITMENTS 3,410 1,008 2,615 22,917 25,319 28,942 28,942 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -945) 1 -2 -6 -940 -937 -945 -945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 3.5 9.0 79.2 87.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 4 11 8 19 15 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 66,704 COMMITMENTS 7,456 4,077 4,932 54,296 57,649 66,684 66,658 20 46 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 972) 256 -17 -808 1,523 1,790 972 966 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 6.1 7.4 81.4 86.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 6 7 19 16 28 26 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 17,810 COMMITMENTS 3,300 8,660 400 14,100 8,750 17,800 17,810 10 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 200) -100 200 0 300 0 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 48.6 2.2 79.2 49.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 7 1 7 5 14 12 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 17,799 COMMITMENTS 8,500 8,020 270 9,010 9,509 17,779 17,799 20 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,365) -254 1,250 -100 1,719 215 1,365 1,365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 45.1 1.5 50.6 53.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 3 2 8 8 17 12 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 18,327 COMMITMENTS 8,101 6,900 950 9,276 10,477 18,327 18,327 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,236) 1,060 80 350 -174 806 1,236 1,236 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 37.6 5.2 50.6 57.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 4 3 9 4 19 9 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 11,145 COMMITMENTS 7,420 5,045 100 3,625 6,000 11,145 11,145 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.6 45.3 0.9 32.5 53.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 4 1 6 4 13 8 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,997,016 COMMITMENTS 1083447 67,880 608,212 3250485 4295053 4942144 4971145 54,872 25,871 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 160,204) -37,997 -11,345 -3,047 197,239 170,715 156,195 156,323 4,009 3,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 1.4 12.2 65.0 86.0 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 64 16 62 138 125 215 191 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,655,433 COMMITMENTS 55,964 34,367 725,858 870,173 894,134 1651996 1654359 3,437 1,074 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 83,649) 10,809 9,837 44,673 28,914 29,958 84,397 84,468 -747 -818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 2.1 43.8 52.6 54.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 21 13 29 55 55 87 86 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,534 COMMITMENTS 14,176 0 3,210 199,242 224,417 216,628 227,627 15,906 4,907 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 5,117) -2,804 -325 1,301 7,140 4,566 5,637 5,542 -520 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.0 1.4 85.7 96.5 93.2 97.9 6.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 8 0 6 36 29 44 35 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,689 COMMITMENTS 2,071 270 599 104,975 108,528 107,645 109,397 4,044 2,292 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -130) -815 0 90 1,532 2,384 807 2,474 -937 -2,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.2 0.5 94.0 97.2 96.4 97.9 3.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 3 25 31 29 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,304 COMMITMENTS 3,029 1,828 1,922 146,669 153,219 151,620 156,969 16,684 11,335 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,103) -1,365 -257 246 3,131 3,898 2,012 3,887 1,091 -784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.1 1.1 87.1 91.0 90.1 93.3 9.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 2 27 32 30 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 860,757 COMMITMENTS 606 1,275 1,151 845,575 852,879 847,332 855,305 13,425 5,452 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 43,071) 179 479 -1,611 47,521 46,497 46,089 45,365 -3,018 -2,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.1 0.1 98.2 99.1 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 1 2 53 35 56 37 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 372,884 COMMITMENTS 727 4,887 946 365,998 359,131 367,671 364,964 5,213 7,920 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 11,007) 662 -225 471 11,064 10,571 12,197 10,817 -1,190 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.3 0.3 98.2 96.3 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 3 2 38 42 41 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,722 COMMITMENTS 777 426 2,094 239,636 243,742 242,507 246,262 7,215 3,460 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 10,528) 659 357 -552 11,075 10,215 11,182 10,020 -654 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.2 0.8 96.0 97.6 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 1 3 40 41 44 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,099 COMMITMENTS 3,136 0 1,643 82,792 79,981 87,571 81,624 4,528 10,475 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,923) 906 -501 440 1,241 2,136 2,587 2,075 -664 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 1.8 89.9 86.8 95.1 88.6 4.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 17 19 19 21 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,563 COMMITMENTS 0 10,425 1,829 97,356 91,747 99,185 104,001 7,378 2,562 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,308) 0 -1,259 448 1,764 4,102 2,212 3,291 -904 -1,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.8 1.7 91.4 86.1 93.1 97.6 6.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 4 1 27 27 28 31 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,157 COMMITMENTS 0 660 0 17,044 18,342 17,044 19,002 2,113 155 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.0 89.0 95.7 89.0 99.2 11.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 12 10 13 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,419 COMMITMENTS 0 5,489 1,128 94,607 94,873 95,735 101,490 10,684 4,929 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 4,691) -1,330 2,778 692 5,755 1,194 5,117 4,664 -426 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 1.1 88.9 89.2 90.0 95.4 10.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 17 19 18 21 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 139,053 COMMITMENTS 0 0 0 132,015 132,668 132,015 132,668 7,038 6,385 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 6,968) 0 0 0 6,804 7,908 6,804 7,908 164 -940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.9 95.4 94.9 95.4 5.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 25 26 25 26 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,155 COMMITMENTS 0 0 0 52,100 53,449 52,100 53,449 4,055 2,706 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,830) 0 0 0 4,730 2,280 4,730 2,280 -2,900 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.8 95.2 92.8 95.2 7.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 14 15 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 418,183 COMMITMENTS 2,235 2,014 11,590 396,266 396,144 410,091 409,748 8,092 8,435 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 17,233) -1,233 -3,123 5,884 12,558 15,978 17,209 18,739 24 -1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.5 2.8 94.8 94.7 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 1 3 49 41 52 44 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,827 COMMITMENTS 240 3,124 413 63,726 64,398 64,379 67,935 8,448 4,892 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,198) -407 615 -512 2,014 1,004 1,095 1,107 103 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 4.3 0.6 87.5 88.4 88.4 93.3 11.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 17 18 20 20 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,284 COMMITMENTS 0 0 0 14,643 14,678 14,643 14,678 1,641 1,606 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.9 90.1 89.9 90.1 10.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 12 14 12 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,504 COMMITMENTS 1,534 210 1,731 61,152 60,968 64,417 62,909 3,087 4,595 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,647) 839 210 1,576 3,023 1,736 5,438 3,522 -2,791 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.3 2.6 90.6 90.3 95.4 93.2 4.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 20 17 22 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,770 COMMITMENTS 6,582 3,120 0 65,610 68,523 72,192 71,643 578 1,127 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 7,310) 0 3,120 0 7,310 4,926 7,310 8,046 0 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 4.3 0.0 90.2 94.2 99.2 98.5 0.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 15 19 16 21 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,278 COMMITMENTS 18,331 15,365 496 68,739 70,681 87,566 86,542 712 1,736 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 8,518) -496 2,624 496 8,518 5,398 8,518 8,518 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 17.4 0.6 77.9 80.1 99.2 98.0 0.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 8 1 29 31 34 39 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,325 COMMITMENTS 240 0 0 46,500 44,275 46,740 44,275 585 3,050 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 9,018) 240 0 0 8,838 8,203 9,078 8,203 -60 815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 98.3 93.6 98.8 93.6 1.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 16 20 17 20 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 228,640 COMMITMENTS 0 871 880 222,188 215,229 223,068 216,980 5,572 11,660 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,763) 0 703 -324 2,700 2,512 2,376 2,891 387 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.4 97.2 94.1 97.6 94.9 2.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 32 29 33 30 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 26,422 COMMITMENTS 0 61 900 24,226 22,899 25,126 23,860 1,296 2,562 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,168) 0 -1,260 900 840 2,528 1,740 2,168 428 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 3.4 91.7 86.7 95.1 90.3 4.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 16 14 17 15 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,996 COMMITMENTS 4,024 127 881 48,524 52,539 53,429 53,547 5,567 5,449 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 4,273) 2,894 -1,007 151 1,892 5,431 4,937 4,575 -664 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.2 1.5 82.2 89.1 90.6 90.8 9.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 13 16 16 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,941 COMMITMENTS 339 2,152 1,440 75,397 70,129 77,176 73,721 4,765 8,220 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,810) -120 60 -806 2,467 2,679 1,541 1,933 269 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.6 1.8 92.0 85.6 94.2 90.0 5.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 16 20 18 22 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,897 COMMITMENTS 8,368 0 509 104,244 116,442 113,121 116,951 8,776 4,946 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 6,477) 299 0 -125 5,177 6,572 5,351 6,447 1,126 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 0.4 85.5 95.5 92.8 95.9 7.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 19 15 22 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,884 COMMITMENTS 671 0 0 103,775 107,342 104,446 107,342 4,438 1,542 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 4,067) 0 -193 -202 5,609 5,197 5,407 4,802 -1,340 -735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 95.3 98.6 95.9 98.6 4.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 20 18 21 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,441 COMMITMENTS 0 1,933 1,361 108,887 110,532 110,248 113,826 14,193 10,615 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,152) -517 1,481 -404 5,379 3,883 4,458 4,960 -1,306 -1,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 1.1 87.5 88.8 88.6 91.5 11.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 2 23 23 25 26 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,835 COMMITMENTS 3,938 0 0 29,169 36,622 33,107 36,622 3,728 213 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,360) 120 0 0 3,180 3,360 3,300 3,360 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 0.0 0.0 79.2 99.4 89.9 99.4 10.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 15 13 18 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,428 COMMITMENTS 0 0 0 31,142 31,056 31,142 31,056 1,286 1,372 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,150) 0 0 0 546 1,089 546 1,089 604 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.0 95.8 96.0 95.8 4.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 10 18 10 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 178,969 COMMITMENTS 8,307 5,416 1,248 157,205 164,856 166,760 171,520 12,209 7,449 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 9,280) 663 1,370 251 6,958 6,063 7,872 7,684 1,408 1,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 3.0 0.7 87.8 92.1 93.2 95.8 6.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 4 4 39 31 44 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 94,701 COMMITMENTS 4,206 0 0 83,100 89,365 87,306 89,365 7,395 5,336 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,635) 668 -616 -240 -2,184 -318 -1,756 -1,174 121 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.0 0.0 87.7 94.4 92.2 94.4 7.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 20 23 22 23 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 79,232 COMMITMENTS 0 0 0 77,514 73,847 77,514 73,847 1,718 5,385 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 -60 60 -60 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.8 93.2 97.8 93.2 2.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 14 22 14 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 121,959 COMMITMENTS 6,188 0 0 101,986 117,170 108,174 117,170 13,785 4,789 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 4,610) 0 0 0 8,492 4,232 8,492 4,232 -3,882 378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 0.0 83.6 96.1 88.7 96.1 11.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 19 15 21 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 157,967 COMMITMENTS 29,991 11,135 14,167 113,303 132,030 157,461 157,331 506 636 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -982) -1,287 673 854 -548 -2,556 -981 -1,029 -1 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 7.0 9.0 71.7 83.6 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 13 13 21 47 48 70 72 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 48,343 COMMITMENTS 3,834 0 2,438 42,071 45,905 48,343 48,343 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,570) -4 0 134 2,440 2,435 2,570 2,570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.0 5.0 87.0 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 0 3 23 23 28 26 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 366,823 COMMITMENTS 9,252 21,600 632 356,939 344,591 366,823 366,823 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 12,465) 10 2,224 632 11,823 9,609 12,465 12,465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 5.9 0.2 97.3 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 20 17 23 20 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,509,477 COMMITMENTS 71,288 74,411 48,686 1389503 1386380 1509477 1509477 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -35,230) 2,787 4,680 -49 -37,968 -39,861 -35,230 -35,230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 4.9 3.2 92.1 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 6 4 37 42 44 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,273 COMMITMENTS 2,306 7,997 3,440 62,527 56,836 68,273 68,273 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 587) -1 770 -249 837 66 587 587 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 11.7 5.0 91.6 83.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 7 6 25 25 32 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 337,685 COMMITMENTS 0 5,476 0 337,685 332,209 337,685 337,685 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -4,526) 0 4,506 0 -4,526 -9,032 -4,526 -4,526 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: 26) 0 3 0 16 18 16 21 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 453,336 COMMITMENTS 4,241 728 8,632 440,463 443,976 453,336 453,336 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,167) -760 0 0 -407 -1,167 -1,167 -1,167 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.2 1.9 97.2 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 1 1 29 25 33 26 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 32,474 COMMITMENTS 920 390 168 30,712 31,517 31,800 32,075 674 399 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 440) 147 20 21 272 441 440 482 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.2 0.5 94.6 97.1 97.9 98.8 2.1 1.2 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 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,705 COMMITMENTS 140 0 0 53,258 53,690 53,398 53,690 307 15 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 935) 0 0 0 935 935 935 935 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.2 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 0 30 29 31 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 73,433 COMMITMENTS 0 0 0 73,103 73,315 73,103 73,315 330 118 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,365) 0 0 0 1,365 1,365 1,365 1,365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 0 0 33 30 33 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,543 COMMITMENTS 150 975 0 25,777 25,448 25,927 26,423 616 120 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 3.7 0.0 97.1 95.9 97.7 99.5 2.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 18 16 19 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 290,728 COMMITMENTS 12,328 0 0 278,400 290,728 290,728 290,728 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 736) 0 0 0 736 736 736 736 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 0.0 95.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 21 21 23 21 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 6,805 COMMITMENTS 925 1,141 150 5,454 5,409 6,529 6,700 276 105 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -65) 0 0 0 -65 -86 -65 -86 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 16.8 2.2 80.1 79.5 95.9 98.5 4.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 16 14 20 16 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 6,960 COMMITMENTS 2,250 0 0 4,590 6,660 6,840 6,660 120 300 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -300) 0 0 0 -300 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 0.0 0.0 65.9 95.7 98.3 95.7 1.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 10 15 13 15 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,720 COMMITMENTS 1,255 350 400 6,520 7,820 8,175 8,570 545 150 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -2,220) 25 0 -25 -2,220 -2,195 -2,220 -2,220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 4.0 4.6 74.8 89.7 93.8 98.3 6.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 14 13 16 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,262 COMMITMENTS 250 1,300 0 36,436 35,842 36,686 37,142 576 120 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.5 0.0 97.8 96.2 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 0 21 21 23 23 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,915 COMMITMENTS 1,560 150 0 25,175 26,750 26,735 26,900 180 15 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -135) 0 0 0 -135 -135 -135 -135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.6 0.0 93.5 99.4 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 25 20 26 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 21,040 COMMITMENTS 549 1,128 105 20,004 19,492 20,658 20,725 382 315 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 64) 254 0 0 -148 64 106 64 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 5.4 0.5 95.1 92.6 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 1 23 24 25 28 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,879 COMMITMENTS 1,255 2,204 1,548 49,031 47,949 51,834 51,701 45 178 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 945) 95 -462 70 775 1,347 940 955 5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 4.2 3.0 94.5 92.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 3 32 30 36 34 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,492 COMMITMENTS 1,673 15,217 808 66,949 53,419 69,430 69,444 62 48 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,557) -310 688 96 1,751 773 1,537 1,557 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 21.9 1.2 96.3 76.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 8 6 35 33 44 44 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,470 COMMITMENTS 585 0 0 43,870 44,440 44,455 44,440 15 30 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 785) 0 0 0 785 785 785 785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.0 98.7 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 27 11 28 11 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,475 COMMITMENTS 1,030 400 0 49,430 50,075 50,460 50,475 15 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,385) 0 400 0 1,385 985 1,385 1,385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.8 0.0 97.9 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 25 16 26 17 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 304,379 COMMITMENTS 56,876 13,618 2,360 245,143 288,401 304,379 304,379 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 8,292) 3,952 385 -400 4,740 8,307 8,292 8,292 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 4.5 0.8 80.5 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 2 24 29 27 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,145 COMMITMENTS 4,400 1,737 1,415 19,247 21,872 25,062 25,024 83 121 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 497) 152 48 117 250 340 518 505 -21 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 6.9 5.6 76.5 87.0 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 7 26 31 33 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 34,423 COMMITMENTS 4,273 2 178 29,972 34,243 34,423 34,423 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 50) -100 -25 75 75 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.0 0.5 87.1 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 3 16 14 23 17 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 296,843 COMMITMENTS 1,576 20,001 0 295,267 276,842 296,843 296,843 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 11,661) 0 0 0 11,661 11,661 11,661 11,661 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 6.7 0.0 99.5 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 20 16 21 18 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 21,042 COMMITMENTS 890 0 1,018 18,647 19,603 20,555 20,621 487 421 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,115) 515 -1,018 1,018 582 2,115 2,115 2,115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 4.8 88.6 93.2 97.7 98.0 2.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 1 17 20 21 21 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,300 COMMITMENTS 811 0 512 7,686 8,713 9,009 9,225 1,291 1,075 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -625) -21 0 0 -604 -625 -625 -625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.0 5.0 74.6 84.6 87.5 89.6 12.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 1 15 17 19 18 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 111,464 COMMITMENTS 8,993 0 1,586 100,477 109,470 111,056 111,056 408 408 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -6,720) -408 0 0 -6,312 -6,720 -6,720 -6,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.0 1.4 90.1 98.2 99.6 99.6 0.4 0.4 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 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,685 COMMITMENTS 395 1,639 279 14,803 13,302 15,477 15,220 208 465 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -775) -21 -85 23 -798 -734 -796 -796 21 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 10.4 1.8 94.4 84.8 98.7 97.0 1.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 3 21 26 25 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 173,021 COMMITMENTS 1,543 8,935 408 171,070 163,678 173,021 173,021 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -15,388) 1,543 0 0 -16,931 -15,388 -15,388 -15,388 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 5.2 0.2 98.9 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 20 21 22 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,920 COMMITMENTS 0 525 0 8,860 8,380 8,860 8,905 60 15 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,300) 0 0 0 -1,300 -1,300 -1,300 -1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 0.0 99.3 93.9 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 16 12 16 15 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 28,114 COMMITMENTS 3,485 465 1,530 23,099 26,119 28,114 28,114 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 102) 25 0 0 77 102 102 102 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 1.7 5.4 82.2 92.9 100.0 100.0 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 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 244,880 COMMITMENTS 0 3,864 0 244,880 241,016 244,880 244,880 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,264) 0 0 0 1,264 1,264 1,264 1,264 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 15 14 15 15 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,565 COMMITMENTS 400 1,780 0 9,630 8,770 10,030 10,550 535 15 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 340) 0 0 0 340 340 340 340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 16.8 0.0 91.2 83.0 94.9 99.9 5.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 13 15 14 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,965 COMMITMENTS 155 1,780 155 10,105 9,015 10,415 10,950 550 15 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 335) 0 0 0 335 335 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 16.2 1.4 92.2 82.2 95.0 99.9 5.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 14 13 15 15 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 702,165 COMMITMENTS 37,826 34,360 142,702 519,944 523,463 700,472 700,526 1,693 1,640 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -35,146) 995 6,640 -711 -35,484 -41,140 -35,200 -35,210 54 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 4.9 20.3 74.0 74.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 3 6 20 19 28 25 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,350 COMMITMENTS 0 0 0 15,015 15,330 15,015 15,330 335 20 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.8 99.9 97.8 99.9 2.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 13 15 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,708 COMMITMENTS 375 0 50 19,148 19,658 19,573 19,708 135 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 190) 0 0 0 190 190 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.3 97.2 99.7 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 18 17 21 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,626 COMMITMENTS 400 50 0 12,977 13,576 13,377 13,626 249 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 172) 0 50 0 172 122 172 172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.4 0.0 95.2 99.6 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 16 16 19 17 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,115 COMMITMENTS 0 525 0 22,675 22,470 22,675 22,995 440 120 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,275) 0 0 0 1,205 1,275 1,205 1,275 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.0 98.1 97.2 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 15 15 15 18 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,155 COMMITMENTS 0 75 0 14,840 14,900 14,840 14,975 315 180 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,165) 0 0 0 1,165 1,165 1,165 1,165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 97.9 98.3 97.9 98.8 2.1 1.2 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 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,355 COMMITMENTS 0 535 100 16,955 16,705 17,055 17,340 300 15 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.6 97.7 96.3 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 2 14 10 16 14 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,367 COMMITMENTS 470 330 105 17,487 17,917 18,062 18,352 305 15 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.8 0.6 95.2 97.5 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 14 10 16 13 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,751 COMMITMENTS 3,455 1,680 285 95,996 97,636 99,736 99,601 15 150 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -740) 0 -20 0 -740 -720 -740 -740 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.7 0.3 96.2 97.9 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 3 35 33 42 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 122,869 COMMITMENTS 3,330 5,307 838 118,701 116,589 122,869 122,734 0 135 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,985) -50 130 0 3,035 2,855 2,985 2,985 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 4.3 0.7 96.6 94.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 8 5 44 38 51 46 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 185,551 COMMITMENTS 10,647 17,253 10,586 164,262 157,664 185,495 185,503 56 48 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,018) -896 -466 -72 3,029 2,602 2,060 2,064 -42 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 9.3 5.7 88.5 85.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 7 15 12 45 50 62 67 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 128,960 COMMITMENTS 7,257 5,289 2,126 119,531 121,545 128,914 128,960 46 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,083) 0 737 -597 3,680 2,943 3,083 3,083 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 4.1 1.6 92.7 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 7 5 42 34 48 43 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,860 COMMITMENTS 1,635 1,025 110 35,105 35,725 36,850 36,860 10 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 860) 30 0 0 830 860 860 860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 2.8 0.3 95.2 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 23 14 25 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,575 COMMITMENTS 935 220 55 32,585 33,300 33,575 33,575 0 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 540) 30 0 -50 560 590 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.7 0.2 97.1 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 23 15 25 18 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 34,415 COMMITMENTS 1,300 0 250 32,706 34,155 34,256 34,405 159 10 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -310) 100 0 0 -410 -310 -310 -310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.7 95.0 99.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 1 30 27 33 28 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 18,906 COMMITMENTS 1,125 0 0 17,781 18,786 18,906 18,786 0 120 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 110) 0 0 0 110 110 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.0 0.0 94.0 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 19 19 21 19 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,001 COMMITMENTS 2,622 1,963 742 21,316 22,296 24,680 25,001 321 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -798) 5 0 10 -815 -808 -800 -798 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 7.9 3.0 85.3 89.2 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 2 24 26 30 29 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,160 COMMITMENTS 2,296 0 59 17,664 19,801 20,019 19,860 141 300 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -486) 45 0 0 -531 -486 -486 -486 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 0.0 0.3 87.6 98.2 99.3 98.5 0.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 21 23 24 24 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,417 COMMITMENTS 1,946 4,594 885 35,317 32,926 38,148 38,405 269 12 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,092) 60 65 55 995 972 1,110 1,092 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 12.0 2.3 91.9 85.7 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 4 31 27 36 31 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,512 COMMITMENTS 75 280 120 21,775 22,112 21,970 22,512 542 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,270) -25 10 75 -1,380 -1,355 -1,330 -1,270 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.2 0.5 96.7 98.2 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 26 22 28 24 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,406 COMMITMENTS 0 1,816 335 23,791 22,255 24,126 24,406 280 0 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -89) 0 -20 80 -169 -149 -89 -89 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.4 1.4 97.5 91.2 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 23 16 24 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,659 COMMITMENTS 114 150 0 14,179 14,305 14,293 14,455 366 204 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.0 0.0 96.7 97.6 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 18 15 19 17 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,258 COMMITMENTS 100 500 0 35,834 35,718 35,934 36,218 324 40 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 95) 0 0 0 95 95 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.4 0.0 98.8 98.5 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 0 31 26 32 28 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 17,298 COMMITMENTS 573 150 6 16,689 17,128 17,268 17,284 30 14 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.9 0.0 96.5 99.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 23 19 24 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,435 COMMITMENTS 1,057 0 18 13,345 14,399 14,420 14,417 15 18 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 400) 20 0 0 380 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.0 0.1 92.4 99.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 22 18 23 19
Updated October 21, 2016