CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 34,883 COMMITMENTS 10,204 5,325 3,585 21,025 25,962 34,813 34,872 70 11 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 448) 258 -266 -245 446 949 458 437 -10 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 15.3 10.3 60.3 74.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 9 9 12 13 29 25 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,460 COMMITMENTS 18,660 11,910 600 15,200 21,950 34,460 34,460 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -150) -150 -200 0 0 50 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.1 34.6 1.7 44.1 63.7 100.0 100.0 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 30,130 COMMITMENTS 7,124 18,765 171 22,815 11,194 30,110 30,130 20 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,000) 424 700 -24 600 324 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 62.3 0.6 75.7 37.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 9 3 10 4 19 14 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 29,557 COMMITMENTS 2,326 485 3,612 23,619 25,461 29,557 29,557 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 341) -299 5 393 246 -57 341 341 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 1.6 12.2 79.9 86.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 4 7 11 9 21 17 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 74,565 COMMITMENTS 7,687 3,300 2,365 64,512 68,868 74,565 74,534 0 31 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 3,543) 203 51 -2,464 5,805 5,932 3,543 3,518 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 4.4 3.2 86.5 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 6 7 19 16 28 27 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 18,085 COMMITMENTS 3,625 9,135 400 14,000 8,550 18,025 18,085 60 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -400) 100 -50 0 -500 -350 -400 -400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 50.5 2.2 77.4 47.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 7 1 7 5 15 12 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 6,622 COMMITMENTS 3,922 3,612 0 2,700 3,010 6,622 6,622 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 117) 117 17 0 0 100 117 117 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.2 54.5 0.0 40.8 45.5 100.0 100.0 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 17,069 COMMITMENTS 8,053 7,920 200 8,796 8,949 17,049 17,069 20 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -1,154) -583 -500 0 -572 -654 -1,154 -1,154 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.2 46.4 1.2 51.5 52.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 1 8 8 15 11 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 20,348 COMMITMENTS 8,342 7,050 1,400 10,606 11,898 20,348 20,348 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 503) -152 -400 0 655 903 503 503 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 34.6 6.9 52.1 58.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 5 3 9 4 17 11 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 12,495 COMMITMENTS 7,520 6,245 100 4,875 6,150 12,495 12,495 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 650) 100 100 0 550 550 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.2 50.0 0.8 39.0 49.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 1 8 3 14 7 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,737,333 COMMITMENTS 811,231 58,783 647,023 3236084 4014621 4694338 4720427 42,995 16,906 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 28,930) -18,756 7,215 18,508 39,244 10,397 38,996 36,120 -10,066 -7,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 1.2 13.7 68.3 84.7 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 51 22 61 144 128 214 194 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,615,903 COMMITMENTS 113,676 46,708 672,654 826,497 895,631 1612826 1614992 3,077 911 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 61,438) 488 11,457 33,925 27,607 16,632 62,020 62,015 -582 -577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.9 41.6 51.1 55.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 22 15 34 61 56 98 90 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,558 COMMITMENTS 6,458 0 1,107 185,778 207,015 193,343 208,122 20,215 5,436 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 548) -259 0 -636 -348 -135 -1,243 -771 1,791 1,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 0.5 87.0 96.9 90.5 97.5 9.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 0 4 34 27 40 31 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,862 COMMITMENTS 563 292 310 104,855 106,022 105,728 106,624 4,134 3,238 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 4,088) 398 0 -217 4,444 4,277 4,625 4,060 -537 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.3 0.3 95.4 96.5 96.2 97.1 3.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 3 22 30 25 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,706 COMMITMENTS 1,778 3,030 1,745 145,157 146,921 148,680 151,696 12,026 9,010 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,694) -186 -365 62 2,384 2,322 2,260 2,019 -566 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.9 1.1 90.3 91.4 92.5 94.4 7.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 2 26 33 29 36 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 838,666 COMMITMENTS 217 1,428 1,543 819,181 829,417 820,941 832,388 17,725 6,278 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 11,759) -389 1,383 350 11,668 10,571 11,629 12,304 130 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.2 97.7 98.9 97.9 99.3 2.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 3 2 49 35 52 38 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,273 COMMITMENTS 4,931 5,732 159 360,419 356,869 365,509 362,760 5,764 8,513 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 6,663) 1,124 -372 108 3,333 6,893 4,565 6,629 2,098 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.5 0.0 97.1 96.1 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 3 1 37 41 39 44 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,053 COMMITMENTS 18 726 2,480 265,124 268,339 267,622 271,545 6,431 2,508 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,407) 11 112 -381 1,470 741 1,100 472 307 935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.9 96.7 97.9 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 2 3 39 40 42 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,846 COMMITMENTS 1,097 59 1,663 93,466 82,763 96,226 84,485 2,620 14,361 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 8,955) -1,079 59 885 9,785 4,089 9,591 5,033 -636 3,922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.1 1.7 94.6 83.7 97.3 85.5 2.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 19 22 21 24 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,846 COMMITMENTS 2,886 21,509 458 103,723 84,143 107,067 106,110 4,779 5,736 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,654) 2,886 290 -59 -40 1,572 2,787 1,803 -1,133 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 19.2 0.4 92.7 75.2 95.7 94.9 4.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 4 24 22 29 26 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,403 COMMITMENTS 705 1,942 1,169 88,853 93,370 90,727 96,481 10,676 4,922 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,219) 705 -421 24 -351 243 378 -154 841 1,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.9 1.2 87.6 92.1 89.5 95.1 10.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 15 16 17 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 137,618 COMMITMENTS 0 0 0 131,465 133,970 131,465 133,970 6,153 3,648 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 3,258) 0 0 0 2,647 3,227 2,647 3,227 611 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.5 97.3 95.5 97.3 4.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 26 26 26 26 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 426,237 COMMITMENTS 17,116 453 5,242 394,009 415,189 416,367 420,884 9,870 5,353 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 7,258) 2,753 238 -3,504 7,281 11,247 6,530 7,981 728 -723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.1 1.2 92.4 97.4 97.7 98.7 2.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 5 1 4 51 46 57 50 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,213 COMMITMENTS 3 193 1,917 57,618 61,900 59,538 64,010 9,675 5,203 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,614) -304 -242 331 760 2,006 787 2,095 1,827 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 2.8 83.2 89.4 86.0 92.5 14.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 16 16 18 18 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,927 COMMITMENTS 0 930 0 14,112 12,856 14,112 13,786 1,815 2,141 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.8 0.0 88.6 80.7 88.6 86.6 11.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 12 8 12 9 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,275 COMMITMENTS 1,515 235 1,336 59,394 58,273 62,245 59,844 3,030 5,431 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -273) -360 235 124 -161 -816 -397 -457 124 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.4 2.0 91.0 89.3 95.4 91.7 4.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,868 COMMITMENTS 18,668 0 0 66,048 81,633 84,716 81,633 152 3,235 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 4,737) 2,046 0 0 2,877 3,577 4,923 3,577 -186 1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 0.0 0.0 77.8 96.2 99.8 96.2 0.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 15 22 17 22 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,786 COMMITMENTS 25,232 4,944 2,556 62,677 82,530 90,465 90,030 1,321 1,756 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 248) 0 -2,046 2,046 -1,798 248 248 248 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 5.4 2.8 68.3 89.9 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 4 2 25 31 31 36 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,161 COMMITMENTS 630 0 0 43,561 42,555 44,191 42,555 970 2,606 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,178) 0 0 0 992 1,178 992 1,178 186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 96.5 94.2 97.9 94.2 2.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 19 19 21 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 241,462 COMMITMENTS 0 254 832 234,551 229,004 235,383 230,090 6,079 11,372 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 7,860) 0 59 -135 8,097 6,142 7,962 6,066 -102 1,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.3 97.1 94.8 97.5 95.3 2.5 4.7 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 24,711 COMMITMENTS 0 997 840 21,285 20,172 22,125 22,009 2,586 2,702 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,550) -840 307 840 1,581 372 1,581 1,519 -31 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 3.4 86.1 81.6 89.5 89.1 10.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 12 16 13 19 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,141 COMMITMENTS 2,973 0 613 56,695 62,277 60,281 62,890 5,860 3,251 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 4,784) -68 0 0 6,911 7,161 6,843 7,161 -2,059 -2,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.9 85.7 94.2 91.1 95.1 8.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 16 17 18 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,491 COMMITMENTS 0 2,313 1,002 74,945 71,795 75,947 75,110 3,544 4,381 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 396) 0 27 107 -24 1,118 83 1,252 313 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 1.3 94.3 90.3 95.5 94.5 4.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 1 21 25 22 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 125,184 COMMITMENTS 8,603 0 120 106,205 118,051 114,928 118,171 10,256 7,013 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,770) 338 0 61 891 1,627 1,290 1,688 480 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 0.1 84.8 94.3 91.8 94.4 8.2 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,847 COMMITMENTS 0 0 0 85,102 87,502 85,102 87,502 8,745 6,345 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,195) 0 0 0 2,164 974 2,164 974 31 1,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.7 93.2 90.7 93.2 9.3 6.8 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,692 COMMITMENTS 1,232 0 62 106,648 109,753 107,942 109,815 4,750 2,877 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 4,265) -242 0 62 5,274 2,536 5,094 2,598 -829 1,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.1 94.6 97.4 95.8 97.4 4.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 20 18 23 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 130,930 COMMITMENTS 0 1,405 1,193 115,854 118,026 117,047 120,624 13,883 10,306 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,182) 0 -803 118 3,379 3,695 3,497 3,010 -1,315 -828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.9 88.5 90.1 89.4 92.1 10.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 2 27 25 29 27 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,226 COMMITMENTS 3,278 0 0 24,710 29,985 27,988 29,985 2,238 241 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 868) 372 0 0 341 1,169 713 1,169 155 -301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 0.0 0.0 81.8 99.2 92.6 99.2 7.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 0 14 15 18 15 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,524 COMMITMENTS 602 434 0 25,256 25,790 25,858 26,224 666 300 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 992) 0 434 0 930 651 930 1,085 62 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.6 0.0 95.2 97.2 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 15 10 17 11 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 180,963 COMMITMENTS 14,511 4,752 1,522 155,297 168,727 171,330 175,001 9,633 5,962 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -941) 566 -1,132 62 -597 -14 31 -1,084 -972 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 2.6 0.8 85.8 93.2 94.7 96.7 5.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 4 3 40 33 46 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 90,027 COMMITMENTS 0 0 0 82,315 81,311 82,315 81,311 7,712 8,716 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -2,157) -2,596 0 0 -385 -3,010 -2,981 -3,010 824 853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.4 90.3 91.4 90.3 8.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 20 18 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 81,633 COMMITMENTS 0 0 0 77,317 75,832 77,317 75,832 4,316 5,801 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 3,655) 0 0 0 2,063 2,575 2,063 2,575 1,592 1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.7 92.9 94.7 92.9 5.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 14 22 14 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 123,263 COMMITMENTS 5,007 0 0 103,552 116,398 108,559 116,398 14,704 6,865 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 3,217) 59 0 0 2,252 1,090 2,311 1,090 906 2,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.0 84.0 94.4 88.1 94.4 11.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 19 15 21 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 153,721 COMMITMENTS 27,603 10,855 14,430 111,077 127,770 153,111 153,055 610 666 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 289) -1,049 -104 589 811 125 351 610 -62 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 7.1 9.4 72.3 83.1 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 12 14 22 49 51 72 76 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 49,197 COMMITMENTS 4,087 581 683 44,427 47,933 49,197 49,197 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -1,334) 183 -6 -10 -1,507 -1,318 -1,334 -1,334 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 1.2 1.4 90.3 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 3 24 25 30 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 396,796 COMMITMENTS 10,493 2,409 8,657 377,646 385,730 396,796 396,796 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 14,909) 0 0 0 14,909 14,909 14,909 14,909 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.6 2.2 95.2 97.2 100.0 100.0 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,504,595 COMMITMENTS 75,332 93,683 45,452 1383811 1365460 1504595 1504595 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 20,864) -4,703 5,784 2,351 23,216 12,729 20,864 20,864 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 6.2 3.0 92.0 90.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 7 4 38 40 45 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,460 COMMITMENTS 991 6,376 1,959 63,510 58,125 66,460 66,460 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -1,269) -456 -854 -36 -776 -378 -1,269 -1,269 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 9.6 2.9 95.6 87.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 7 5 22 26 28 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 336,360 COMMITMENTS 0 5,148 0 336,360 331,212 336,360 336,360 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 328) 0 0 0 328 328 328 328 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 414,334 COMMITMENTS 8,913 728 8,632 396,789 404,974 414,334 414,334 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -13,395) 1,520 0 0 -14,915 -13,395 -13,395 -13,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.2 2.1 95.8 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 1 29 28 33 29 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,933 COMMITMENTS 754 43 125 26,890 28,367 27,769 28,535 1,164 398 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -93) -103 1 41 -117 -156 -179 -114 86 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.1 0.4 92.9 98.0 96.0 98.6 4.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 2 24 23 29 26 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,187 COMMITMENTS 140 0 0 58,756 59,177 58,896 59,177 291 10 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 620) 0 0 0 620 620 620 620 0 0 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: 41) 1 0 0 30 31 31 31 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 77,759 COMMITMENTS 0 0 0 77,455 77,642 77,455 77,642 304 117 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 505) 0 0 0 505 505 505 505 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 32 30 32 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,749 COMMITMENTS 100 875 0 27,037 26,754 27,137 27,629 612 120 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,840) 0 0 0 1,840 1,840 1,840 1,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.2 0.0 97.4 96.4 97.8 99.6 2.2 0.4 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 293,672 COMMITMENTS 9,064 0 0 284,608 293,672 293,672 293,672 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -2,744) 0 0 0 -2,744 -2,744 -2,744 -2,744 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 20 23 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 6,494 COMMITMENTS 757 774 87 4,481 5,208 5,325 6,069 1,169 425 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 423) 0 -430 0 190 576 190 146 233 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 11.9 1.3 69.0 80.2 82.0 93.5 18.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,595 COMMITMENTS 1,900 0 0 5,515 7,295 7,415 7,295 180 300 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 0.0 0.0 72.6 96.1 97.6 96.1 2.4 3.9 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,580 COMMITMENTS 1,255 225 500 9,315 10,755 11,070 11,480 510 100 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,905) 150 0 -75 1,830 1,980 1,905 1,905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 1.9 4.3 80.4 92.9 95.6 99.1 4.4 0.9 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,692 COMMITMENTS 200 1,100 0 37,930 37,592 38,130 38,692 562 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,555) 0 0 0 1,555 1,675 1,555 1,675 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.8 0.0 98.0 97.2 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 0 22 21 24 24 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,720 COMMITMENTS 1,560 250 0 25,980 27,460 27,540 27,710 180 10 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 205) 0 0 0 205 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.9 0.0 93.7 99.1 99.4 100.0 0.6 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,108 COMMITMENTS 713 1,065 105 18,866 18,728 19,684 19,898 424 210 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -167) 103 0 0 -188 -126 -85 -126 -82 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 5.3 0.5 93.8 93.1 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 2 23 23 27 27 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,423 COMMITMENTS 690 1,884 2,421 52,289 50,950 55,400 55,255 23 168 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,519) 0 -317 616 903 1,235 1,519 1,534 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.4 4.4 94.3 91.9 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 4 32 29 37 35 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 75,489 COMMITMENTS 787 18,178 2,653 71,976 54,605 75,416 75,436 73 53 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,490) 0 -661 907 1,583 2,239 2,490 2,485 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 24.1 3.5 95.3 72.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 9 5 37 31 44 40 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,545 COMMITMENTS 780 0 0 43,740 44,535 44,520 44,535 25 10 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,380) 60 0 0 1,320 1,380 1,380 1,380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.0 0.0 98.2 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 26 11 27 11 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,155 COMMITMENTS 1,130 1,600 0 49,015 48,555 50,145 50,155 10 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,720) 10 800 0 1,710 920 1,720 1,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.2 0.0 97.7 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 27 17 28 18 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 307,714 COMMITMENTS 54,530 9,500 2,360 250,824 295,854 307,714 307,714 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 4,565) -138 -760 760 3,943 4,565 4,565 4,565 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 3.1 0.8 81.5 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 2 20 28 23 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,132 COMMITMENTS 4,435 2,222 1,658 20,150 23,061 26,243 26,941 889 191 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 761) 233 50 91 416 641 740 782 21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 8.2 6.1 74.3 85.0 96.7 99.3 3.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 5 25 32 30 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 37,634 COMMITMENTS 1,184 102 586 35,864 36,946 37,634 37,634 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 716) 52 102 0 664 614 716 716 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.3 1.6 95.3 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 1 1 16 14 22 16 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 302,904 COMMITMENTS 7,008 19,593 0 295,896 283,311 302,904 302,904 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 19,035) 3,856 0 0 15,179 19,035 19,035 19,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 6.5 0.0 97.7 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 20 18 21 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 20,272 COMMITMENTS 784 732 1,018 17,901 18,143 19,703 19,893 569 379 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 22) 123 0 0 -142 22 -19 22 41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 3.6 5.0 88.3 89.5 97.2 98.1 2.8 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 9,790 COMMITMENTS 187 0 84 8,778 9,307 9,049 9,391 741 399 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 103) 0 0 0 144 62 144 62 -41 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.9 89.7 95.1 92.4 95.9 7.6 4.1 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,090 COMMITMENTS 657 179 415 8,025 8,842 9,097 9,436 993 654 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 574) 0 42 -42 616 574 574 574 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.8 4.1 79.5 87.6 90.2 93.5 9.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 18 17 21 19 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 103,725 COMMITMENTS 9,661 0 408 93,656 103,317 103,725 103,725 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,912) -760 0 0 2,672 1,912 1,912 1,912 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 0.0 0.4 90.3 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 0 1 17 14 21 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,503 COMMITMENTS 643 1,742 297 14,273 13,213 15,213 15,252 290 251 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 307) 164 -41 0 102 285 266 244 41 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 11.2 1.9 92.1 85.2 98.1 98.4 1.9 1.6 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 179,070 COMMITMENTS 0 13,187 1,224 177,846 164,659 179,070 179,070 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 6,999) 0 0 0 6,999 6,999 6,999 6,999 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.4 0.7 99.3 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 2 19 16 21 20 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,950 COMMITMENTS 0 475 50 8,840 8,415 8,890 8,940 60 10 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.3 0.6 98.8 94.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 16 13 17 16 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 25,437 COMMITMENTS 2,598 414 1,836 21,003 23,187 25,437 25,437 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -1,251) -314 0 0 -937 -1,251 -1,251 -1,251 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 1.6 7.2 82.6 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 18 15 20 17 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| 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 11/08/16 (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 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,440 COMMITMENTS 300 1,680 0 9,625 8,750 9,925 10,430 515 10 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -95) -100 0 0 0 -95 -100 -95 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 16.1 0.0 92.2 83.8 95.1 99.9 4.9 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,710 COMMITMENTS 180 1,680 130 9,870 8,890 10,180 10,700 530 10 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 5) 0 0 0 0 5 0 5 5 0 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 723,357 COMMITMENTS 80,601 23,110 128,542 510,560 570,707 719,703 722,358 3,654 999 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 26,778) 11,641 2,840 -2,303 15,048 25,481 24,386 26,018 2,392 760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 3.2 17.8 70.6 78.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 5 20 19 26 25 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| 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 11/08/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,775 COMMITMENTS 350 50 50 18,240 18,675 18,640 18,775 135 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 7) 0 50 0 7 -43 7 7 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.3 0.3 97.2 99.5 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 18 16 21 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,626 COMMITMENTS 375 100 0 12,012 12,526 12,387 12,626 239 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -25) 0 50 0 -25 -75 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.8 0.0 95.1 99.2 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,665 COMMITMENTS 0 550 0 22,220 21,935 22,220 22,485 445 180 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 100) 0 100 0 100 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 98.0 96.8 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,395 COMMITMENTS 0 480 85 16,060 15,805 16,145 16,370 250 25 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,387 COMMITMENTS 465 370 20 16,632 16,972 17,117 17,362 270 25 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.1 0.1 95.7 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,453 COMMITMENTS 2,795 2,075 190 96,453 97,083 99,438 99,348 15 105 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,100) 0 -50 0 1,100 1,150 1,100 1,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.1 0.2 97.0 97.6 100.0 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 122,841 COMMITMENTS 3,615 5,960 655 118,571 116,121 122,841 122,736 0 105 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,120) 200 0 0 920 1,120 1,120 1,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 4.9 0.5 96.5 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 188,596 COMMITMENTS 8,638 20,784 10,373 169,558 157,384 188,569 188,541 27 55 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,454) 218 -59 129 2,115 2,376 2,461 2,446 -7 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 11.0 5.5 89.9 83.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 9 13 10 44 51 60 67 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 126,859 COMMITMENTS 6,542 4,826 2,101 118,151 119,932 126,794 126,859 65 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,047) -575 0 0 1,622 1,047 1,047 1,047 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 3.8 1.7 93.1 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,630 COMMITMENTS 1,795 1,100 110 34,670 35,420 36,575 36,630 55 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 110) 50 100 0 60 10 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 3.0 0.3 94.6 96.7 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,765 COMMITMENTS 1,185 220 30 31,505 32,515 32,720 32,765 45 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 10) 0 0 0 75 10 75 10 -65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.7 0.1 96.2 99.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 24 15 26 17 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 33,055 COMMITMENTS 1,250 200 250 31,406 32,595 32,906 33,045 149 10 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -610) 0 0 0 -610 -610 -610 -610 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.6 0.8 95.0 98.6 99.5 100.0 0.5 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 19,471 COMMITMENTS 1,050 0 0 18,421 19,351 19,471 19,351 0 120 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 435) 0 0 0 435 435 435 435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 0.0 94.6 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 20 17 22 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,191 COMMITMENTS 2,768 2,032 509 22,520 23,617 25,797 26,158 394 33 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 320) -60 0 0 375 320 315 320 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 7.8 1.9 86.0 90.2 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,237 COMMITMENTS 2,076 0 109 17,900 19,838 20,085 19,947 152 290 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 74) 40 0 50 -16 24 74 74 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 0.0 0.5 88.5 98.0 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,385 COMMITMENTS 2,215 5,089 620 36,326 33,676 39,161 39,385 224 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 365) -55 -220 -199 628 796 374 377 -9 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 12.9 1.6 92.2 85.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 4 4 30 26 35 31 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,897 COMMITMENTS 183 458 200 22,229 22,239 22,612 22,897 285 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 56) 5 100 5 46 -49 56 56 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.0 0.9 97.1 97.1 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 3 25 21 28 26 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,640 COMMITMENTS 100 1,422 349 23,934 22,849 24,383 24,620 257 20 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 789) 0 90 -10 799 709 789 789 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 5.8 1.4 97.1 92.7 99.0 99.9 1.0 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,925 COMMITMENTS 174 100 0 13,459 13,598 13,633 13,698 292 227 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 192) -10 0 0 210 175 200 175 -8 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.7 0.0 96.7 97.7 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 19 14 20 16 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,024 COMMITMENTS 235 650 0 35,470 35,344 35,705 35,994 319 30 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -360) 0 0 0 -360 -360 -360 -360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 16,403 COMMITMENTS 465 100 44 15,874 16,259 16,383 16,403 20 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 530) 0 0 -10 540 546 530 536 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.6 0.3 96.8 99.1 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,544 COMMITMENTS 1,053 0 6 13,475 14,518 14,534 14,524 10 20 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 581) 50 0 6 525 575 581 581 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.0 0.0 92.6 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 18, 2016