CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 33,634 COMMITMENTS 9,670 5,187 2,593 21,292 25,843 33,554 33,623 80 11 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,574) -1,223 -846 -218 -142 -510 -1,584 -1,574 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 15.4 7.7 63.3 76.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 9 9 12 13 27 25 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,110 COMMITMENTS 18,910 11,910 600 14,600 21,600 34,110 34,110 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.4 34.9 1.8 42.8 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 30,110 COMMITMENTS 6,824 18,745 71 23,195 11,294 30,090 30,110 20 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -120) 100 -120 -100 -120 100 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 62.3 0.2 77.0 37.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 9 3 9 5 18 15 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 29,423 COMMITMENTS 2,806 596 2,768 23,849 26,059 29,423 29,423 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 474) -699 -33 64 1,109 443 474 474 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 2.0 9.4 81.1 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 4 7 11 11 21 19 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 78,706 COMMITMENTS 7,499 3,301 3,849 67,357 71,525 78,706 78,675 0 31 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 548) -9 -27 -16 573 591 548 548 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 4.2 4.9 85.6 90.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 8 8 19 16 28 28 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 18,435 COMMITMENTS 3,425 9,155 550 14,400 8,730 18,375 18,435 60 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 120 0 0 -120 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 49.7 3.0 78.1 47.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 7 2 7 5 15 13 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 7,197 COMMITMENTS 4,397 3,737 0 2,800 3,455 7,197 7,192 0 5 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 150) 150 150 0 0 0 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 51.9 0.0 38.9 48.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 5 0 5 3 12 8 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 16,475 COMMITMENTS 7,771 7,915 200 8,484 8,360 16,455 16,475 20 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -363) -269 -50 0 -94 -313 -363 -363 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.2 48.0 1.2 51.5 50.7 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 20,244 COMMITMENTS 8,538 6,950 1,400 10,306 11,894 20,244 20,244 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 10) 10 0 0 0 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 34.3 6.9 50.9 58.8 100.0 100.0 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 13,445 COMMITMENTS 8,270 6,750 100 5,075 6,595 13,445 13,445 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.5 50.2 0.7 37.7 49.1 100.0 100.0 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,622,682 COMMITMENTS 926,262 33,265 568,663 3084663 3994931 4579588 4596859 43,094 25,823 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -91,925) 57,536 -8,974 -71,349 -85,056 -26,816 -98,869 -107,139 6,944 15,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 0.7 12.3 66.7 86.4 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 52 15 57 137 127 203 186 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,489,605 COMMITMENTS 89,052 43,829 634,405 763,392 810,377 1486849 1488612 2,756 993 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -171,059) -16,744 -5,588 -66,213 -88,027 -99,225 -170,983 -171,026 -76 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 2.9 42.6 51.2 54.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 20 17 33 54 53 91 86 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,256 COMMITMENTS 8,501 465 885 181,547 209,209 190,933 210,559 24,323 4,697 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 663) 24 0 -53 690 1,065 661 1,012 2 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.2 0.4 84.3 97.2 88.7 97.8 11.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 1 3 34 28 41 31 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,656 COMMITMENTS 1,396 292 372 117,893 119,396 119,661 120,060 3,995 3,596 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,359) 651 0 -248 2,061 2,464 2,464 2,216 -105 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.2 0.3 95.3 96.6 96.8 97.1 3.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 24 31 26 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,023 COMMITMENTS 2,062 2,182 2,119 146,481 153,700 150,662 158,001 13,361 6,022 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,310) -578 -1,812 631 1,225 5,935 1,278 4,754 32 -3,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.3 1.3 89.3 93.7 91.9 96.3 8.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 2 2 28 35 31 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 873,615 COMMITMENTS 217 1,508 3,084 852,920 864,033 856,221 868,625 17,394 4,990 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 14,630) 0 422 475 13,936 14,023 14,411 14,920 219 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.4 97.6 98.9 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 5 4 48 34 53 39 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 374,500 COMMITMENTS 6,219 3,692 1,145 360,119 360,626 367,483 365,463 7,017 9,037 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,438) -1,309 -28 294 237 40 -778 306 -660 -1,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.0 0.3 96.2 96.3 98.1 97.6 1.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 3 1 41 42 43 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,177 COMMITMENTS 50 648 2,188 269,022 274,343 271,260 277,179 8,917 2,998 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,283) -528 -233 45 1,940 1,054 1,457 866 -174 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.8 96.0 97.9 96.8 98.9 3.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 2 3 44 44 47 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,988 COMMITMENTS 463 956 1,657 102,315 92,301 104,435 94,914 2,553 12,074 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 233) 31 -662 202 31 2,308 264 1,848 -31 -1,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.9 1.5 95.6 86.3 97.6 88.7 2.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 2 23 24 25 27 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,906 COMMITMENTS 3,037 17,879 338 104,280 88,307 107,655 106,524 4,251 5,382 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -583) 0 -1,107 0 800 221 800 -886 -1,383 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 16.0 0.3 93.2 78.9 96.2 95.2 3.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 3 27 25 31 28 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,443 COMMITMENTS 0 1,864 0 26,826 25,425 26,826 27,289 1,617 1,154 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 155) 0 0 0 155 124 155 124 0 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.0 94.3 89.4 94.3 95.9 5.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 12 12 12 15 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,294 COMMITMENTS 1,114 3,396 538 95,228 98,478 96,880 102,412 10,414 4,882 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,947) 507 -270 -405 1,566 2,238 1,668 1,563 279 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.2 0.5 88.8 91.8 90.3 95.4 9.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 16 18 17 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 154,915 COMMITMENTS 0 0 0 150,102 149,648 150,102 149,648 4,813 5,267 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,791) 0 0 0 2,733 2,824 2,733 2,824 58 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.9 96.6 96.9 96.6 3.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 27 27 27 27 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,324 COMMITMENTS 0 0 0 57,157 57,159 57,157 57,159 4,167 4,165 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 406) 0 0 0 654 282 654 282 -248 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.2 93.2 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 14 16 14 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,826 COMMITMENTS 8,026 0 0 9,086 16,942 17,112 16,942 1,714 1,884 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 608) 248 0 0 -74 948 174 948 434 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 0.0 0.0 48.3 90.0 90.9 90.0 9.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 0 7 13 11 13 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 439,140 COMMITMENTS 18,250 1,588 1,250 411,160 427,828 430,660 430,666 8,480 8,474 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 7,373) 927 930 -943 7,903 4,848 7,887 4,835 -514 2,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.4 0.3 93.6 97.4 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 4 2 4 53 47 58 52 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,168 COMMITMENTS 1,094 990 1,379 65,110 67,548 67,583 69,917 9,585 7,251 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,417) 1,094 -121 -273 3,658 2,952 4,479 2,558 -62 1,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.3 1.8 84.4 87.5 87.6 90.6 12.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 20 16 22 18 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,022 COMMITMENTS 0 930 0 16,165 15,796 16,165 16,726 2,857 2,296 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 856) 0 0 0 0 856 0 856 856 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.0 85.0 83.0 85.0 87.9 15.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 10 13 11 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,771 COMMITMENTS 571 0 379 61,275 61,924 62,225 62,303 5,546 5,468 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,148) -823 0 -1,276 1,153 2,270 -946 994 2,094 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.6 90.4 91.4 91.8 91.9 8.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 19 18 20 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 126,532 COMMITMENTS 36,617 10,478 0 88,969 113,582 125,586 124,060 946 2,472 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 18,437) 9,920 8,153 0 7,909 9,341 17,829 17,494 608 943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 8.3 0.0 70.3 89.8 99.3 98.0 0.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 7 0 26 37 31 44 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 133,197 COMMITMENTS 37,554 9,890 8,423 85,704 114,069 131,681 132,382 1,516 815 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 17,081) 9,703 8,093 271 6,912 8,870 16,886 17,234 195 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 7.4 6.3 64.3 85.6 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 8 7 5 33 41 42 52 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,552 COMMITMENTS 1,095 0 0 49,843 49,848 50,938 49,848 614 1,704 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,645) 465 0 0 2,300 2,763 2,765 2,763 -120 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.0 96.7 96.7 98.8 96.7 1.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 0 0 22 25 25 25 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 249,680 COMMITMENTS 0 564 584 244,793 236,982 245,377 238,130 4,303 11,550 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,837) 0 -84 0 4,983 3,921 4,983 3,837 -1,146 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.2 98.0 94.9 98.3 95.4 1.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 1 1 39 33 40 34 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 27,430 COMMITMENTS 34 690 806 23,579 23,011 24,419 24,507 3,011 2,923 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 890) 34 -276 -34 620 985 620 675 270 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.5 2.9 86.0 83.9 89.0 89.3 11.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 14 18 15 21 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,014 COMMITMENTS 1,504 670 1,089 63,278 65,841 65,871 67,600 6,143 4,414 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,964) -527 -1,007 338 1,331 2,517 1,142 1,848 822 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.9 1.5 87.9 91.4 91.5 93.9 8.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 17 17 19 19 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,014 COMMITMENTS 0 4,000 870 78,301 73,684 79,171 78,554 3,843 4,460 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,018) 0 62 77 62 1,034 139 1,173 879 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.8 1.0 94.3 88.8 95.4 94.6 4.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 3 2 23 27 25 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 130,959 COMMITMENTS 5,428 266 1,153 113,845 122,764 120,426 124,183 10,533 6,776 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,908) -1,055 266 432 3,562 2,210 2,939 2,908 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.2 0.9 86.9 93.7 92.0 94.8 8.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 18 15 22 17 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,888 COMMITMENTS 0 0 0 86,407 91,352 86,407 91,352 8,481 3,536 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 366) 0 0 0 428 366 428 366 -62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.1 96.3 91.1 96.3 8.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 18 17 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,236 COMMITMENTS 2,411 0 0 111,479 115,452 113,890 115,452 4,346 2,784 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -617) -96 0 0 -521 -583 -617 -583 0 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 94.3 97.6 96.3 97.6 3.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 0 22 18 26 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 145,487 COMMITMENTS 2,220 4,119 1,512 128,915 128,848 132,647 134,479 12,840 11,008 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,633) 10 1,448 413 3,210 219 3,633 2,080 0 1,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 2.8 1.0 88.6 88.6 91.2 92.4 8.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 1 29 26 31 28 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,853 COMMITMENTS 3,991 0 0 27,488 33,395 31,479 33,395 2,374 458 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 31) 0 0 0 124 -31 124 -31 -93 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 0.0 0.0 81.2 98.6 93.0 98.6 7.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 0 0 18 16 23 16 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,523 COMMITMENTS 1,036 2,108 0 28,542 27,524 29,578 29,632 945 891 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 403) 31 0 0 372 217 403 217 0 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 6.9 0.0 93.5 90.2 96.9 97.1 3.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 0 19 13 22 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 191,094 COMMITMENTS 12,516 4,985 1,522 168,355 176,722 182,393 183,229 8,701 7,865 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 7,653) -90 0 0 6,563 7,170 6,473 7,170 1,180 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 2.6 0.8 88.1 92.5 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 4 3 40 33 45 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 91,962 COMMITMENTS 0 0 0 84,234 82,980 84,234 82,980 7,728 8,982 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 990) 0 0 0 1,201 834 1,201 834 -211 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.6 90.2 91.6 90.2 8.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 21 18 21 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,936 COMMITMENTS 0 0 0 92,100 92,160 92,100 92,160 2,836 2,776 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,894) 0 0 0 4,624 4,826 4,624 4,826 270 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.0 97.1 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 26 21 26 21 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 126,840 COMMITMENTS 5,311 0 0 105,224 120,375 110,535 120,375 16,305 6,465 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 915) 304 0 0 168 1,374 472 1,374 443 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 0.0 83.0 94.9 87.1 94.9 12.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 18 15 20 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 156,169 COMMITMENTS 28,072 9,856 13,550 113,844 131,685 155,465 155,091 704 1,078 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 940) 670 -294 -844 1,107 1,887 933 749 7 191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 6.3 8.7 72.9 84.3 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 13 13 18 47 47 68 70 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 49,346 COMMITMENTS 4,267 352 556 44,523 48,439 49,346 49,346 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -335) 79 -146 -127 -287 -63 -335 -335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.7 1.1 90.2 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 3 27 25 33 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 401,691 COMMITMENTS 25,484 0 4,138 372,069 397,553 401,691 401,691 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,076) 8,832 -1,904 688 -4,444 6,292 5,076 5,076 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.0 1.0 92.6 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 0 2 22 21 27 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,542,398 COMMITMENTS 78,172 92,515 45,804 1418422 1404079 1542398 1542398 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 24,076) 1,112 -408 408 22,556 24,076 24,076 24,076 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 6.0 3.0 92.0 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 6 5 37 40 45 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,900 COMMITMENTS 663 6,446 1,626 61,611 55,828 63,900 63,900 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -612) -24 -49 -1 -587 -562 -612 -612 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 10.1 2.5 96.4 87.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 7 5 22 26 30 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 333,935 COMMITMENTS 0 5,148 0 333,935 328,787 333,935 333,935 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -3,567) 0 0 0 -3,567 -3,567 -3,567 -3,567 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 16 16 19 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 436,723 COMMITMENTS 8,913 728 8,632 419,178 427,363 436,723 436,723 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 760) 0 0 0 760 760 760 760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.2 2.0 96.0 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 1 30 28 34 29 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,081 COMMITMENTS 754 145 84 28,102 29,558 28,940 29,787 1,141 294 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -128) 0 102 -41 -86 -106 -127 -45 -1 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.5 0.3 93.4 98.3 96.2 99.0 3.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 1 24 23 28 26 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,977 COMMITMENTS 190 0 0 60,476 60,967 60,666 60,967 311 10 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 420) 0 0 0 420 420 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.2 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 0 29 31 30 31 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 80,059 COMMITMENTS 115 0 0 79,655 79,942 79,770 79,942 289 117 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 320) 0 0 0 320 320 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.5 99.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 0 31 30 32 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,749 COMMITMENTS 800 875 0 29,277 29,754 30,077 30,629 672 120 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,730) 0 0 0 1,730 1,730 1,730 1,730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 2.8 0.0 95.2 96.8 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 0 18 14 20 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 292,496 COMMITMENTS 13,744 0 0 278,752 292,496 292,496 292,496 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,056) 4,680 0 0 -2,624 2,056 2,056 2,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 0.0 95.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 0 21 21 23 21 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 6,991 COMMITMENTS 757 774 87 5,466 5,768 6,310 6,629 681 362 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 497) 0 0 0 985 518 985 518 -488 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 11.1 1.2 78.2 82.5 90.3 94.8 9.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 17 16 20 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,745 COMMITMENTS 1,900 0 0 5,665 7,445 7,565 7,445 180 300 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 0.0 0.0 73.1 96.1 97.7 96.1 2.3 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,230 COMMITMENTS 1,355 100 425 11,940 13,605 13,720 14,130 510 100 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 600) 50 0 -50 600 650 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.7 3.0 83.9 95.6 96.4 99.3 3.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 12 16 15 20 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,452 COMMITMENTS 150 1,100 0 38,620 38,352 38,770 39,452 682 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 625) -50 0 0 615 625 565 625 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.8 0.0 97.9 97.2 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 0 22 22 24 25 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,180 COMMITMENTS 600 250 0 25,400 25,920 26,000 26,170 180 10 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -40) -60 0 0 20 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.0 0.0 97.0 99.0 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,366 COMMITMENTS 735 1,107 105 19,039 18,965 19,879 20,177 487 189 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 569) -19 0 42 483 548 506 590 63 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 5.4 0.5 93.5 93.1 97.6 99.1 2.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 3 3 23 23 28 28 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,595 COMMITMENTS 715 1,517 2,622 56,236 55,278 59,573 59,417 22 178 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,362) 50 -211 -20 3,333 3,583 3,363 3,352 -1 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.5 4.4 94.4 92.8 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 4 32 27 37 33 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 79,049 COMMITMENTS 875 16,429 3,432 74,692 59,138 78,999 78,999 50 50 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,307) 20 -610 231 2,059 2,706 2,310 2,327 -3 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 20.8 4.3 94.5 74.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 8 5 36 32 44 41 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,600 COMMITMENTS 780 0 0 44,810 45,600 45,590 45,600 10 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 760) 0 0 0 775 770 775 770 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 27 12 28 12 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,100 COMMITMENTS 1,430 1,900 0 51,660 51,200 53,090 53,100 10 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,375) 0 300 0 2,375 2,075 2,375 2,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 3.6 0.0 97.3 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 27 16 28 17 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 317,419 COMMITMENTS 61,106 9,100 1,560 254,753 306,759 317,419 317,419 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 11,329) 7,760 -400 0 3,569 11,729 11,329 11,329 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 2.9 0.5 80.3 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 1 20 29 23 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,125 COMMITMENTS 4,995 2,050 1,275 19,986 23,652 26,257 26,977 868 148 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -100) 593 -83 -492 -202 474 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 7.6 4.7 73.7 87.2 96.8 99.5 3.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 6 26 31 32 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 39,391 COMMITMENTS 489 290 450 38,452 38,651 39,391 39,391 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,686) -77 -104 0 1,763 1,790 1,686 1,686 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.7 1.1 97.6 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 1 18 15 24 17 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 328,415 COMMITMENTS 7,008 19,593 0 321,407 308,822 328,415 328,415 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,329) 0 0 0 4,329 4,329 4,329 4,329 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 6.0 0.0 97.9 94.0 100.0 100.0 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 21,483 COMMITMENTS 805 732 1,018 19,132 19,313 20,955 21,063 528 420 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 108) 21 0 0 87 108 108 108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.4 4.7 89.1 89.9 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 19 19 22 21 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 9,813 COMMITMENTS 187 0 84 8,801 9,372 9,072 9,456 741 357 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 42 0 42 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.9 89.7 95.5 92.4 96.4 7.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 15 12 17 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,597 COMMITMENTS 636 280 395 8,573 9,268 9,604 9,943 993 654 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 103) -21 0 21 103 82 103 103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 2.6 3.7 80.9 87.5 90.6 93.8 9.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 2 18 17 21 21 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 105,245 COMMITMENTS 4,965 0 408 99,872 104,837 105,245 105,245 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,336) 0 0 0 2,336 2,336 2,336 2,336 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 0.4 94.9 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,720 COMMITMENTS 604 1,782 318 14,508 13,285 15,430 15,385 290 335 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -82) -82 0 0 0 -82 -82 -82 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 11.3 2.0 92.3 84.5 98.2 97.9 1.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 4 21 23 26 28 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 181,166 COMMITMENTS 0 11,203 2,448 178,718 167,515 181,166 181,166 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,040) 0 -408 408 1,632 2,040 2,040 2,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.2 1.4 98.6 92.5 100.0 100.0 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,055 COMMITMENTS 0 485 50 8,945 8,510 8,995 9,045 60 10 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 80) 0 10 0 80 70 80 80 0 0 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: 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 25,683 COMMITMENTS 2,313 440 1,836 21,534 23,407 25,683 25,683 0 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 224) -182 26 0 406 198 224 224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 1.7 7.1 83.8 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 1 21 16 23 19 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| 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 11/22/16 (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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,185 COMMITMENTS 300 1,780 0 12,480 11,395 12,780 13,175 405 10 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,425) 0 0 0 2,415 2,425 2,415 2,425 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 13.5 0.0 94.7 86.4 96.9 99.9 3.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 14 15 15 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,265 COMMITMENTS 180 1,730 130 12,540 11,395 12,850 13,255 415 10 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,365) 0 50 0 2,360 2,315 2,360 2,365 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 13.0 1.0 94.5 85.9 96.9 99.9 3.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 14 14 15 16 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 712,526 COMMITMENTS 58,109 24,443 139,249 514,021 548,623 711,379 712,315 1,146 211 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,378) -15,522 -191 9,402 4,790 -10,419 -1,331 -1,208 -46 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 3.4 19.5 72.1 77.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 5 19 18 25 24 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,030 COMMITMENTS 180 0 0 14,570 15,030 14,750 15,030 280 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 25) 100 0 0 -75 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 96.9 100.0 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,310 COMMITMENTS 350 50 50 17,770 18,210 18,170 18,310 140 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.3 0.3 97.1 99.5 99.2 100.0 0.8 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 11/29/16 | --------------------------------------------------------------| 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 12,007 12,526 12,382 12,626 244 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,995 COMMITMENTS 0 575 0 24,310 24,360 24,310 24,935 685 60 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 2,350) 0 25 0 2,110 2,325 2,110 2,350 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.0 97.3 97.5 97.3 99.8 2.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 15 15 15 18 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,105 COMMITMENTS 0 540 85 16,760 16,455 16,845 17,080 260 25 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 0.5 98.0 96.2 98.5 99.9 1.5 0.1 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,047 COMMITMENTS 455 370 30 17,282 17,622 17,767 18,022 280 25 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 2.1 0.2 95.8 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 113,756 COMMITMENTS 2,895 2,255 140 110,706 111,256 113,741 113,651 15 105 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 12,002) 0 190 0 12,002 11,812 12,002 12,002 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 2.0 0.1 97.3 97.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 5 3 38 33 44 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 136,229 COMMITMENTS 3,662 7,325 608 131,959 128,191 136,229 136,124 0 105 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 11,720) 75 700 0 11,645 11,020 11,720 11,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.4 0.4 96.9 94.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 8 5 44 36 52 45 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 190,138 COMMITMENTS 10,466 19,457 9,591 170,028 161,035 190,085 190,083 53 55 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 1,235) 966 425 -148 412 960 1,230 1,237 5 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 10.2 5.0 89.4 84.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 11 11 12 44 50 60 68 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 127,704 COMMITMENTS 6,832 4,261 2,175 118,632 121,268 127,639 127,704 65 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 958) -10 0 0 968 958 958 958 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 3.3 1.7 92.9 95.0 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,510 COMMITMENTS 1,720 1,075 80 35,700 36,355 37,500 37,510 10 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 290) -100 0 0 390 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 2.9 0.2 95.2 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 24 17 26 19 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,230 COMMITMENTS 825 220 30 32,320 32,980 33,175 33,230 55 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 225) -110 0 0 325 225 215 225 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.7 0.1 97.3 99.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 24 16 26 18 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 32,946 COMMITMENTS 1,250 200 250 31,297 32,486 32,797 32,936 149 10 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 26) 0 0 0 26 26 26 26 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 28 34 30 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 20,651 COMMITMENTS 1,050 0 0 19,601 20,531 20,651 20,531 0 120 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 0.0 94.9 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 21 18 23 18 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,173 COMMITMENTS 2,524 1,482 509 24,750 26,179 27,783 28,170 390 3 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 639) 51 50 0 588 619 639 669 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 5.3 1.8 87.9 92.9 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 3 2 22 25 28 29 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,174 COMMITMENTS 1,928 0 14 18,080 19,870 20,022 19,884 152 290 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -23) -33 0 0 10 -8 -23 -8 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 0.0 0.1 89.6 98.5 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 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,333 COMMITMENTS 2,330 5,984 880 36,890 33,469 40,100 40,333 233 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 403) 50 335 20 340 48 410 403 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 14.8 2.2 91.5 83.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 5 29 25 34 31 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,540 COMMITMENTS 30 444 183 22,107 21,913 22,320 22,540 220 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -23) 0 -146 20 -23 113 -3 -13 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.0 0.8 98.1 97.2 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 3 26 22 29 27 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,931 COMMITMENTS 165 1,674 219 24,290 23,038 24,674 24,931 257 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -5) 5 5 0 -10 20 -5 25 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 6.7 0.9 97.4 92.4 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 21 17 24 20 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,920 COMMITMENTS 0 100 0 14,459 14,593 14,459 14,693 461 227 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 96.9 97.8 96.9 98.5 3.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 21 14 21 16 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,422 COMMITMENTS 235 650 0 35,868 35,742 36,103 36,392 319 30 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -35 -35 -35 -35 0 0 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: 39) 2 2 0 31 26 33 28 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 16,943 COMMITMENTS 465 100 44 16,414 16,799 16,923 16,943 20 0 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 205) 0 0 0 205 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.6 0.3 96.9 99.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 23 19 24 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,889 COMMITMENTS 753 0 21 13,105 13,848 13,879 13,869 10 20 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -360) 0 0 0 -360 -360 -360 -360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 0.2 94.4 99.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 22 19 23 20
Updated December 2, 2016