CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 34,435 COMMITMENTS 9,946 5,591 3,830 20,579 25,014 34,355 34,435 80 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -321) 304 402 -500 -104 -223 -301 -321 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 16.2 11.1 59.8 72.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 9 9 12 13 28 25 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,610 COMMITMENTS 18,810 12,110 600 15,200 21,900 34,610 34,610 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 350) 300 450 0 50 -100 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.3 35.0 1.7 43.9 63.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 6 3 8 5 17 12 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 29,130 COMMITMENTS 6,700 18,065 195 22,215 10,870 29,110 29,130 20 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 915) 265 835 0 650 120 915 955 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 62.0 0.7 76.3 37.3 99.9 100.0 0.1 0.0 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 29,217 COMMITMENTS 2,625 480 3,218 23,373 25,518 29,217 29,217 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -218) 1 -13 18 -237 -223 -218 -218 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 1.6 11.0 80.0 87.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 3 6 11 9 20 17 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 71,021 COMMITMENTS 7,484 3,249 4,829 58,708 62,937 71,021 71,015 0 6 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 2,018) 19 -1 -2 2,020 2,060 2,038 2,058 -20 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 4.6 6.8 82.7 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 6 8 19 16 29 27 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 18,485 COMMITMENTS 3,525 9,185 400 14,500 8,900 18,425 18,485 60 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 375) 125 325 0 200 50 325 375 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 49.7 2.2 78.4 48.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 8 1 7 5 15 13 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 6,505 COMMITMENTS 3,805 3,595 0 2,700 2,910 6,505 6,505 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.5 55.3 0.0 41.5 44.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 6 0 4 4 10 10 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 18,223 COMMITMENTS 8,636 8,420 200 9,367 9,603 18,203 18,223 20 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -151) -134 -100 0 -17 -51 -151 -151 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.4 46.2 1.1 51.4 52.7 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 19,845 COMMITMENTS 8,494 7,450 1,400 9,951 10,995 19,845 19,845 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 561) -114 250 0 675 311 561 561 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 37.5 7.1 50.1 55.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 4 3 9 4 19 10 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 11,845 COMMITMENTS 7,420 6,145 100 4,325 5,600 11,845 11,845 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 150) 50 50 0 100 100 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.6 51.9 0.8 36.5 47.3 100.0 100.0 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,708,403 COMMITMENTS 829,987 51,568 628,515 3196840 4004224 4655342 4684307 53,061 24,096 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -100,437) -63,549 -17,459 13,029 -56,592 -97,882 -107,112 -102,312 6,675 1,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 1.1 13.3 67.9 85.0 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 50 22 58 144 130 211 195 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,554,466 COMMITMENTS 113,187 35,250 638,729 798,890 878,998 1550806 1552977 3,659 1,488 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 89,683) 14,224 5,729 34,143 40,845 49,141 89,211 89,012 471 671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 2.3 41.1 51.4 56.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 21 14 33 59 55 94 88 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,010 COMMITMENTS 6,717 0 1,743 186,126 207,150 194,586 208,893 18,424 4,117 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -23,290) -1,401 -645 -2,784 -20,273 -20,229 -24,458 -23,658 1,168 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 0.8 87.4 97.2 91.4 98.1 8.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 0 4 34 27 41 31 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,774 COMMITMENTS 165 292 527 100,411 101,745 101,103 102,564 4,671 3,210 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -6,342) -1,346 -244 -564 -4,710 -6,796 -6,620 -7,604 278 1,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.3 0.5 94.9 96.2 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 23 30 25 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,012 COMMITMENTS 1,964 3,395 1,683 142,773 144,599 146,420 149,677 12,592 9,335 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -13,149) 149 -1,379 -349 -12,635 -8,712 -12,835 -10,440 -314 -2,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.1 1.1 89.8 90.9 92.1 94.1 7.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 2 25 32 28 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 826,907 COMMITMENTS 606 45 1,193 807,513 818,846 809,312 820,084 17,595 6,823 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -44,556) 179 -216 -756 -47,750 -39,189 -48,327 -40,161 3,771 -4,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.1 97.7 99.0 97.9 99.2 2.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 1 2 49 35 52 37 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,610 COMMITMENTS 3,807 6,104 51 357,086 349,976 360,944 356,131 3,666 8,479 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -17,674) 404 -136 -661 -15,086 -17,627 -15,343 -18,424 -2,331 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.7 0.0 97.9 96.0 99.0 97.7 1.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 3 1 32 40 34 43 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,646 COMMITMENTS 7 614 2,861 263,654 267,598 266,522 271,073 6,124 1,573 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 548) -973 519 -343 1,013 273 -303 449 851 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 1.0 96.7 98.1 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 2 3 40 42 43 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,891 COMMITMENTS 2,176 0 778 83,681 78,674 86,635 79,452 3,256 10,439 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,566) -620 -300 -115 -2,949 -4,421 -3,684 -4,836 118 1,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.9 93.1 87.5 96.4 88.4 3.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 18 19 20 21 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,192 COMMITMENTS 0 21,219 517 103,763 82,571 104,280 104,307 5,912 5,885 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -4,814) 0 1,833 -273 -4,366 -8,235 -4,639 -6,675 -175 1,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.3 0.5 94.2 74.9 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 3 24 23 27 26 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,184 COMMITMENTS 0 2,363 1,145 89,204 93,127 90,349 96,635 9,835 3,549 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -10,484) 0 -3,020 263 -10,346 -7,075 -10,083 -9,832 -401 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 1.1 89.0 93.0 90.2 96.5 9.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 15 17 17 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 134,360 COMMITMENTS 0 0 0 128,818 130,743 128,818 130,743 5,542 3,617 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -13,020) 0 0 0 -12,207 -11,374 -12,207 -11,374 -813 -1,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.9 97.3 95.9 97.3 4.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 27 26 27 26 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 60,012 COMMITMENTS 0 0 0 56,031 56,204 56,031 56,204 3,981 3,808 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,791) 0 0 0 -2,836 -4,188 -2,836 -4,188 -955 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.4 93.7 93.4 93.7 6.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 13 16 13 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 418,979 COMMITMENTS 14,363 215 8,746 386,728 403,942 409,837 412,903 9,142 6,076 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -12,086) 2,255 -2,751 -44 -13,582 -9,328 -11,371 -12,123 -715 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.1 2.1 92.3 96.4 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 1 4 50 46 56 50 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,599 COMMITMENTS 307 435 1,586 56,858 59,894 58,751 61,915 7,848 4,684 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -7,031) -259 -1,852 358 -6,916 -5,203 -6,817 -6,697 -214 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.7 2.4 85.4 89.9 88.2 93.0 11.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 17 16 19 18 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,548 COMMITMENTS 1,875 0 1,212 59,555 59,089 62,642 60,301 2,906 5,247 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -4,263) 371 -1,292 -139 -4,133 -2,910 -3,901 -4,341 -362 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 1.8 90.9 90.1 95.6 92.0 4.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 21 16 22 17 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,131 COMMITMENTS 16,622 0 0 63,171 78,056 79,793 78,056 338 2,075 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -35,498) -1,910 -6,750 -510 -31,518 -29,082 -33,938 -36,342 -1,560 844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 0.0 0.0 78.8 97.4 99.6 97.4 0.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 19 15 19 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,538 COMMITMENTS 25,232 6,990 510 64,475 82,282 90,217 89,782 1,321 1,756 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -41,939) -4,975 -11,805 -936 -35,897 -28,620 -41,808 -41,361 -131 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 7.6 0.6 70.4 89.9 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 4 1 25 31 30 36 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,983 COMMITMENTS 630 0 0 42,569 41,377 43,199 41,377 784 2,606 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -7,722) -62 0 0 -7,592 -7,189 -7,654 -7,189 -68 -533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 96.8 94.1 98.2 94.1 1.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 18 19 20 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 233,602 COMMITMENTS 0 195 967 226,454 222,862 227,421 224,024 6,181 9,578 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,683) -220 195 -77 -6,766 -4,764 -7,063 -4,646 1,380 -1,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.4 96.9 95.4 97.4 95.9 2.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 1 1 36 30 37 31 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 23,161 COMMITMENTS 840 690 0 19,704 19,800 20,544 20,490 2,617 2,671 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,704) 840 -121 -840 -6,327 -4,581 -6,327 -5,542 623 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 3.0 0.0 85.1 85.5 88.7 88.5 11.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 12 14 13 16 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,357 COMMITMENTS 3,041 0 613 49,784 55,116 53,438 55,729 7,919 5,628 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,026) -376 -210 -395 -2,799 -2,298 -3,570 -2,903 544 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.0 1.0 81.1 89.8 87.1 90.8 12.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 12 15 14 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,095 COMMITMENTS 0 2,286 895 74,969 70,677 75,864 73,858 3,231 5,237 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -6,650) 0 -1,674 0 -6,023 -3,061 -6,023 -4,735 -627 -1,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 1.1 94.8 89.4 95.9 93.4 4.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 21 24 22 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,414 COMMITMENTS 8,265 0 59 105,314 116,424 113,638 116,483 9,776 6,931 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -6,970) -636 -598 -59 -7,299 -8,046 -7,994 -8,703 1,024 1,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.0 0.0 85.3 94.3 92.1 94.4 7.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 17 14 20 15 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,652 COMMITMENTS 0 0 0 82,938 86,528 82,938 86,528 8,714 5,124 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,412) 0 0 0 -2,528 -1,624 -2,528 -1,624 1,116 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.5 94.4 90.5 94.4 9.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 16 16 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,427 COMMITMENTS 1,474 0 0 101,374 107,217 102,848 107,217 5,579 1,210 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -7,092) -696 0 0 -7,761 -6,849 -8,457 -6,849 1,365 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 93.5 98.9 94.9 98.9 5.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 0 20 18 23 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 128,748 COMMITMENTS 0 2,208 1,075 112,475 114,331 113,550 117,614 15,198 11,134 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -4,136) 0 -4,439 90 -4,826 -519 -4,736 -4,868 600 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.8 87.4 88.8 88.2 91.4 11.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 25 23 27 25 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,358 COMMITMENTS 2,906 0 0 24,369 28,816 27,275 28,816 2,083 542 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -11,560) -1,550 0 0 -9,219 -11,799 -10,769 -11,799 -791 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 0.0 0.0 83.0 98.2 92.9 98.2 7.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 0 0 15 14 19 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,532 COMMITMENTS 602 0 0 24,326 25,139 24,928 25,139 604 393 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -9,207) -31 0 0 -8,587 -8,804 -8,618 -8,804 -589 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.0 95.3 98.5 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 14 8 16 8 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 181,904 COMMITMENTS 13,945 5,884 1,460 155,894 168,741 171,299 176,085 10,605 5,819 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -11,693) 1,042 266 -322 -12,763 -12,683 -12,043 -12,739 350 1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 3.2 0.8 85.7 92.8 94.2 96.8 5.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 5 3 40 32 46 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 92,184 COMMITMENTS 2,596 0 0 82,700 84,321 85,296 84,321 6,888 7,863 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -6,635) -514 0 0 -6,671 -8,547 -7,185 -8,547 550 1,912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 89.7 91.5 92.5 91.5 7.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 21 19 21 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 77,978 COMMITMENTS 0 0 0 75,254 73,257 75,254 73,257 2,724 4,721 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,242) 0 0 0 -4,973 -5,738 -4,973 -5,738 -269 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.5 93.9 96.5 93.9 3.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 23 14 23 14 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 120,046 COMMITMENTS 4,948 0 0 101,300 115,308 106,248 115,308 13,798 4,738 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,898) -1,240 0 0 -3,113 -4,488 -4,353 -4,488 455 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.0 84.4 96.1 88.5 96.1 11.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 19 14 21 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 153,432 COMMITMENTS 28,652 10,959 13,841 110,267 127,645 152,760 152,444 672 987 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,267) -1,765 -503 -492 -3,053 -4,422 -5,310 -5,416 43 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 7.1 9.0 71.9 83.2 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 13 13 21 48 49 71 73 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 50,531 COMMITMENTS 3,904 587 693 45,934 49,251 50,531 50,531 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 3,027) -510 163 -50 3,586 2,913 3,027 3,027 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 1.2 1.4 90.9 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 4 24 24 29 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 381,887 COMMITMENTS 10,493 2,409 8,657 362,737 370,821 381,887 381,887 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 38,475) 0 -4,449 0 38,475 42,924 38,475 38,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.6 2.3 95.0 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 2 23 21 27 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,483,731 COMMITMENTS 80,035 87,899 43,101 1360595 1352731 1483731 1483731 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -53,014) -3,730 -2,944 792 -50,076 -50,862 -53,014 -53,014 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 5.9 2.9 91.7 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 6 3 37 40 44 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,729 COMMITMENTS 1,447 7,230 1,996 64,286 58,503 67,729 67,729 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 2,586) 0 206 -739 3,325 3,119 2,586 2,586 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 10.7 2.9 94.9 86.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 8 5 23 24 29 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 336,032 COMMITMENTS 0 5,148 0 336,032 330,884 336,032 336,032 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -27,886) 0 -328 0 -27,886 -27,558 -27,886 -27,886 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: 24) 0 3 0 16 15 16 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 427,729 COMMITMENTS 7,393 728 8,632 411,704 418,369 427,729 427,729 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -33,328) 816 0 0 -34,144 -33,328 -33,328 -33,328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.2 2.0 96.3 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 1 28 27 32 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 29,026 COMMITMENTS 857 42 84 27,007 28,523 27,948 28,649 1,078 377 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,768) -63 -62 -42 -3,067 -2,663 -3,172 -2,767 404 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.1 0.3 93.0 98.3 96.3 98.7 3.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 1 23 23 28 25 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,567 COMMITMENTS 140 0 0 58,136 58,557 58,276 58,557 291 10 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 2,397) 0 0 0 2,413 2,402 2,413 2,402 -16 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.3 100.0 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 77,254 COMMITMENTS 0 0 0 76,950 77,137 76,950 77,137 304 117 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 791) 0 0 0 817 792 817 792 -26 -1 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 32 29 32 29 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,909 COMMITMENTS 100 875 0 25,197 24,914 25,297 25,789 612 120 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,559) -50 -100 0 -1,505 -1,459 -1,555 -1,559 -4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.4 0.0 97.3 96.2 97.6 99.5 2.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 17 14 18 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 296,416 COMMITMENTS 9,064 0 0 287,352 296,416 296,416 296,416 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,536) -2,856 0 0 -2,680 -5,536 -5,536 -5,536 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 21 19 23 19 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 6,071 COMMITMENTS 757 1,204 87 4,291 4,632 5,135 5,923 936 148 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,029) -168 63 -63 -1,437 -1,072 -1,668 -1,072 639 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 19.8 1.4 70.7 76.3 84.6 97.6 15.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 14 11 17 13 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 6,395 COMMITMENTS 1,900 0 0 4,315 6,095 6,215 6,095 180 300 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,000) -350 0 0 -650 -1,000 -1,000 -1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 0.0 0.0 67.5 95.3 97.2 95.3 2.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 12 14 15 14 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,675 COMMITMENTS 1,105 225 575 7,485 8,775 9,165 9,575 510 100 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,050) -100 -25 25 -940 -1,030 -1,015 -1,030 -35 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 2.3 5.9 77.4 90.7 94.7 99.0 5.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 3 12 14 15 18 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,137 COMMITMENTS 200 1,100 0 36,375 35,917 36,575 37,017 562 120 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,210) -50 -250 0 -2,146 -1,960 -2,196 -2,210 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 3.0 0.0 97.9 96.7 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 0 21 19 23 22 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,515 COMMITMENTS 1,560 250 0 25,775 27,255 27,335 27,505 180 10 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -660) 0 0 0 -660 -655 -660 -655 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 0.9 0.0 93.7 99.1 99.3 100.0 0.7 0.0 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,275 COMMITMENTS 610 1,065 105 19,054 18,854 19,769 20,024 506 251 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -565) 42 42 -84 -543 -459 -585 -501 20 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 5.3 0.5 94.0 93.0 97.5 98.8 2.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 2 22 23 25 27 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,904 COMMITMENTS 690 2,201 1,805 51,386 49,715 53,881 53,721 23 183 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,143) -480 -96 158 -1,797 -2,220 -2,119 -2,158 -24 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 4.1 3.3 95.3 92.2 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,999 COMMITMENTS 787 18,839 1,746 70,393 52,366 72,926 72,951 73 48 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,037) -791 -402 566 -2,800 -3,181 -3,025 -3,017 -12 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 25.8 2.4 96.4 71.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 9 5 37 32 44 41 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,165 COMMITMENTS 720 0 0 42,420 43,155 43,140 43,155 25 10 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,185) -45 0 0 -2,150 -2,165 -2,195 -2,165 10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 98.3 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 26 10 27 10 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,435 COMMITMENTS 1,120 800 0 47,305 47,635 48,425 48,435 10 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,175) -90 0 0 -3,080 -3,175 -3,170 -3,175 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.7 0.0 97.7 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 27 15 28 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 303,149 COMMITMENTS 54,668 10,260 1,600 246,881 291,289 303,149 303,149 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -9,088) 10,424 -3,672 -1,608 -17,904 -3,808 -9,088 -9,088 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 3.4 0.5 81.4 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 2 21 28 24 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,371 COMMITMENTS 4,201 2,172 1,567 19,735 22,420 25,503 26,159 868 212 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -328) -211 88 -50 -852 -409 -1,113 -371 785 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 8.2 5.9 74.8 85.0 96.7 99.2 3.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 3 5 24 29 29 37 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 36,918 COMMITMENTS 1,132 0 586 35,200 36,332 36,918 36,918 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 796) -2,464 -28 332 2,928 492 796 796 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 1.6 95.3 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 0 1 16 14 22 15 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 283,869 COMMITMENTS 3,152 19,593 0 280,717 264,276 283,869 283,869 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -20,400) 0 -408 0 -20,400 -19,992 -20,400 -20,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 6.9 0.0 98.9 93.1 100.0 100.0 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 20,250 COMMITMENTS 661 732 1,018 18,043 18,121 19,722 19,871 528 379 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -653) -102 258 0 -571 -869 -673 -611 20 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 3.6 5.0 89.1 89.5 97.4 98.1 2.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 18 19 21 21 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 9,687 COMMITMENTS 187 0 84 8,634 9,245 8,905 9,329 782 358 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -273) 42 0 -42 -189 -231 -189 -273 -84 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.9 89.1 95.4 91.9 96.3 8.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 15 10 17 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 9,516 COMMITMENTS 657 137 457 7,409 8,268 8,523 8,862 993 654 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -966) -154 55 -55 -735 -903 -944 -903 -22 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 1.4 4.8 77.9 86.9 89.6 93.1 10.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 17 17 20 19 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 101,813 COMMITMENTS 10,421 0 408 90,984 101,405 101,813 101,813 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -13,056) -1,632 0 -408 -10,608 -12,240 -12,648 -12,648 -408 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.0 0.4 89.4 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 0 1 17 15 21 16 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,196 COMMITMENTS 479 1,783 297 14,171 12,928 14,947 15,008 249 188 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -693) -22 -40 -23 -627 -374 -672 -437 -21 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 11.7 2.0 93.3 85.1 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 21 23 25 28 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 172,071 COMMITMENTS 0 13,187 1,224 170,847 157,660 172,071 172,071 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,296) -398 3,482 431 -1,329 -5,209 -1,296 -1,296 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.7 0.7 99.3 91.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 2 20 17 22 21 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,850 COMMITMENTS 0 475 50 8,740 8,315 8,790 8,840 60 10 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -645) 0 -50 50 -695 -640 -645 -640 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 0.6 98.8 94.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 16 13 17 16 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,688 COMMITMENTS 2,912 414 1,836 21,940 24,438 26,688 26,688 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 1,065) 0 1 306 759 758 1,065 1,065 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 1.6 6.9 82.2 91.6 100.0 100.0 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 229,501 COMMITMENTS 0 3,864 0 229,501 225,637 229,501 229,501 0 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -622) 0 0 0 -622 -622 -622 -622 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,535 COMMITMENTS 400 1,680 0 9,625 8,845 10,025 10,525 510 10 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -750) 0 -100 0 -725 -645 -725 -745 -25 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 15.9 0.0 91.4 84.0 95.2 99.9 4.8 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,705 COMMITMENTS 180 1,680 130 9,870 8,885 10,180 10,695 525 10 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -990) 25 -100 -25 -965 -860 -965 -985 -25 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 15.7 1.2 92.2 83.0 95.1 99.9 4.9 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 696,580 COMMITMENTS 68,960 20,270 130,845 495,513 545,226 695,317 696,340 1,262 239 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 13,460) 33,581 12 -14,583 -5,010 29,182 13,987 14,611 -527 -1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 2.9 18.8 71.1 78.3 99.8 100.0 0.2 0.0 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,980 COMMITMENTS 80 0 0 14,620 14,980 14,700 14,980 280 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -730) 0 0 0 -675 -730 -675 -730 -55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 97.6 100.0 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 12 15 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,768 COMMITMENTS 350 0 50 18,233 18,718 18,633 18,768 135 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,785) -25 0 0 -1,755 -1,785 -1,780 -1,785 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.3 97.1 99.7 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 18 16 21 17 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,651 COMMITMENTS 375 50 0 12,037 12,601 12,412 12,651 239 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,110) -25 0 0 -1,070 -1,110 -1,095 -1,110 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.4 0.0 95.1 99.6 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 0 16 15 19 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,565 COMMITMENTS 0 450 0 22,120 21,935 22,120 22,385 445 180 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -775) 0 -75 0 -780 -760 -780 -835 5 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 98.0 97.2 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 14 14 14 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,345 COMMITMENTS 0 480 85 16,010 15,755 16,095 16,320 250 25 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,060) 0 -45 -25 -980 -990 -1,005 -1,060 -55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.5 98.0 96.4 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 15 10 16 13 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,337 COMMITMENTS 465 370 20 16,582 16,922 17,067 17,312 270 25 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,060) -15 40 -85 -900 -1,015 -1,000 -1,060 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.1 0.1 95.6 97.6 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 15 10 16 13 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 98,353 COMMITMENTS 2,795 2,125 190 95,353 95,933 98,338 98,248 15 105 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,128) -660 60 -85 -4,383 -5,088 -5,128 -5,113 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.2 0.2 96.9 97.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 4 3 38 33 44 38 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 121,721 COMMITMENTS 3,415 5,960 655 117,651 115,001 121,721 121,616 0 105 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -7,383) -240 198 -228 -6,915 -7,338 -7,383 -7,368 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 4.9 0.5 96.7 94.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 7 5 43 35 51 43 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 186,142 COMMITMENTS 8,420 20,843 10,244 167,443 155,008 186,108 186,095 34 47 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -4,670) -554 -319 -217 -3,881 -4,121 -4,652 -4,657 -18 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 11.2 5.5 90.0 83.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 9 14 10 44 50 60 67 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 125,812 COMMITMENTS 7,117 4,826 2,101 116,529 118,885 125,747 125,812 65 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -5,229) -215 446 -173 -4,860 -5,502 -5,248 -5,229 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 3.8 1.7 92.6 94.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 7 5 41 35 47 44 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,520 COMMITMENTS 1,745 1,000 110 34,610 35,410 36,465 36,520 55 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,010) 60 -25 0 -1,070 -985 -1,010 -1,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 2.7 0.3 94.8 97.0 99.8 100.0 0.2 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 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,755 COMMITMENTS 1,185 220 30 31,430 32,505 32,645 32,755 110 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -985) 25 0 -25 -985 -960 -985 -985 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.7 0.1 96.0 99.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 23 14 25 16 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 33,665 COMMITMENTS 1,250 200 250 32,016 33,205 33,516 33,655 149 10 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,356) -50 0 0 -1,296 -1,356 -1,346 -1,356 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.6 0.7 95.1 98.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 1 31 29 34 31 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 19,036 COMMITMENTS 1,050 0 0 17,986 18,916 19,036 18,916 0 120 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,375) -75 0 0 -1,300 -1,375 -1,375 -1,375 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: 25) 2 0 0 20 18 22 18 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,871 COMMITMENTS 2,828 2,032 509 22,145 23,297 25,482 25,838 389 33 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -511) -78 69 -104 -388 -479 -570 -514 59 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 7.9 2.0 85.6 90.1 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 2 22 25 28 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,163 COMMITMENTS 2,036 0 59 17,916 19,814 20,011 19,873 152 290 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,207) -385 0 0 -813 -1,177 -1,198 -1,177 -9 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 0.0 0.3 88.9 98.3 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 19 23 22 24 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,020 COMMITMENTS 2,270 5,309 819 35,698 32,880 38,787 39,008 233 12 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -921) 115 -216 -303 -696 -402 -884 -921 -37 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 13.6 2.1 91.5 84.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 4 28 25 33 30 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,841 COMMITMENTS 178 358 195 22,183 22,288 22,556 22,841 285 0 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -146) 103 -170 75 -52 -51 126 -146 -272 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.6 0.9 97.1 97.6 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 3 24 20 27 25 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,851 COMMITMENTS 100 1,332 359 23,135 22,140 23,594 23,831 257 20 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -840) 0 -435 55 -862 -460 -807 -840 -33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 5.6 1.5 97.0 92.8 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 1 21 16 23 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,733 COMMITMENTS 184 100 0 13,249 13,423 13,433 13,523 300 210 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -940) 60 -50 0 -990 -882 -930 -932 -10 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.7 0.0 96.5 97.7 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 20 14 21 16 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,384 COMMITMENTS 235 650 0 35,830 35,704 36,065 36,354 319 30 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,455) 35 0 0 -1,485 -1,445 -1,450 -1,445 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.8 0.0 98.5 98.1 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 0 30 26 32 28 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 15,873 COMMITMENTS 465 100 54 15,334 15,713 15,853 15,867 20 6 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -808) 2 -50 0 -800 -750 -798 -800 -10 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.6 0.3 96.6 99.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 23 21 24 23 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,963 COMMITMENTS 1,003 0 0 12,950 13,943 13,953 13,943 10 20 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -660) 36 0 -6 -685 -654 -655 -660 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.0 0.0 92.7 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 22 19 23 19
Updated November 11, 2016