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