CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,150
COMMITMENTS
   1,711      476        0    4,429    5,673    6,140    6,149       10        1

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -158)
     125       18     -148     -135      -28     -158     -158        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8      7.7      0.0     72.0     92.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        0        8        7       13       10                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       34,756
COMMITMENTS
   9,642    5,189    4,330   20,684   25,237   34,656   34,756      100        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -2,615)
    -983      460     -437   -1,199   -2,623   -2,620   -2,600        5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     14.9     12.5     59.5     72.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        9        9       12       13       27       25                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       34,260
COMMITMENTS
  18,510   11,660      600   15,150   22,000   34,260   34,260        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -200)
      90      -10     -240      -50       50     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.0     34.0      1.8     44.2     64.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        7        3        8        5       16       13                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       28,215
COMMITMENTS
   6,435   17,230      195   21,565   10,750   28,195   28,175       20       40

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        300)
     200     -150        0      100      450      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     61.1      0.7     76.4     38.1     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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       29,434
COMMITMENTS
   2,624      493    3,200   23,610   25,741   29,434   29,434        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:         -9)
    -851     -522      403      439      110       -9       -9        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      1.7     10.9     80.2     87.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        3        5       11        9       20       16                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       69,004
COMMITMENTS
   7,465    3,250    4,831   56,688   60,877   68,984   68,958       20       46

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -1,197)
     -22     -888      -28   -1,147     -282   -1,197   -1,197        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      4.7      7.0     82.2     88.2    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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       18,110
COMMITMENTS
   3,400    8,860      400   14,300    8,850   18,100   18,110       10        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        300)
     100      200        0      200      100      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     48.9      2.2     79.0     48.9     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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       18,374
COMMITMENTS
   8,770    8,520      200    9,384    9,654   18,354   18,374       20        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        186)
     505        0      -70     -249      256      186      186        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.7     46.4      1.1     51.1     52.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       19,285
COMMITMENTS
   8,609    7,200    1,400    9,276   10,685   19,285   19,285        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        791)
     641      500        0      150      291      791      791        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.6     37.3      7.3     48.1     55.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        3        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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       11,695
COMMITMENTS
   7,370    6,095      100    4,225    5,500   11,695   11,695        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,150)
     600      400        0      550      750    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.0     52.1      0.9     36.1     47.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        1        7        4       13        8                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,808,840
COMMITMENTS
 893,536   69,027  615,486  3253432  4102106  4762454  4786619   46,386   22,221

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:   -235,375)
-120,372    7,159  -49,197  -63,126 -192,276 -232,695 -234,314   -2,680   -1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      1.4     12.8     67.7     85.3     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      55       18       59      139      126      206      192                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,464,783
COMMITMENTS
  98,963   29,522  604,586  758,045  829,858  1461595  1463966    3,188      818

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:   -257,783)
 -14,103  -22,287 -125,031 -118,596 -110,292 -257,731 -257,610      -52     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      2.0     41.3     51.8     56.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       12       31       57       54       90       85                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,300
COMMITMENTS
   8,118      645    4,527  206,399  227,379  219,044  232,551   17,256    3,749

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      2,164)
  -5,276     -661    1,714    4,379    1,575      817    2,628    1,347     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.3      1.9     87.3     96.2     92.7     98.4      7.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        1        6       38       32       46       38                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      112,116
COMMITMENTS
   1,511      536    1,091  105,121  108,541  107,723  110,168    4,393    1,948

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,518)
    -960        0      276    2,730    1,654    2,046    1,930     -528     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.5      1.0     93.8     96.8     96.1     98.3      3.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        4       25       32       29       37                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      172,161
COMMITMENTS
   1,815    4,774    2,032  155,408  153,311  159,255  160,117   12,906   12,044

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      2,443)
     121    2,631     -777    4,822      973    4,166    2,827   -1,723     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.8      1.2     90.3     89.1     92.5     93.0      7.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        4        2       28       35       31       39                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      871,463
COMMITMENTS
     427      261    1,949  855,263  858,035  857,639  860,245   13,824   11,218

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -4,969)
    -179     -823     -174   -3,952   -8,519   -4,305   -9,516     -664    4,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.2     98.1     98.5     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        2       51       36       54       38                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      382,284
COMMITMENTS
   3,403    6,240      712  372,172  367,603  376,287  374,555    5,997    7,729

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      5,269)
   2,557    1,158     -312    2,774    4,578    5,019    5,424      250     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.6      0.2     97.4     96.2     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        4        3       36       41       40       47                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,098
COMMITMENTS
     980       95    3,204  262,641  267,325  266,825  270,624    5,273    1,474

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     12,598)
  -2,433       91    1,044   15,163   11,212   13,774   12,347   -1,176      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      1.2     96.5     98.2     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        1        2       46       46       51       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       93,457
COMMITMENTS
   2,796      300      893   86,630   83,095   90,319   84,288    3,138    9,169

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,044)
     232     -420     -442    1,496    1,841    1,286      979     -242       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.3      1.0     92.7     88.9     96.6     90.2      3.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       21       24       24       27                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,006
COMMITMENTS
       0   19,386      790  108,129   90,806  108,919  110,982    6,087    4,024

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      6,013)
       0    7,519   -1,474   10,753     -573    9,279    5,472   -3,266      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.9      0.7     94.0     79.0     94.7     96.5      5.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        4        1       26       25       27       29                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,805
COMMITMENTS
       0      810        0   22,817   23,151   22,817   23,961    1,988      844

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      120      180      120      180       30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.0     92.0     93.3     92.0     96.6      8.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       12       15       12       17                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,668
COMMITMENTS
       0    5,383      882   99,550  100,202  100,432  106,467   10,236    4,201

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        766)
       0      361        0    1,011      287    1,011      648     -245      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.9      0.8     90.0     90.5     90.8     96.2      9.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      147,380
COMMITMENTS
       0        0        0  141,025  142,117  141,025  142,117    6,355    5,263

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      6,892)
       0        0        0    7,696    7,928    7,696    7,928     -804   -1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     96.4     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       27       27       27       27                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       63,803
COMMITMENTS
       0        0        0   58,867   60,392   58,867   60,392    4,936    3,411

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      5,453)
       0        0        0    4,482    4,265    4,482    4,265      971    1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.3     94.7     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       14       15       14                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       14,591
COMMITMENTS
   1,330        0        0   11,485   12,951   12,815   12,951    1,776    1,640

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:         60)
      60        0        0      -60        0        0        0       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      0.0      0.0     78.7     88.8     87.8     88.8     12.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       12       13       14       13                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      431,065
COMMITMENTS
  12,108    2,966    8,790  400,310  413,270  421,208  425,026    9,857    6,039

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      7,321)
   4,097      441     -664    4,723    8,863    8,156    8,640     -835   -1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.7      2.0     92.9     95.9     97.7     98.6      2.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       4        3        4       49       46       55       51                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,630
COMMITMENTS
     566    2,287    1,228   63,774   65,097   65,568   68,612    8,062    5,018

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -454)
     116     -640      160     -641     -188     -365     -668      -89      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.1      1.7     86.6     88.4     89.1     93.2     10.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       17       17       21       21                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,294
COMMITMENTS
       0      930        0   16,533   15,818   16,533   16,748    1,761    1,546

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.1      0.0     90.4     86.5     90.4     91.5      9.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       15       13       15       14                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       69,811
COMMITMENTS
   1,504    1,292    1,351   63,688   61,999   66,543   64,642    3,268    5,169

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -661)
     -30      782     -380     -162   -1,033     -572     -631      -89      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.9      1.9     91.2     88.8     95.3     92.6      4.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       21       16       23       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,629
COMMITMENTS
  18,532    6,750      510   94,689  107,138  113,731  114,398    1,898    1,231

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     15,489)
   8,800   -1,830      510    5,579   17,395   14,889   16,075      600     -586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      5.8      0.4     81.9     92.7     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        3        1       26       35       31       39                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      133,477
COMMITMENTS
  30,207   18,795    1,446  100,372  110,902  132,025  131,143    1,452    2,334

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     17,379)
   9,005   -1,751      671    7,259   18,062   16,935   16,982      444      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     14.1      1.1     75.2     83.1     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       8        8        4       37       42       48       51                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,705
COMMITMENTS
     692        0        0   50,161   48,566   50,853   48,566      852    3,139

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -810)
      90        0        0     -749     -690     -659     -690     -151     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     97.0     93.9     98.4     93.9      1.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       19       22       21       22                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      239,285
COMMITMENTS
     220        0    1,044  233,220  227,626  234,484  228,670    4,801   10,615

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     10,813)
     220     -323      -54   11,652   11,297   11,818   10,920   -1,005     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.4     97.5     95.1     98.0     95.6      2.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        1       35       33       36       34                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       28,865
COMMITMENTS
       0      811      840   26,031   24,381   26,871   26,032    1,994    2,833

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        935)
       0     -150      330      455      544      785      724      150      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      2.9     90.2     84.5     93.1     90.2      6.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       18       17       19       20                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,383
COMMITMENTS
   3,417      210    1,008   52,583   57,414   57,008   58,632    7,375    5,751

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      3,036)
     803      -96       96    1,709    2,824    2,608    2,824      428      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      0.3      1.6     81.7     89.2     88.5     91.1     11.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       13       16       15       18                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,745
COMMITMENTS
       0    3,960      895   80,992   73,738   81,887   78,593    3,858    7,152

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,696)
       0      367     -216    1,519    1,659    1,303    1,810      393     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.6      1.0     94.5     86.0     95.5     91.7      4.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        1       20       25       21       28                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      130,384
COMMITMENTS
   8,901      598      118  112,613  124,470  121,632  125,186    8,752    5,198

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,792)
     674      598     -485    1,694    1,888    1,883    2,001      -91     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.5      0.1     86.4     95.5     93.3     96.0      6.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       21       15       25       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,064
COMMITMENTS
       0        0        0   85,466   88,152   85,466   88,152    7,598    4,912

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,098)
       0        0        0      852    1,061      852    1,061      246       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.8     94.7     91.8     94.7      8.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       16       17       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,519
COMMITMENTS
   2,170        0        0  109,135  114,066  111,305  114,066    4,214    1,453

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      5,447)
   1,153        0      -37    4,326    5,451    5,442    5,414        5       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.0     94.5     98.7     96.4     98.7      3.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       20       18       22       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,884
COMMITMENTS
       0    6,647      985  117,301  114,850  118,286  122,482   14,598   10,402

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      5,335)
       0    1,862      -12    4,903    3,593    4,891    5,443      444     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      0.7     88.3     86.4     89.0     92.2     11.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        4        2       27       25       29       29                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,918
COMMITMENTS
   4,456        0        0   33,588   40,615   38,044   40,615    2,874      303

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        240)
     248        0        0     -128      240      120      240      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      0.0      0.0     82.1     99.3     93.0     99.3      7.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        0       19       16       23       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,739
COMMITMENTS
     633        0        0   32,913   33,943   33,546   33,943    1,193      796

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        721)
     633        0        0      361      601      994      601     -273      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.0     94.7     97.7     96.6     97.7      3.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       18       11       20       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      193,597
COMMITMENTS
  12,903    5,618    1,782  168,657  181,424  183,342  188,824   10,255    4,773

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      9,370)
   3,930      858      721    5,680   10,648   10,331   12,227     -961   -2,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      2.9      0.9     87.1     93.7     94.7     97.5      5.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        4        5       42       35       50       43                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       98,819
COMMITMENTS
   3,110        0        0   89,371   92,868   92,481   92,868    6,338    5,951

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      2,088)
    -428        0        0    2,622    1,957    2,194    1,957     -106      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     90.4     94.0     93.6     94.0      6.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       21       23       22       23                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,220
COMMITMENTS
       0        0        0   80,227   78,995   80,227   78,995    2,993    4,225

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,928)
       0        0        0    1,256    2,142    1,256    2,142      672     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.4     94.9     96.4     94.9      3.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23       16       23       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      123,944
COMMITMENTS
   6,188        0        0  104,413  119,796  110,601  119,796   13,343    4,148

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      193   -1,480      193   -1,480       32    1,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.0      0.0     84.2     96.7     89.2     96.7     10.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       21       17       23       17                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      158,699
COMMITMENTS
  30,417   11,461   14,333  113,320  132,066  158,070  157,860      629      838

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,160)
   1,550     -903       85     -472    1,938    1,163    1,121       -3       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      7.2      9.0     71.4     83.2     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      11       16       22       49       50       72       76                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       47,505
COMMITMENTS
   4,414      424      743   42,348   46,338   47,505   47,505        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -3,391)
     954      424   -1,657   -2,688   -2,158   -3,391   -3,391        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      0.9      1.6     89.1     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        4       24       23       29       27                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      343,412
COMMITMENTS
  10,493    6,858    8,657  324,262  327,897  343,412  343,412        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:    -26,452)
     920  -14,742    8,025  -35,397  -19,735  -26,452  -26,452        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.0      2.5     94.4     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       21       19       25       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,536,745
COMMITMENTS
  83,765   90,843   42,309  1410671  1403593  1536745  1536745        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     24,227)
  10,920   14,856   -6,051   19,358   15,422   24,227   24,227        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      5.9      2.8     91.8     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        6        4       38       44       45       54                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,144
COMMITMENTS
   1,447    7,025    2,735   60,962   55,384   65,144   65,144        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -2,947)
    -814     -550     -473   -1,561   -1,925   -2,847   -2,947     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     10.8      4.2     93.6     85.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        9        6       26       24       33       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      363,918
COMMITMENTS
       0    5,476        0  363,918  358,442  363,918  363,918        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     15,347)
       0     -321        0   15,347   15,668   15,347   15,347        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       16       17       16       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      461,057
COMMITMENTS
   6,577      728    8,632  445,848  451,697  461,057  461,057        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -4,376)
   2,336        0        0   -6,712   -4,376   -4,376   -4,376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.2      1.9     96.7     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        1       29       27       33       28                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       31,794
COMMITMENTS
     920      104      126   30,074   31,186   31,120   31,416      674      378

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -341)
      21     -286      -42     -320        8     -341     -320        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.3      0.4     94.6     98.1     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        1       24       25       29       27                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,170
COMMITMENTS
     140        0        0   55,723   56,155   55,863   56,155      307       15

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,650)
       0        0        0    1,650    1,650    1,650    1,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     99.2    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       30       30       31       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,463
COMMITMENTS
       0        0        0   76,133   76,345   76,133   76,345      330      118

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,530    1,530    1,530    1,530        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       34       30       34       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,468
COMMITMENTS
     150      975        0   26,702   26,373   26,852   27,348      616      120

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      3.5      0.0     97.2     96.0     97.8     99.6      2.2      0.4

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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      301,952
COMMITMENTS
  11,920        0        0  290,032  301,952  301,952  301,952        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      6,216)
       0        0        0    6,216    6,216    6,216    6,216        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      0.0     96.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       21       20       23       20                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,100
COMMITMENTS
     925    1,141      150    5,728    5,704    6,803    6,995      297      105

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -126)
       0        0        0     -168     -126     -168     -126       42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     16.1      2.1     80.7     80.3     95.8     98.5      4.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       17       14       21       16                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,395
COMMITMENTS
   2,250        0        0    4,965    7,095    7,215    7,095      180      300

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        135)
       0        0        0       75      135       75      135       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      0.0      0.0     67.1     95.9     97.6     95.9      2.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       12       15       15       15                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,725
COMMITMENTS
   1,205      250      550    8,425    9,805   10,180   10,605      545      120

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,430)
     -50        0       25    1,455    1,405    1,430    1,430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      2.3      5.1     78.6     91.4     94.9     98.9      5.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        3       13       15       16       19                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,347
COMMITMENTS
     250    1,350        0   38,521   37,877   38,771   39,227      576      120

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,500)
       0        0        0    1,500    1,500    1,500    1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      3.4      0.0     97.9     96.3     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        0       21       21       23       24                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,175
COMMITMENTS
   1,560      250        0   26,435   27,910   27,995   28,160      180       15

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        935)
       0      100        0      935      835      935      935        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.9      0.0     93.8     99.1     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       26       20       27       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,840
COMMITMENTS
     568    1,023      189   19,597   19,313   20,354   20,525      486      315

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        -18)
     -63     -105      105     -184        3     -142        3      124      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      4.9      0.9     94.0     92.7     97.7     98.5      2.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        2       21       24       24       28                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,047
COMMITMENTS
   1,170    2,297    1,647   53,183   51,935   56,000   55,879       47      168

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:         56)
     -30     -790      485     -390      361       65       56       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      4.1      2.9     94.9     92.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        4       31       29       36       34                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,036
COMMITMENTS
   1,578   19,241    1,180   73,193   55,547   75,951   75,968       85       68

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -218)
    -160      418      404     -462   -1,060     -218     -238        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     25.3      1.6     96.3     73.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        7        4       37       33       43       43                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,350
COMMITMENTS
     765        0        0   44,570   45,320   45,335   45,320       15       30

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        830)
     180        0        0      650      830      830      830        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     98.3     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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,610
COMMITMENTS
   1,210      800        0   50,385   50,810   51,595   51,610       15        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,025)
     180      400        0      845      625    1,025    1,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.6      0.0     97.6     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       27       16       28       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      312,237
COMMITMENTS
  44,244   13,932    3,208  264,785  295,097  312,237  312,237        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      2,408)
   2,341     -408     -400      467    3,216    2,408    2,408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      4.5      1.0     84.8     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        2       24       31       27       36                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,700
COMMITMENTS
   4,412    2,084    1,618   20,587   22,829   26,617   26,531       83      169

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -672)
     382      -43     -484     -570     -191     -672     -718        0       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5      7.8      6.1     77.1     85.5     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        6       25       30       31       39                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       36,122
COMMITMENTS
   3,596       28      254   32,272   35,840   36,122   36,122        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,674)
    -677       26       76    2,275    1,572    1,674    1,674        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      0.1      0.7     89.3     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        4       16       15       23       19                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      304,269
COMMITMENTS
   3,152   20,001        0  301,117  284,268  304,269  304,269        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        408)
       0        0        0      408      408      408      408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      6.6      0.0     99.0     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       20       17       21       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       20,903
COMMITMENTS
     763      474    1,018   18,614   18,990   20,395   20,482      508      421

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        -15)
     -43      388        0       28     -403      -15      -15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      2.3      4.9     89.0     90.8     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       16       20       20       22                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        9,960
COMMITMENTS
     145        0      126    8,823    9,476    9,094    9,602      866      358

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        209)
      21        0      -21      188      209      188      188       21       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      1.3     88.6     95.1     91.3     96.4      8.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       15       11       17       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       10,482
COMMITMENTS
     811       82      512    8,144    9,171    9,467    9,765    1,015      717

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        116)
       0       82        0      433      392      433      474     -317     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      0.8      4.9     77.7     87.5     90.3     93.2      9.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       18       18       22       20                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      114,869
COMMITMENTS
  12,053        0      816  101,592  113,645  114,461  114,461      408      408

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,135)
     385        0        0      750    1,135    1,135    1,135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      0.0      0.7     88.4     98.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        0        2       18       16       23       18                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,889
COMMITMENTS
     501    1,823      320   14,798   13,302   15,619   15,445      270      444

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -147)
      21       83        0     -209     -230     -188     -147       41        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     11.5      2.0     93.1     83.7     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        4       21       25       26       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      173,367
COMMITMENTS
     398    9,705      793  172,176  162,869  173,367  173,367        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -809)
    -760   -1,155        0      -49      346     -809     -809        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.6      0.5     99.3     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       20       18       22       22                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,495
COMMITMENTS
       0      525        0    9,435    8,955    9,435    9,480       60       15

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      225      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.5      0.0     99.4     94.3     99.4     99.8      0.6      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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,623
COMMITMENTS
   2,912      413    1,530   21,181   23,680   25,623   25,623        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -2,978)
    -573      -52        0   -2,405   -2,926   -2,978   -2,978        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      1.6      6.0     82.7     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       17       14       19       16                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      230,123
COMMITMENTS
       0    3,864        0  230,123  226,259  230,123  230,123        0        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:    -15,720)
       0        0        0  -15,720  -15,720  -15,720  -15,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0    100.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,285
COMMITMENTS
     400    1,780        0   10,350    9,490   10,750   11,270      535       15

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     15.8      0.0     91.7     84.1     95.3     99.9      4.7      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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,695
COMMITMENTS
     155    1,780      155   10,835    9,745   11,145   11,680      550       15

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     15.2      1.3     92.6     83.3     95.3     99.9      4.7      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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      683,119
COMMITMENTS
  35,379   20,257  145,428  500,523  516,044  681,330  681,729    1,790    1,390

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -1,100)
  -1,932     -188       -9      880     -879   -1,060   -1,075      -40      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      3.0     21.3     73.3     75.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        6       20       19       27       25                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,710
COMMITMENTS
      80        0        0   15,295   15,710   15,375   15,710      335        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        470)
      80        0        0      390      490      470      490        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     97.4    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       13       16       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,553
COMMITMENTS
     375        0       50   19,988   20,503   20,413   20,553      140        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      320      325      320      325        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.2     97.3     99.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,761
COMMITMENTS
     400       50        0   13,107   13,711   13,507   13,761      254        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      105      110      105      110        5        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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,340
COMMITMENTS
       0      525        0   22,900   22,695   22,900   23,220      440      120

CHANGES FROM 10/25/16 (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      2.2      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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,755
COMMITMENTS
       0       75        0   15,440   15,500   15,440   15,575      315      180

CHANGES FROM 10/25/16 (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      0.5      0.0     98.0     98.4     98.0     98.9      2.0      1.1

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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,405
COMMITMENTS
       0      525      110   16,990   16,745   17,100   17,380      305       25

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        -15)
       0      -10       10      -30      -25      -20      -25        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.6     97.6     96.2     98.2     99.9      1.8      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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,397
COMMITMENTS
     480      330      105   17,482   17,937   18,067   18,372      330       25

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:         15)
      10        0        0        0        5       10        5        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.8      0.6     95.0     97.5     98.2     99.9      1.8      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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      103,481
COMMITMENTS
   3,455    2,065      275   99,736  101,021  103,466  103,361       15      120

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      2,315)
       0      185        0    2,315    2,160    2,315    2,345        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      2.0      0.3     96.4     97.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        4        3       39       33       46       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      129,104
COMMITMENTS
   3,655    5,762      883  124,566  122,339  129,104  128,984        0      120

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      4,065)
     190      180       30    3,845    3,855    4,065    4,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      4.5      0.7     96.5     94.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        7        6       45       37       54       46                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      190,811
COMMITMENTS
   8,974   21,162   10,461  171,325  159,128  190,759  190,751       52       60

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      4,813)
  -1,157    1,384      107    5,875    3,317    4,825    4,808      -12        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     11.1      5.5     89.8     83.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       7       16       10       46       51       61       69                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      131,041
COMMITMENTS
   7,332    4,380    2,274  121,389  124,387  130,995  131,041       46        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      2,853)
      75   -1,101      158    2,620    3,796    2,853    2,853        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      3.3      1.7     92.6     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        7        6       42       34       49       43                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,530
COMMITMENTS
   1,685    1,025      110   35,680   36,395   37,475   37,530       55        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        615)
      25        0        0      545      615      570      615       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      2.7      0.3     95.1     97.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       23       15       25       17                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,740
COMMITMENTS
   1,160      220       55   32,415   33,465   33,630   33,740      110        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -160)
      25        0        0     -295     -160     -270     -160      110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.7      0.2     96.1     99.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       35,021
COMMITMENTS
   1,300      200      250   33,312   34,561   34,862   35,011      159       10

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        536)
       0      200        0      536      336      536      536        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.6      0.7     95.1     98.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        1       30       29       33       31                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       20,411
COMMITMENTS
   1,125        0        0   19,286   20,291   20,411   20,291        0      120

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,370)
       0        0        0    1,370    1,370    1,370    1,370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.0      0.0     94.5     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       20       19       22       19                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,382
COMMITMENTS
   2,906    1,963      613   22,533   23,776   26,052   26,352      330       30

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:      1,000)
    -130        0      -25    1,145    1,005      990      980       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      7.4      2.3     85.4     90.1     98.7     99.9      1.3      0.1

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 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,370
COMMITMENTS
   2,421        0       59   18,729   20,991   21,209   21,050      161      320

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        703)
     105        0        0      598      713      703      713        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      0.0      0.3     87.6     98.2     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       20       23       23       24                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,941
COMMITMENTS
   2,155    5,525    1,122   36,394   33,282   39,671   39,929      270       12

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        746)
      95      343      177      474      226      746      746        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4     13.8      2.8     91.1     83.3     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        5       31       27       37       32                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,987
COMMITMENTS
      75      528      120   22,235   22,339   22,430   22,987      557        0

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:         71)
       0       56        0       76       35       76       91       -5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.3      0.5     96.7     97.2     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       26       22       28       26                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,691
COMMITMENTS
     100    1,767      304   23,997   22,600   24,401   24,671      290       20

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        230)
     100      -50       40       85      220      225      210        5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      7.2      1.2     97.2     91.5     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       23       17       25       20                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,673
COMMITMENTS
     124      150        0   14,239   14,305   14,363   14,455      310      218

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:          0)
      10        0        0      -10        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.0      0.0     97.0     97.5     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       14       19       16                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,839
COMMITMENTS
     200      650        0   37,315   37,149   37,515   37,799      324       40

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        731)
     100      150        0      631      581      731      731        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.7      0.0     98.6     98.2     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       31       26       33       28                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,681
COMMITMENTS
     463      150       54   16,134   16,463   16,651   16,667       30       14

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:       -608)
    -150        0       52     -510     -660     -608     -608        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.9      0.3     96.7     98.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       23       20       24       22                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,623
COMMITMENTS
     967        0        6   13,635   14,597   14,608   14,603       15       20

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:        180)
    -150        0        0      330      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      0.0      0.0     93.2     99.8     99.9     99.9      0.1      0.1

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



Updated November 4, 2016