CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 7,867: 1,614 429 0 6,244 7,432 7,858 7,861: 9 6 Old : 7,867: 1,614 429 0 6,244 7,432 7,858 7,861: 9 6 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 25: 25 25 0 0 0 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 5.5 0.0 79.4 94.5 99.9 99.9: 0.1 0.1 Old : 100.0: 20.5 5.5 0.0 79.4 94.5 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 7 4 0 5 9 12 13: Old : 23: 7 4 0 5 9 12 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.7 80.2 96.6 97.5 88.7 76.9 95.1 94.1 Old : 88.7 80.2 96.6 97.5 88.7 76.9 95.1 94.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 32,130: 16,980 11,959 600 14,550 19,571 32,130 32,130: 0 0 Old : 32,130: 16,980 11,959 600 14,550 19,571 32,130 32,130: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 100: 100 100 0 0 0 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.8 37.2 1.9 45.3 60.9 100.0 100.0: 0.0 0.0 Old : 100.0: 52.8 37.2 1.9 45.3 60.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 6 3 8 5 15 12: Old : 23: 4 6 3 8 5 15 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 75.2 90.2 95.6 64.9 74.2 90.2 93.4 Old : 64.9 75.2 90.2 95.6 64.9 74.2 90.2 93.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 39,936: 13,776 20,313 20 26,140 19,603 39,936 39,936: 0 0 Old : 39,936: 13,776 20,313 20 26,140 19,603 39,936 39,936: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 392: 392 50 0 0 342 392 392: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 50.9 0.0 65.5 49.1 100.0 100.0: 0.0 0.0 Old : 100.0: 34.5 50.9 0.0 65.5 49.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 6 10 2 9 6 17 16: Old : 27: 6 10 2 9 6 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 66.9 89.0 88.4 66.4 62.8 89.0 81.9 Old : 66.4 66.9 89.0 88.4 66.4 62.8 89.0 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 25,009: 2,563 2,617 611 21,756 21,751 24,930 24,979: 79 30 Old : 25,009: 2,563 2,617 611 21,756 21,751 24,930 24,979: 79 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 1,740: -30 745 120 1,593 875 1,683 1,740: 57 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 10.5 2.4 87.0 87.0 99.7 99.9: 0.3 0.1 Old : 100.0: 10.2 10.5 2.4 87.0 87.0 99.7 99.9: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 7 8 4 11 11 20 21: Old : 30: 7 8 4 11 11 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.0 64.6 93.6 82.9 68.3 64.6 84.7 78.5 Old : 74.0 64.6 93.6 82.9 68.3 64.6 84.7 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 38,344: 7,989 2,402 0 30,355 35,932 38,344 38,334: 0 10 Old : 38,344: 7,989 2,402 0 30,355 35,932 38,344 38,334: 0 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 200: 0 200 0 200 50 200 250: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 6.3 0.0 79.2 93.7 100.0 100.0: 0.0 0.0 Old : 100.0: 20.8 6.3 0.0 79.2 93.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 5 0 9 10 12 15: Old : 25: 3 5 0 9 10 12 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.7 84.6 97.2 97.1 79.4 84.6 94.8 94.5 Old : 81.7 84.6 97.2 97.1 79.4 84.6 94.8 94.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 34,730: 8,425 14,933 275 26,030 19,522 34,730 34,730: 0 0 Old : 34,730: 8,425 14,933 275 26,030 19,522 34,730 34,730: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 43.0 0.8 74.9 56.2 100.0 100.0: 0.0 0.0 Old : 100.0: 24.3 43.0 0.8 74.9 56.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 7 6 2 8 5 16 12: Old : 24: 7 6 2 8 5 16 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 79.5 89.4 96.6 71.1 77.7 89.4 94.0 Old : 71.1 79.5 89.4 96.6 71.1 77.7 89.4 94.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 21,595: 4,290 8,540 0 17,305 13,055 21,595 21,595: 0 0 Old : 21,595: 4,290 8,540 0 17,305 13,055 21,595 21,595: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 39.5 0.0 80.1 60.5 100.0 100.0: 0.0 0.0 Old : 100.0: 19.9 39.5 0.0 80.1 60.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 7 0 8 4 11 11: Old : 21: 3 7 0 8 4 11 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.5 78.0 97.1 96.2 70.5 78.0 97.1 96.2 Old : 70.5 78.0 97.1 96.2 70.5 78.0 97.1 96.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 14,850: 8,700 6,265 0 6,150 8,585 14,850 14,850: 0 0 Old : 14,850: 8,700 6,265 0 6,150 8,585 14,850 14,850: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -600: 150 -350 0 -750 -250 -600 -600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 42.2 0.0 41.4 57.8 100.0 100.0: 0.0 0.0 Old : 100.0: 58.6 42.2 0.0 41.4 57.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 7 4 0 7 8 14 12: Old : 24: 7 4 0 7 8 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 67.2 87.1 93.3 60.3 65.5 85.7 91.6 Old : 61.6 67.2 87.1 93.3 60.3 65.5 85.7 91.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 27,120: 8,960 11,000 700 17,460 15,420 27,120 27,120: 0 0 Old : 27,120: 8,960 11,000 700 17,460 15,420 27,120 27,120: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 650: 250 350 0 400 300 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 40.6 2.6 64.4 56.9 100.0 100.0: 0.0 0.0 Old : 100.0: 33.0 40.6 2.6 64.4 56.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 6 3 9 6 16 13: Old : 23: 5 6 3 9 6 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 69.9 81.2 92.4 54.8 66.2 80.5 87.2 Old : 55.6 69.9 81.2 92.4 54.8 66.2 80.5 87.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 18,070: 7,620 5,850 100 10,350 12,120 18,070 18,070: 0 0 Old : 18,070: 7,620 5,850 100 10,350 12,120 18,070 18,070: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 100: 50 50 0 50 50 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.2 32.4 0.6 57.3 67.1 100.0 100.0: 0.0 0.0 Old : 100.0: 42.2 32.4 0.6 57.3 67.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 7 4 1 9 3 17 7: Old : 23: 7 4 1 9 3 17 7: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 87.3 81.1 100.0 54.8 86.7 81.1 99.4 Old : 54.8 87.3 81.1 100.0 54.8 86.7 81.1 99.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 10,400: 285 1,225 1,000 9,115 8,175 10,400 10,400: 0 0 Old : 10,400: 285 1,225 1,000 9,115 8,175 10,400 10,400: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 11.8 9.6 87.6 78.6 100.0 100.0: 0.0 0.0 Old : 100.0: 2.7 11.8 9.6 87.6 78.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 5 1 6 9 8 14: Old : 20: 1 5 1 6 9 8 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.2 76.0 100.0 91.3 74.9 61.1 80.8 74.5 Old : 81.2 76.0 100.0 91.3 74.9 61.1 80.8 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 5,260,912: 948,464 73,264 823,589 3,452,777 4,348,301 5,224,830 5,245,154: 36,082 15,758 Old : 5,260,912: 948,464 73,264 823,589 3,452,777 4,348,301 5,224,830 5,245,154: 36,082 15,758 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 127,697: 37,061 40,293 121 91,285 86,868 128,467 127,282: -770 415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 1.4 15.7 65.6 82.7 99.3 99.7: 0.7 0.3 Old : 100.0: 18.0 1.4 15.7 65.6 82.7 99.3 99.7: 0.7 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 220: 63 11 59 135 126 205 189: Old : 220: 63 11 59 135 126 205 189: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.2 32.1 44.6 48.4 25.0 31.2 38.9 42.9 Old : 28.2 32.1 44.6 48.4 25.0 31.2 38.9 42.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 220,983: 40,135 15,047 63,441 115,264 141,847 218,840 220,335: 2,143 648 Old : 220,983: 40,135 15,047 63,441 115,264 141,847 218,840 220,335: 2,143 648 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 6,222: 1,050 -585 3,517 1,655 3,290 6,222 6,222: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 6.8 28.7 52.2 64.2 99.0 99.7: 1.0 0.3 Old : 100.0: 18.2 6.8 28.7 52.2 64.2 99.0 99.7: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 7 14 15 28 23 45 42: Old : 56: 7 14 15 28 23 45 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 50.3 66.3 75.5 27.3 27.8 37.3 41.7 Old : 49.2 50.3 66.3 75.5 27.3 27.8 37.3 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 180,545: 2,958 1,240 847 154,596 171,999 158,401 174,086: 22,144 6,459 Old : 180,545: 2,958 1,240 847 154,596 171,999 158,401 174,086: 22,144 6,459 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -9,440: 1,283 -126 -319 -12,864 -8,624 -11,900 -9,069: 2,460 -371 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.7 0.5 85.6 95.3 87.7 96.4: 12.3 3.6 Old : 100.0: 1.6 0.7 0.5 85.6 95.3 87.7 96.4: 12.3 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 3 4 30 25 34 30: Old : 39: 2 3 4 30 25 34 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 51.1 58.1 78.1 29.9 46.0 41.5 63.4 Old : 39.9 51.1 58.1 78.1 29.9 46.0 41.5 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 96,130: 466 0 90 90,240 93,010 90,796 93,100: 5,334 3,030 Old : 96,130: 466 0 90 90,240 93,010 90,796 93,100: 5,334 3,030 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,672: -2,339 0 0 -4,794 -5,677 -7,133 -5,677: 2,461 1,005 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.1 93.9 96.8 94.5 96.8: 5.5 3.2 Old : 100.0: 0.5 0.0 0.1 93.9 96.8 94.5 96.8: 5.5 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 0 1 26 28 27 29: Old : 33: 1 0 1 26 28 27 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 45.6 77.9 66.7 52.8 37.2 62.2 54.0 Old : 56.8 45.6 77.9 66.7 52.8 37.2 62.2 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 131,997: 0 2,400 824 115,098 120,103 115,922 123,327: 16,075 8,670 Old : 131,997: 0 2,400 824 115,098 120,103 115,922 123,327: 16,075 8,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -8,663: -589 -101 -202 -8,279 -11,119 -9,070 -11,422: 407 2,759 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.6 87.2 91.0 87.8 93.4: 12.2 6.6 Old : 100.0: 0.0 1.8 0.6 87.2 91.0 87.8 93.4: 12.2 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 3 2 24 23 26 26: Old : 35: 0 3 2 24 23 26 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 48.1 60.2 67.0 36.4 48.1 50.3 59.0 Old : 44.2 48.1 60.2 67.0 36.4 48.1 50.3 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 977,499: 184 3,291 6,334 959,918 966,022 966,436 975,647: 11,063 1,852 Old : 977,499: 184 3,291 6,334 959,918 966,022 966,436 975,647: 11,063 1,852 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,356: 172 873 -70 -2,942 -4,756 -2,840 -3,953: -1,516 -403 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.6 98.2 98.8 98.9 99.8: 1.1 0.2 Old : 100.0: 0.0 0.3 0.6 98.2 98.8 98.9 99.8: 1.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 2 3 5 52 39 57 44: Old : 61: 2 3 5 52 39 57 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 54.1 60.7 79.1 32.5 53.7 49.4 69.5 Old : 39.9 54.1 60.7 79.1 32.5 53.7 49.4 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 387,119: 5,658 807 1,348 364,888 375,909 371,894 378,064: 15,225 9,055 Old : 387,119: 5,658 807 1,348 364,888 375,909 371,894 378,064: 15,225 9,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -19,215: -537 807 -421 -21,441 -20,681 -22,399 -20,295: 3,184 1,080 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.2 0.3 94.3 97.1 96.1 97.7: 3.9 2.3 Old : 100.0: 1.5 0.2 0.3 94.3 97.1 96.1 97.7: 3.9 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 1 1 1 30 37 32 38: Old : 50: 1 1 1 30 37 32 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 36.9 76.2 58.8 56.3 36.8 70.5 54.7 Old : 57.4 36.9 76.2 58.8 56.3 36.8 70.5 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 301,774: 3,138 0 1,783 290,289 295,594 295,210 297,377: 6,564 4,397 Old : 301,774: 3,138 0 1,783 290,289 295,594 295,210 297,377: 6,564 4,397 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -13,782: 573 -687 1 -15,121 -16,491 -14,547 -17,177: 765 3,395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 0.6 96.2 98.0 97.8 98.5: 2.2 1.5 Old : 100.0: 1.0 0.0 0.6 96.2 98.0 97.8 98.5: 2.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 3 0 3 37 40 40 43: Old : 49: 3 0 3 37 40 40 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 40.0 77.5 62.3 61.9 38.7 72.5 58.3 Old : 62.3 40.0 77.5 62.3 61.9 38.7 72.5 58.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 131,120: 0 1,146 1,150 122,776 115,529 123,926 117,825: 7,194 13,295 Old : 131,120: 0 1,146 1,150 122,776 115,529 123,926 117,825: 7,194 13,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -5,118: -341 -2,955 -515 -5,796 -4,412 -6,652 -7,882: 1,534 2,764 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.9 0.9 93.6 88.1 94.5 89.9: 5.5 10.1 Old : 100.0: 0.0 0.9 0.9 93.6 88.1 94.5 89.9: 5.5 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 2 2 26 26 28 28: Old : 36: 0 2 2 26 26 28 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 42.1 78.2 62.6 62.9 40.3 76.9 59.9 Old : 63.1 42.1 78.2 62.6 62.9 40.3 76.9 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 104,817: 5,217 5,923 1,005 93,701 93,857 99,923 100,785: 4,894 4,032 Old : 104,817: 5,217 5,923 1,005 93,701 93,857 99,923 100,785: 4,894 4,032 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -3,211: 88 -1,167 -90 -1,371 -1,757 -1,373 -3,014: -1,838 -197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 5.7 1.0 89.4 89.5 95.3 96.2: 4.7 3.8 Old : 100.0: 5.0 5.7 1.0 89.4 89.5 95.3 96.2: 4.7 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 3 1 23 21 26 24: Old : 35: 2 3 1 23 21 26 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 48.7 73.0 67.7 58.3 47.7 69.4 64.9 Old : 60.1 48.7 73.0 67.7 58.3 47.7 69.4 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 13,913: 0 0 0 12,993 13,851 12,993 13,851: 920 62 Old : 13,913: 0 0 0 12,993 13,851 12,993 13,851: 920 62 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -8,972: 0 0 0 -8,396 -8,894 -8,396 -8,894: -576 -78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.4 99.6 93.4 99.6: 6.6 0.4 Old : 100.0: 0.0 0.0 0.0 93.4 99.6 93.4 99.6: 6.6 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 11 12 11 12: Old : 22: 0 0 0 11 12 11 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 67.0 83.1 92.4 58.9 67.0 82.5 89.8 Old : 58.9 67.0 83.1 92.4 58.9 67.0 82.5 89.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 87,893: 2,245 0 209 76,817 81,782 79,271 81,991: 8,622 5,902 Old : 87,893: 2,245 0 209 76,817 81,782 79,271 81,991: 8,622 5,902 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -6,517: 1,566 -2,314 -291 -7,953 -4,919 -6,678 -7,524: 161 1,007 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 0.2 87.4 93.0 90.2 93.3: 9.8 6.7 Old : 100.0: 2.6 0.0 0.2 87.4 93.0 90.2 93.3: 9.8 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 1 17 16 18 17: Old : 25: 1 0 1 17 16 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 67.0 71.0 85.2 46.4 66.6 67.1 81.9 Old : 46.4 67.0 71.0 85.2 46.4 66.6 67.1 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 164,983: 0 0 0 157,409 161,900 157,409 161,900: 7,574 3,083 Old : 164,983: 0 0 0 157,409 161,900 157,409 161,900: 7,574 3,083 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -10,324: 0 0 0 -10,113 -10,514 -10,113 -10,514: -211 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.4 98.1 95.4 98.1: 4.6 1.9 Old : 100.0: 0.0 0.0 0.0 95.4 98.1 95.4 98.1: 4.6 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 0 0 0 26 24 26 24: Old : 37: 0 0 0 26 24 26 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 75.9 72.1 86.3 55.2 75.9 71.4 86.2 Old : 56.0 75.9 72.1 86.3 55.2 75.9 71.4 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 530,483: 19,061 1,962 6,186 491,420 511,177 516,667 519,325: 13,816 11,158 Old : 530,483: 19,061 1,962 6,186 491,420 511,177 516,667 519,325: 13,816 11,158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -13,390: 1,868 -579 -418 -18,531 -13,059 -17,081 -14,056: 3,691 666 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 0.4 1.2 92.6 96.4 97.4 97.9: 2.6 2.1 Old : 100.0: 3.6 0.4 1.2 92.6 96.4 97.4 97.9: 2.6 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 7 1 6 48 44 56 50: Old : 66: 7 1 6 48 44 56 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 54.3 50.4 68.1 29.7 52.8 43.8 61.8 Old : 32.0 54.3 50.4 68.1 29.7 52.8 43.8 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 101,470: 334 2,847 1,518 89,380 89,622 91,232 93,987: 10,238 7,483 Old : 101,470: 334 2,847 1,518 89,380 89,622 91,232 93,987: 10,238 7,483 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -210: 334 56 29 -2,669 134 -2,306 219: 2,096 -429 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 2.8 1.5 88.1 88.3 89.9 92.6: 10.1 7.4 Old : 100.0: 0.3 2.8 1.5 88.1 88.3 89.9 92.6: 10.1 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 3 2 19 17 21 21: Old : 28: 1 3 2 19 17 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 51.0 77.3 74.4 49.7 50.1 68.3 67.8 Old : 54.2 51.0 77.3 74.4 49.7 50.1 68.3 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 76,884: 0 177 185 74,110 73,088 74,295 73,450: 2,589 3,434 Old : 76,884: 0 177 185 74,110 73,088 74,295 73,450: 2,589 3,434 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -5,057: -248 -505 185 -3,648 -3,927 -3,711 -4,247: -1,346 -810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.2 96.4 95.1 96.6 95.5: 3.4 4.5 Old : 100.0: 0.0 0.2 0.2 96.4 95.1 96.6 95.5: 3.4 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 1 15 16 16 17: Old : 22: 0 1 1 15 16 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 57.3 84.8 81.0 54.3 57.1 81.9 75.9 Old : 56.5 57.3 84.8 81.0 54.3 57.1 81.9 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 130,520: 38,254 3,441 0 91,739 125,622 129,993 129,063: 527 1,457 Old : 130,520: 38,254 3,441 0 91,739 125,622 129,993 129,063: 527 1,457 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -39,930: -28,483 434 -1,554 -9,636 -38,653 -39,673 -39,773: -257 -157 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 2.6 0.0 70.3 96.2 99.6 98.9: 0.4 1.1 Old : 100.0: 29.3 2.6 0.0 70.3 96.2 99.6 98.9: 0.4 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 9 6 0 18 40 27 46: Old : 65: 9 6 0 18 40 27 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 41.3 70.7 61.3 40.0 38.6 67.0 51.2 Old : 42.8 41.3 70.7 61.3 40.0 38.6 67.0 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 66,615: 0 0 0 65,879 63,977 65,879 63,977: 736 2,638 Old : 66,615: 0 0 0 65,879 63,977 65,879 63,977: 736 2,638 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,383: 0 -463 0 -4,743 -3,841 -4,743 -4,304: 360 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.9 96.0 98.9 96.0: 1.1 4.0 Old : 100.0: 0.0 0.0 0.0 98.9 96.0 98.9 96.0: 1.1 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 14 21 14 21: Old : 28: 0 0 0 14 21 14 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.9 73.1 91.3 86.1 79.1 73.1 89.7 85.7 Old : 79.9 73.1 91.3 86.1 79.1 73.1 89.7 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 258,579: 0 922 773 249,887 247,466 250,660 249,161: 7,919 9,418 Old : 258,579: 0 922 773 249,887 247,466 250,660 249,161: 7,919 9,418 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -8,161: 0 -1,028 -92 -9,767 -7,803 -9,859 -8,923: 1,698 762 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.4 0.3 96.6 95.7 96.9 96.4: 3.1 3.6 Old : 100.0: 0.0 0.4 0.3 96.6 95.7 96.9 96.4: 3.1 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 1 1 31 30 32 31: Old : 36: 0 1 1 31 30 32 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 56.9 77.2 74.1 61.5 46.8 71.7 61.3 Old : 62.6 56.9 77.2 74.1 61.5 46.8 71.7 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 99,286: 0 2,140 245 90,173 90,311 90,418 92,696: 8,868 6,590 Old : 99,286: 0 2,140 245 90,173 90,311 90,418 92,696: 8,868 6,590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -7,696: 0 -2,476 -62 -13,703 -5,751 -13,765 -8,289: 6,069 593 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 0.2 90.8 91.0 91.1 93.4: 8.9 6.6 Old : 100.0: 0.0 2.2 0.2 90.8 91.0 91.1 93.4: 8.9 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 1 16 20 17 21: Old : 25: 0 1 1 16 20 17 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 58.3 81.4 75.8 50.7 49.8 62.6 59.3 Old : 61.3 58.3 81.4 75.8 50.7 49.8 62.6 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 137,179: 4,701 0 309 123,719 131,499 128,729 131,808: 8,450 5,371 Old : 137,179: 4,701 0 309 123,719 131,499 128,729 131,808: 8,450 5,371 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,205: 833 -1,451 -92 -4,348 -4,671 -3,607 -6,214: -598 2,009 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 0.0 0.2 90.2 95.9 93.8 96.1: 6.2 3.9 Old : 100.0: 3.4 0.0 0.2 90.2 95.9 93.8 96.1: 6.2 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 0 1 15 15 17 16: Old : 22: 2 0 1 15 15 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 76.0 81.2 88.3 58.3 75.1 75.5 84.0 Old : 63.5 76.0 81.2 88.3 58.3 75.1 75.5 84.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 102,109: 0 0 0 93,742 98,937 93,742 98,937: 8,367 3,172 Old : 102,109: 0 0 0 93,742 98,937 93,742 98,937: 8,367 3,172 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,045: -775 0 0 -2,532 -4,562 -3,307 -4,562: -738 517 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.8 96.9 91.8 96.9: 8.2 3.1 Old : 100.0: 0.0 0.0 0.0 91.8 96.9 91.8 96.9: 8.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 18 16 18 16: Old : 20: 0 0 0 18 16 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 69.5 79.2 88.2 58.6 64.7 74.4 79.1 Old : 60.2 69.5 79.2 88.2 58.6 64.7 74.4 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 120,812: 151 0 214 115,006 116,772 115,371 116,986: 5,441 3,826 Old : 120,812: 151 0 214 115,006 116,772 115,371 116,986: 5,441 3,826 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,185: -66 -1,934 -32 -3,910 -2,365 -4,008 -4,331: -177 146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.2 95.2 96.7 95.5 96.8: 4.5 3.2 Old : 100.0: 0.1 0.0 0.2 95.2 96.7 95.5 96.8: 4.5 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 1 21 17 22 18: Old : 25: 1 0 1 21 17 22 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 63.4 77.0 83.0 56.7 59.3 68.6 75.5 Old : 60.1 63.4 77.0 83.0 56.7 59.3 68.6 75.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 142,941: 1,360 962 1,372 122,377 132,112 125,109 134,446: 17,832 8,495 Old : 142,941: 1,360 962 1,372 122,377 132,112 125,109 134,446: 17,832 8,495 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -5,251: -1,546 -3,161 794 -4,465 -4,394 -5,217 -6,761: -34 1,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.7 1.0 85.6 92.4 87.5 94.1: 12.5 5.9 Old : 100.0: 1.0 0.7 1.0 85.6 92.4 87.5 94.1: 12.5 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 1 2 25 20 27 22: Old : 32: 1 1 2 25 20 27 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.8 70.1 53.8 84.2 31.5 63.2 46.4 75.1 Old : 36.8 70.1 53.8 84.2 31.5 63.2 46.4 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 16,423: 0 248 0 15,257 15,989 15,257 16,237: 1,166 186 Old : 16,423: 0 248 0 15,257 15,989 15,257 16,237: 1,166 186 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,028: -336 -392 0 -4,268 -3,138 -4,604 -3,530: 576 -498 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.5 0.0 92.9 97.4 92.9 98.9: 7.1 1.1 Old : 100.0: 0.0 1.5 0.0 92.9 97.4 92.9 98.9: 7.1 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 0 12 11 12 12: Old : 22: 0 1 0 12 11 12 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.4 73.7 88.0 91.5 77.4 73.3 87.6 89.1 Old : 77.4 73.7 88.0 91.5 77.4 73.3 87.6 89.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 29,090: 682 0 0 26,317 28,346 26,999 28,346: 2,091 744 Old : 29,090: 682 0 0 26,317 28,346 26,999 28,346: 2,091 744 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,862: -94 0 -186 -3,929 -4,470 -4,209 -4,656: -653 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.0 0.0 90.5 97.4 92.8 97.4: 7.2 2.6 Old : 100.0: 2.3 0.0 0.0 90.5 97.4 92.8 97.4: 7.2 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 12 11 13 11: Old : 20: 1 0 0 12 11 13 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.3 74.2 87.0 94.0 73.2 73.8 83.9 91.5 Old : 76.3 74.2 87.0 94.0 73.2 73.8 83.9 91.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 183,616: 10,606 4,215 2,812 162,532 165,838 175,950 172,865: 7,666 10,751 Old : 183,616: 10,606 4,215 2,812 162,532 165,838 175,950 172,865: 7,666 10,751 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -9,042: -1,441 -1,402 221 -10,316 -11,561 -11,536 -12,742: 2,494 3,700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 2.3 1.5 88.5 90.3 95.8 94.1: 4.2 5.9 Old : 100.0: 5.8 2.3 1.5 88.5 90.3 95.8 94.1: 4.2 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 2 3 3 31 26 35 30: Old : 43: 2 3 3 31 26 35 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 61.5 60.8 74.0 42.2 56.8 58.7 68.1 Old : 43.5 61.5 60.8 74.0 42.2 56.8 58.7 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 87,224: 2,444 0 240 75,225 79,437 77,909 79,677: 9,315 7,547 Old : 87,224: 2,444 0 240 75,225 79,437 77,909 79,677: 9,315 7,547 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,391: 1,898 0 -186 -5,891 -3,248 -4,179 -3,434: -212 -957 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.0 0.3 86.2 91.1 89.3 91.3: 10.7 8.7 Old : 100.0: 2.8 0.0 0.3 86.2 91.1 89.3 91.3: 10.7 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 0 1 17 17 19 18: Old : 25: 2 0 1 17 17 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 46.9 70.7 71.7 42.7 45.1 54.2 63.4 Old : 50.0 46.9 70.7 71.7 42.7 45.1 54.2 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 93,424: 0 0 0 85,922 89,392 85,922 89,392: 7,502 4,032 Old : 93,424: 0 0 0 85,922 89,392 85,922 89,392: 7,502 4,032 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -5,546: 0 0 0 -7,179 -5,232 -7,179 -5,232: 1,633 -314 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 92.0 95.7 92.0 95.7: 8.0 4.3 Old : 100.0: 0.0 0.0 0.0 92.0 95.7 92.0 95.7: 8.0 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 20 15 20 15: Old : 26: 0 0 0 20 15 20 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 69.2 71.2 84.6 41.8 66.8 64.1 78.5 Old : 49.0 69.2 71.2 84.6 41.8 66.8 64.1 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MM Btus : : : : All : 124,508: 0 0 0 107,968 110,852 107,968 110,852: 16,540 13,656 Old : 124,508: 0 0 0 107,968 110,852 107,968 110,852: 16,540 13,656 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -7,385: -3,323 0 0 -6,591 -11,940 -9,914 -11,940: 2,529 4,555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 86.7 89.0 86.7 89.0: 13.3 11.0 Old : 100.0: 0.0 0.0 0.0 86.7 89.0 86.7 89.0: 13.3 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 18 13 18 13: Old : 23: 0 0 0 18 13 18 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 69.8 63.3 86.3 43.5 64.6 62.7 79.1 Old : 43.6 69.8 63.3 86.3 43.5 64.6 62.7 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 800 MWh) : : : : All : 117,720: 21,566 11,905 4,285 91,569 101,334 117,420 117,524: 300 196 Old : 117,720: 21,566 11,905 4,285 91,569 101,334 117,420 117,524: 300 196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -7,147: -2,534 -3,563 693 -5,518 -4,301 -7,359 -7,171: 212 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 10.1 3.6 77.8 86.1 99.7 99.8: 0.3 0.2 Old : 100.0: 18.3 10.1 3.6 77.8 86.1 99.7 99.8: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 72: 10 14 11 44 47 62 64: Old : 72: 10 14 11 44 47 62 64: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 33.5 60.4 55.5 35.4 30.2 47.5 45.8 Old : 46.1 33.5 60.4 55.5 35.4 30.2 47.5 45.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 MWh) : : : : All : 43,981: 2,261 634 2,240 39,480 41,107 43,981 43,981: 0 0 Old : 43,981: 2,261 634 2,240 39,480 41,107 43,981 43,981: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -7: -235 -991 1,444 -1,192 -460 17 -7: -24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 1.4 5.1 89.8 93.5 100.0 100.0: 0.0 0.0 Old : 100.0: 5.1 1.4 5.1 89.8 93.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 4 3 3 27 26 32 31: Old : 37: 4 3 3 27 26 32 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 51.3 65.2 75.6 40.3 38.6 51.5 52.9 Old : 44.6 51.3 65.2 75.6 40.3 38.6 51.5 52.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 386,183: 12,989 7,220 3,732 369,462 375,231 386,183 386,183: 0 0 Old : 386,183: 12,989 7,220 3,732 369,462 375,231 386,183 386,183: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -17,648: -1,932 7,212 -5,300 -9,552 -19,560 -16,784 -17,648: -864 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 1.9 1.0 95.7 97.2 100.0 100.0: 0.0 0.0 Old : 100.0: 3.4 1.9 1.0 95.7 97.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 1 1 21 23 25 24: Old : 33: 3 1 1 21 23 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 53.0 80.0 75.2 47.9 42.9 55.5 53.6 Old : 62.3 53.0 80.0 75.2 47.9 42.9 55.5 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 Megawatt Hours) : : : : All : 1,280,150: 27,040 121,404 28,201 1,224,909 1,130,545 1,280,150 1,280,150: 0 0 Old : 1,280,150: 27,040 121,404 28,201 1,224,909 1,130,545 1,280,150 1,280,150: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -67,865: -283 -7,698 -1,102 -66,480 -59,065 -67,865 -67,865: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 9.5 2.2 95.7 88.3 100.0 100.0: 0.0 0.0 Old : 100.0: 2.1 9.5 2.2 95.7 88.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 6 4 3 36 40 44 45: Old : 54: 6 4 3 36 40 44 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 44.9 63.7 65.1 33.3 37.0 47.1 48.8 Old : 39.8 44.9 63.7 65.1 33.3 37.0 47.1 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 Megawatt Hours) : : : : All : 62,710: 1,298 4,072 1,374 60,038 57,264 62,710 62,710: 0 0 Old : 62,710: 1,298 4,072 1,374 60,038 57,264 62,710 62,710: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -2,080: -423 -900 -201 -1,456 -979 -2,080 -2,080: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 6.5 2.2 95.7 91.3 100.0 100.0: 0.0 0.0 Old : 100.0: 2.1 6.5 2.2 95.7 91.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 4 7 7 23 22 31 32: Old : 39: 4 7 7 23 22 31 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.9 77.9 84.6 87.0 69.9 67.9 75.2 74.2 Old : 71.9 77.9 84.6 87.0 69.9 67.9 75.2 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 Megawatt Hours) : : : : All : 291,003: 608 13,338 328 290,067 277,337 291,003 291,003: 0 0 Old : 291,003: 608 13,338 328 290,067 277,337 291,003 291,003: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -12,208: -6,664 1,944 0 -5,544 -14,152 -12,208 -12,208: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 4.6 0.1 99.7 95.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.2 4.6 0.1 99.7 95.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 5 1 15 14 17 19: Old : 27: 1 5 1 15 14 17 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.4 76.3 92.6 89.2 78.8 66.8 82.3 78.3 Old : 79.4 76.3 92.6 89.2 78.8 66.8 82.3 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 285,798: 0 6,168 7,872 277,926 271,758 285,798 285,798: 0 0 Old : 285,798: 0 6,168 7,872 277,926 271,758 285,798 285,798: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -26,704: -1,056 352 -352 -25,296 -26,704 -26,704 -26,704: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 2.8 97.2 95.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 2.2 2.8 97.2 95.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 2 1 21 23 22 25: Old : 31: 0 2 1 21 23 22 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 50.3 75.4 74.3 40.9 46.8 54.4 61.0 Old : 54.2 50.3 75.4 74.3 40.9 46.8 54.4 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 21,453: 172 160 296 20,923 20,014 21,391 20,470: 62 983 Old : 21,453: 172 160 296 20,923 20,014 21,391 20,470: 62 983 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -2,480: -359 -129 256 -2,337 -3,125 -2,440 -2,998: -40 518 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.7 1.4 97.5 93.3 99.7 95.4: 0.3 4.6 Old : 100.0: 0.8 0.7 1.4 97.5 93.3 99.7 95.4: 0.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 2 1 20 20 24 22: Old : 29: 3 2 1 20 20 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 61.0 71.4 79.0 40.3 55.4 55.3 61.6 Old : 49.4 61.0 71.4 79.0 40.3 55.4 55.3 61.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 49,621: 270 1,850 0 49,012 47,531 49,282 49,381: 339 240 Old : 49,621: 270 1,850 0 49,012 47,531 49,282 49,381: 339 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,546: -40 1,800 0 -4,496 -6,326 -4,536 -4,526: -10 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 3.7 0.0 98.8 95.8 99.3 99.5: 0.7 0.5 Old : 100.0: 0.5 3.7 0.0 98.8 95.8 99.3 99.5: 0.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 2 0 26 24 27 26: Old : 34: 1 2 0 26 24 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 55.5 74.0 74.5 54.1 54.0 64.6 69.7 Old : 57.2 55.5 74.0 74.5 54.1 54.0 64.6 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 65,178: 295 1,800 0 64,669 63,173 64,964 64,973: 214 205 Old : 65,178: 295 1,800 0 64,669 63,173 64,964 64,973: 214 205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -8,051: -40 1,600 0 -8,012 -9,621 -8,052 -8,021: 1 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 2.8 0.0 99.2 96.9 99.7 99.7: 0.3 0.3 Old : 100.0: 0.5 2.8 0.0 99.2 96.9 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 1 0 27 26 28 27: Old : 36: 1 1 0 27 26 28 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 58.3 72.1 75.5 52.1 57.1 67.9 72.4 Old : 54.3 58.3 72.1 75.5 52.1 57.1 67.9 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 33,160: 700 550 0 31,943 32,425 32,643 32,975: 517 185 Old : 33,160: 700 550 0 31,943 32,425 32,643 32,975: 517 185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 460: 0 0 0 185 445 185 445: 275 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 1.7 0.0 96.3 97.8 98.4 99.4: 1.6 0.6 Old : 100.0: 2.1 1.7 0.0 96.3 97.8 98.4 99.4: 1.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 1 0 22 18 23 19: Old : 28: 1 1 0 22 18 23 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 73.1 69.9 87.3 43.1 63.1 54.2 67.8 Old : 48.1 73.1 69.9 87.3 43.1 63.1 54.2 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 289,904: 17,576 0 736 269,480 288,464 287,792 289,200: 2,112 704 Old : 289,904: 17,576 0 736 269,480 288,464 287,792 289,200: 2,112 704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -10,072: 0 0 0 -12,184 -10,776 -12,184 -10,776: 2,112 704 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 0.0 0.3 93.0 99.5 99.3 99.8: 0.7 0.2 Old : 100.0: 6.1 0.0 0.3 93.0 99.5 99.3 99.8: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 0 1 21 19 24 20: Old : 32: 3 0 1 21 19 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 72.9 71.0 85.8 46.0 59.9 56.5 68.5 Old : 51.2 72.9 71.0 85.8 46.0 59.9 56.5 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 8,084: 466 777 40 6,983 6,584 7,489 7,401: 595 683 Old : 8,084: 466 777 40 6,983 6,584 7,489 7,401: 595 683 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 307: 0 0 0 247 245 247 245: 60 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 9.6 0.5 86.4 81.4 92.6 91.6: 7.4 8.4 Old : 100.0: 5.8 9.6 0.5 86.4 81.4 92.6 91.6: 7.4 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 2 1 20 19 22 21: Old : 26: 1 2 1 20 19 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 48.7 70.4 70.6 43.3 44.4 64.5 60.7 Old : 46.8 48.7 70.4 70.6 43.3 44.4 64.5 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 38,812: 0 635 0 38,549 38,000 38,549 38,635: 263 177 Old : 38,812: 0 635 0 38,549 38,000 38,549 38,635: 263 177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 1,625: 0 0 0 1,367 1,560 1,367 1,560: 258 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 99.3 97.9 99.3 99.5: 0.7 0.5 Old : 100.0: 0.0 1.6 0.0 99.3 97.9 99.3 99.5: 0.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 2 0 26 23 26 25: Old : 32: 0 2 0 26 23 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 71.8 74.0 84.0 46.1 62.8 61.3 69.1 Old : 47.4 71.8 74.0 84.0 46.1 62.8 61.3 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,449: 1,100 50 0 25,029 26,236 26,129 26,286: 320 163 Old : 26,449: 1,100 50 0 25,029 26,236 26,129 26,286: 320 163 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 300: 0 0 0 190 267 190 267: 110 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.2 0.0 94.6 99.2 98.8 99.4: 1.2 0.6 Old : 100.0: 4.2 0.2 0.0 94.6 99.2 98.8 99.4: 1.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 1 0 23 20 25 21: Old : 29: 2 1 0 23 20 25 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 68.1 73.3 90.6 47.3 59.0 63.3 74.0 Old : 54.8 68.1 73.3 90.6 47.3 59.0 63.3 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 20,394: 1,272 40 442 18,241 19,237 19,955 19,719: 439 675 Old : 20,394: 1,272 40 442 18,241 19,237 19,955 19,719: 439 675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 54: 0 0 0 17 16 17 16: 37 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 0.2 2.2 89.4 94.3 97.8 96.7: 2.2 3.3 Old : 100.0: 6.2 0.2 2.2 89.4 94.3 97.8 96.7: 2.2 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 4 1 3 22 22 26 26: Old : 32: 4 1 3 22 22 26 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 49.4 67.8 74.2 32.4 43.2 49.2 57.2 Old : 43.9 49.4 67.8 74.2 32.4 43.2 49.2 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 54,319: 380 4,135 327 53,593 49,675 54,300 54,137: 19 182 Old : 54,319: 380 4,135 327 53,593 49,675 54,300 54,137: 19 182 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,112: -20 -521 0 -4,099 -3,559 -4,119 -4,080: 7 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 7.6 0.6 98.7 91.5 100.0 99.7: 0.0 0.3 Old : 100.0: 0.7 7.6 0.6 98.7 91.5 100.0 99.7: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 4 2 29 24 33 28: Old : 40: 2 4 2 29 24 33 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 54.5 74.5 79.9 50.3 48.2 70.5 71.2 Old : 50.4 54.5 74.5 79.9 50.3 48.2 70.5 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 74,342: 716 16,580 1,323 72,280 56,370 74,319 74,273: 23 69 Old : 74,342: 716 16,580 1,323 72,280 56,370 74,319 74,273: 23 69 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,771: -57 200 -784 -3,917 -4,236 -4,758 -4,820: -13 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 22.3 1.8 97.2 75.8 100.0 99.9: 0.0 0.1 Old : 100.0: 1.0 22.3 1.8 97.2 75.8 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 4 8 6 33 30 41 40: Old : 51: 4 8 6 33 30 41 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 53.3 64.6 78.2 40.3 51.2 56.2 66.4 Old : 44.6 53.3 64.6 78.2 40.3 51.2 56.2 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 37,725: 735 0 0 36,715 37,485 37,450 37,485: 275 240 Old : 37,725: 735 0 0 36,715 37,485 37,450 37,485: 275 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -5,235: -90 0 0 -5,135 -5,285 -5,225 -5,285: -10 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.0 0.0 97.3 99.4 99.3 99.4: 0.7 0.6 Old : 100.0: 1.9 0.0 0.0 97.3 99.4 99.3 99.4: 0.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 0 21 10 22 10: Old : 24: 1 0 0 21 10 22 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 96.4 75.0 99.1 52.5 93.0 71.7 93.0 Old : 52.5 96.4 75.0 99.1 52.5 93.0 71.7 93.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 46,030: 1,310 2,400 0 44,505 43,630 45,815 46,030: 215 0 Old : 46,030: 1,310 2,400 0 44,505 43,630 45,815 46,030: 215 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -5,685: -125 0 0 -5,550 -5,685 -5,675 -5,685: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 5.2 0.0 96.7 94.8 99.5 100.0: 0.5 0.0 Old : 100.0: 2.8 5.2 0.0 96.7 94.8 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 0 23 14 24 15: Old : 27: 1 1 0 23 14 24 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 91.0 73.2 98.4 45.2 87.0 70.4 92.3 Old : 46.3 91.0 73.2 98.4 45.2 87.0 70.4 92.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 267,600: 43,707 450 2,301 221,592 264,849 267,600 267,600: 0 0 Old : 267,600: 43,707 450 2,301 221,592 264,849 267,600 267,600: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -22,463: -806 0 0 -21,657 -22,463 -22,463 -22,463: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 0.2 0.9 82.8 99.0 100.0 100.0: 0.0 0.0 Old : 100.0: 16.3 0.2 0.9 82.8 99.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 1 3 24 27 27 30: Old : 35: 2 1 3 24 27 27 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 48.6 76.2 69.6 54.9 46.6 68.7 62.1 Old : 58.3 48.6 76.2 69.6 54.9 46.6 68.7 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 23,829: 6,054 998 1,067 15,920 21,488 23,041 23,553: 788 276 Old : 23,829: 6,054 998 1,067 15,920 21,488 23,041 23,553: 788 276 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,825: -88 -136 -236 -1,455 -1,416 -1,779 -1,788: -46 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 4.2 4.5 66.8 90.2 96.7 98.8: 3.3 1.2 Old : 100.0: 25.4 4.2 4.5 66.8 90.2 96.7 98.8: 3.3 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 3 4 4 23 30 28 36: Old : 39: 3 4 4 23 30 28 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 45.7 75.5 59.9 55.4 42.5 67.5 54.0 Old : 58.6 45.7 75.5 59.9 55.4 42.5 67.5 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 36,045: 629 268 130 35,286 35,647 36,045 36,045: 0 0 Old : 36,045: 629 268 130 35,286 35,647 36,045 36,045: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -2,088: -334 -22 -51 -1,703 -2,015 -2,088 -2,088: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.7 0.4 97.9 98.9 100.0 100.0: 0.0 0.0 Old : 100.0: 1.7 0.7 0.4 97.9 98.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 2 2 16 17 21 20: Old : 29: 4 2 2 16 17 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.6 84.2 93.8 94.8 72.4 78.1 85.3 85.4 Old : 75.6 84.2 93.8 94.8 72.4 78.1 85.3 85.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 294,644: 4,680 15,692 3,108 286,856 275,844 294,644 294,644: 0 0 Old : 294,644: 4,680 15,692 3,108 286,856 275,844 294,644 294,644: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -15,720: 0 0 0 -15,720 -15,720 -15,720 -15,720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 5.3 1.1 97.4 93.6 100.0 100.0: 0.0 0.0 Old : 100.0: 1.6 5.3 1.1 97.4 93.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 1 17 17 19 18: Old : 25: 1 1 1 17 17 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.7 69.0 89.6 88.2 68.5 53.5 74.7 69.7 Old : 73.7 69.0 89.6 88.2 68.5 53.5 74.7 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 18,383: 945 606 1,102 15,548 15,737 17,595 17,445: 788 938 Old : 18,383: 945 606 1,102 15,548 15,737 17,595 17,445: 788 938 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -811: 215 -40 0 -986 -691 -771 -731: -40 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 3.3 6.0 84.6 85.6 95.7 94.9: 4.3 5.1 Old : 100.0: 5.1 3.3 6.0 84.6 85.6 95.7 94.9: 4.3 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 2 16 15 19 17: Old : 23: 2 1 2 16 15 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 63.7 80.4 81.6 53.6 52.2 62.7 59.9 Old : 61.8 63.7 80.4 81.6 53.6 52.2 62.7 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 12,584: 192 714 170 11,921 10,935 12,283 11,819: 301 765 Old : 12,584: 192 714 170 11,921 10,935 12,283 11,819: 301 765 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,261: -94 -510 0 -1,130 -1,221 -1,224 -1,731: -37 470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 5.7 1.4 94.7 86.9 97.6 93.9: 2.4 6.1 Old : 100.0: 1.5 5.7 1.4 94.7 86.9 97.6 93.9: 2.4 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 3 2 17 20 20 24: Old : 28: 2 3 2 17 20 20 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 42.4 79.8 65.1 39.7 28.4 52.1 46.7 Old : 61.3 42.4 79.8 65.1 39.7 28.4 52.1 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 146,780: 0 6,280 0 146,780 140,500 146,780 146,780: 0 0 Old : 146,780: 0 6,280 0 146,780 140,500 146,780 146,780: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -7,974: 0 -1,760 0 -7,974 -6,214 -7,974 -7,974: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 18 16 18 17: Old : 26: 0 1 0 18 16 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 58.9 84.0 84.7 57.5 53.7 74.2 73.0 Old : 65.6 58.9 84.0 84.7 57.5 53.7 74.2 73.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 20,047: 161 616 1,562 18,324 17,869 20,047 20,047: 0 0 Old : 20,047: 161 616 1,562 18,324 17,869 20,047 20,047: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,626: -288 -83 -298 -920 -1,245 -1,506 -1,626: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 3.1 7.8 91.4 89.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.8 3.1 7.8 91.4 89.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 2 2 19 13 21 16: Old : 24: 1 2 2 19 13 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 63.3 81.1 87.6 50.0 50.1 63.7 62.9 Old : 56.3 63.3 81.1 87.6 50.0 50.1 63.7 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 186,472: 0 3,232 0 186,472 183,240 186,472 186,472: 0 0 Old : 186,472: 0 3,232 0 186,472 183,240 186,472 186,472: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 14 14 14 15: Old : 20: 0 1 0 14 14 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.6 78.7 93.4 93.2 67.2 61.6 73.4 71.9 Old : 79.6 78.7 93.4 93.2 67.2 61.6 73.4 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,130: 700 0 345 17,315 18,785 18,360 19,130: 770 0 Old : 19,130: 700 0 345 17,315 18,785 18,360 19,130: 770 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,500: 200 0 -200 -1,900 -1,300 -1,900 -1,500: 400 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 0.0 1.8 90.5 98.2 96.0 100.0: 4.0 0.0 Old : 100.0: 3.7 0.0 1.8 90.5 98.2 96.0 100.0: 4.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 0 3 19 14 22 17: Old : 26: 3 0 3 19 14 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.7 86.8 84.4 96.3 57.6 71.6 64.6 74.6 Old : 73.7 86.8 84.4 96.3 57.6 71.6 64.6 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,380: 550 0 500 18,030 18,880 19,080 19,380: 300 0 Old : 19,380: 550 0 500 18,030 18,880 19,080 19,380: 300 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,495: 25 -35 -50 -1,450 -1,410 -1,475 -1,495: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.0 2.6 93.0 97.4 98.5 100.0: 1.5 0.0 Old : 100.0: 2.8 0.0 2.6 93.0 97.4 98.5 100.0: 1.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 0 3 22 15 25 18: Old : 30: 3 0 3 22 15 25 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.1 85.6 83.9 94.9 56.6 71.6 64.7 74.9 Old : 72.1 85.6 83.9 94.9 56.6 71.6 64.7 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 12,360: 180 0 0 11,880 12,360 12,060 12,360: 300 0 Old : 12,360: 180 0 0 11,880 12,360 12,060 12,360: 300 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -520: 0 0 0 -480 -520 -480 -520: -40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.0 96.1 100.0 97.6 100.0: 2.4 0.0 Old : 100.0: 1.5 0.0 0.0 96.1 100.0 97.6 100.0: 2.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 11 12 12 12: Old : 22: 1 0 0 11 12 12 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 77.9 92.3 91.4 65.7 77.9 85.7 89.0 Old : 72.3 77.9 92.3 91.4 65.7 77.9 85.7 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 32,840: 0 75 0 32,557 32,735 32,557 32,810: 283 30 Old : 32,840: 0 75 0 32,557 32,735 32,557 32,810: 283 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,335: -50 -55 -25 -1,237 -1,285 -1,312 -1,365: -23 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.0 99.1 99.7 99.1 99.9: 0.9 0.1 Old : 100.0: 0.0 0.2 0.0 99.1 99.7 99.1 99.9: 0.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 16 15 16 16: Old : 23: 0 1 0 16 15 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.8 79.9 92.1 96.3 75.9 75.0 82.8 83.3 Old : 81.8 79.9 92.1 96.3 75.9 75.0 82.8 83.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 30,680: 70 75 15 30,325 30,590 30,410 30,680: 270 0 Old : 30,680: 70 75 15 30,325 30,590 30,410 30,680: 270 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -798: -50 -50 0 -730 -748 -780 -798: -18 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.2 0.0 98.8 99.7 99.1 100.0: 0.9 0.0 Old : 100.0: 0.2 0.2 0.0 98.8 99.7 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 1 16 14 17 16: Old : 23: 1 1 1 16 14 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.0 81.2 93.2 96.7 72.7 70.4 79.6 81.1 Old : 81.0 81.2 93.2 96.7 72.7 70.4 79.6 81.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,790: 0 550 0 15,310 15,180 15,310 15,730: 480 60 Old : 15,790: 0 550 0 15,310 15,180 15,310 15,730: 480 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -2,845: -200 -25 0 -2,780 -2,820 -2,980 -2,845: 135 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.5 0.0 97.0 96.1 97.0 99.6: 3.0 0.4 Old : 100.0: 0.0 3.5 0.0 97.0 96.1 97.0 99.6: 3.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 13 14 13 15: Old : 21: 0 1 0 13 14 13 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 76.6 90.4 92.3 63.5 74.9 82.1 83.9 Old : 66.2 76.6 90.4 92.3 63.5 74.9 82.1 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,528: 0 250 75 19,348 19,188 19,423 19,513: 105 15 Old : 19,528: 0 250 75 19,348 19,188 19,423 19,513: 105 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -542: 0 -50 0 -607 -492 -607 -542: 65 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.4 99.1 98.3 99.5 99.9: 0.5 0.1 Old : 100.0: 0.0 1.3 0.4 99.1 98.3 99.5 99.9: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 2 1 11 16 12 18: Old : 23: 0 2 1 11 16 12 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.1 66.1 95.9 89.0 77.3 65.2 87.8 83.0 Old : 81.1 66.1 95.9 89.0 77.3 65.2 87.8 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,647: 100 150 25 20,388 20,457 20,513 20,632: 134 15 Old : 20,647: 100 150 25 20,388 20,457 20,513 20,632: 134 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -484: -25 -50 0 -518 -434 -543 -484: 59 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.7 0.1 98.7 99.1 99.4 99.9: 0.6 0.1 Old : 100.0: 0.5 0.7 0.1 98.7 99.1 99.4 99.9: 0.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 1 12 15 13 17: Old : 22: 1 1 1 12 15 13 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.9 79.1 92.3 95.5 65.0 61.0 78.0 77.4 Old : 74.9 79.1 92.3 95.5 65.0 61.0 78.0 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 108,184: 345 2,817 570 107,084 104,757 107,999 108,144: 185 40 Old : 108,184: 345 2,817 570 107,084 104,757 107,999 108,144: 185 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -6,993: -75 -235 -160 -6,913 -6,638 -7,148 -7,033: 155 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 2.6 0.5 99.0 96.8 99.8 100.0: 0.2 0.0 Old : 100.0: 0.3 2.6 0.5 99.0 96.8 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 2 8 5 35 33 41 42: Old : 50: 2 8 5 35 33 41 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 60.8 69.0 86.3 43.6 55.4 60.0 69.2 Old : 44.0 60.8 69.0 86.3 43.6 55.4 60.0 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 126,997: 470 6,947 715 125,722 119,330 126,907 126,992: 90 5 Old : 126,997: 470 6,947 715 125,722 119,330 126,907 126,992: 90 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -8,586: -230 -1,318 -10 -8,341 -7,238 -8,581 -8,566: -5 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 5.5 0.6 99.0 94.0 99.9 100.0: 0.1 0.0 Old : 100.0: 0.4 5.5 0.6 99.0 94.0 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 1 7 5 38 34 43 42: Old : 50: 1 7 5 38 34 43 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 58.9 63.6 81.8 42.0 52.4 58.3 69.0 Old : 42.2 58.9 63.6 81.8 42.0 52.4 58.3 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 190,830: 8,183 24,126 12,793 169,757 153,873 190,733 190,792: 97 38 Old : 190,830: 8,183 24,126 12,793 169,757 153,873 190,733 190,792: 97 38 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 340: -1,397 -7,685 5,771 -4,074 2,268 300 354: 40 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 12.6 6.7 89.0 80.6 99.9 100.0: 0.1 0.0 Old : 100.0: 4.3 12.6 6.7 89.0 80.6 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 71: 7 14 10 41 42 55 59: Old : 71: 7 14 10 41 42 55 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 56.6 55.5 70.9 31.5 50.5 47.5 58.0 Old : 35.1 56.6 55.5 70.9 31.5 50.5 47.5 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 121,938: 415 8,998 2,330 119,136 110,570 121,881 121,898: 57 40 Old : 121,938: 415 8,998 2,330 119,136 110,570 121,881 121,898: 57 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -3,712: -60 -162 -250 -3,392 -3,340 -3,702 -3,752: -10 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 7.4 1.9 97.7 90.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.3 7.4 1.9 97.7 90.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 1 7 2 37 33 39 41: Old : 48: 1 7 2 37 33 39 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.9 66.1 61.0 81.0 37.8 57.1 55.1 66.7 Old : 37.9 66.1 61.0 81.0 37.8 57.1 55.1 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 48,255: 1,065 75 30 47,040 48,125 48,135 48,230: 120 25 Old : 48,255: 1,065 75 30 47,040 48,125 48,135 48,230: 120 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,850: -360 -100 5 -1,490 -1,755 -1,845 -1,850: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.2 0.1 97.5 99.7 99.8 99.9: 0.2 0.1 Old : 100.0: 2.2 0.2 0.1 97.5 99.7 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 1 1 24 12 26 14: Old : 29: 2 1 1 24 12 26 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 94.0 81.7 98.4 59.5 87.3 76.6 89.9 Old : 61.1 94.0 81.7 98.4 59.5 87.3 76.6 89.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 44,925: 645 150 0 44,185 44,705 44,830 44,855: 95 70 Old : 44,925: 645 150 0 44,185 44,705 44,830 44,855: 95 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,515: -100 -150 -25 -1,415 -1,365 -1,540 -1,540: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.3 0.0 98.4 99.5 99.8 99.8: 0.2 0.2 Old : 100.0: 1.4 0.3 0.0 98.4 99.5 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 2 0 23 11 24 13: Old : 29: 1 2 0 23 11 24 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 94.8 82.4 98.9 60.6 85.9 76.5 89.0 Old : 63.1 94.8 82.4 98.9 60.6 85.9 76.5 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 mwh : : : : All : 30,032: 950 0 250 28,667 29,722 29,867 29,972: 165 60 Old : 30,032: 950 0 250 28,667 29,722 29,867 29,972: 165 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 685: -50 -100 0 752 785 702 685: -17 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.0 0.8 95.5 99.0 99.5 99.8: 0.5 0.2 Old : 100.0: 3.2 0.0 0.8 95.5 99.0 99.5 99.8: 0.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 0 1 26 25 27 26: Old : 32: 1 0 1 26 25 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 50.9 69.2 78.6 39.6 44.0 58.1 69.3 Old : 46.5 50.9 69.2 78.6 39.6 44.0 58.1 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 Mwh : : : : All : 22,053: 2,200 0 0 19,853 21,843 22,053 21,843: 0 210 Old : 22,053: 2,200 0 0 19,853 21,843 22,053 21,843: 0 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 200: 0 0 0 200 50 200 50: 0 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 0.0 0.0 90.0 99.0 100.0 99.0: 0.0 1.0 Old : 100.0: 10.0 0.0 0.0 90.0 99.0 100.0 99.0: 0.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 0 0 20 19 22 19: Old : 27: 2 0 0 20 19 22 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 55.2 66.0 83.7 36.7 50.0 54.0 69.8 Old : 42.9 55.2 66.0 83.7 36.7 50.0 54.0 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,880: 1,464 2,100 0 24,694 24,504 26,158 26,604: 722 276 Old : 26,880: 1,464 2,100 0 24,694 24,504 26,158 26,604: 722 276 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 44: -348 -100 -12 11 -115 -349 -227: 393 271 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 7.8 0.0 91.9 91.2 97.3 99.0: 2.7 1.0 Old : 100.0: 5.4 7.8 0.0 91.9 91.2 97.3 99.0: 2.7 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 2 0 18 18 20 20: Old : 30: 2 2 0 18 18 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 50.8 78.6 74.6 48.4 49.7 68.7 68.3 Old : 50.2 50.8 78.6 74.6 48.4 49.7 68.7 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,765: 1,152 0 7 15,946 17,463 17,105 17,470: 660 295 Old : 17,765: 1,152 0 7 15,946 17,463 17,105 17,470: 660 295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,201: 131 -50 -161 -1,186 -957 -1,216 -1,168: 15 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 0.0 0.0 89.8 98.3 96.3 98.3: 3.7 1.7 Old : 100.0: 6.5 0.0 0.0 89.8 98.3 96.3 98.3: 3.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 0 1 17 17 19 18: Old : 26: 2 0 1 17 17 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 52.4 70.9 77.4 45.7 51.6 63.4 70.4 Old : 50.9 52.4 70.9 77.4 45.7 51.6 63.4 70.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 32,425: 1,532 4,057 455 30,239 27,841 32,226 32,353: 199 72 Old : 32,425: 1,532 4,057 455 30,239 27,841 32,226 32,353: 199 72 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -3,519: -586 -941 -65 -2,904 -2,585 -3,555 -3,591: 36 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 12.5 1.4 93.3 85.9 99.4 99.8: 0.6 0.2 Old : 100.0: 4.7 12.5 1.4 93.3 85.9 99.4 99.8: 0.6 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 4 2 2 29 23 33 27: Old : 38: 4 2 2 29 23 33 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 51.7 72.4 77.5 53.3 49.9 65.8 74.7 Old : 57.0 51.7 72.4 77.5 53.3 49.9 65.8 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,776: 45 0 5 19,481 19,656 19,531 19,661: 245 115 Old : 19,776: 45 0 5 19,481 19,656 19,531 19,661: 245 115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -839: -84 0 -10 -810 -944 -904 -954: 65 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 98.5 99.4 98.8 99.4: 1.2 0.6 Old : 100.0: 0.2 0.0 0.0 98.5 99.4 98.8 99.4: 1.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 0 1 22 18 23 19: Old : 30: 1 0 1 22 18 23 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 59.4 74.9 81.7 52.6 57.5 69.5 77.7 Old : 55.3 59.4 74.9 81.7 52.6 57.5 69.5 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,090: 0 1,430 85 20,484 19,575 20,569 21,090: 521 0 Old : 21,090: 0 1,430 85 20,484 19,575 20,569 21,090: 521 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,797: 0 -243 0 -2,152 -1,554 -2,152 -1,797: 355 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.8 0.4 97.1 92.8 97.5 100.0: 2.5 0.0 Old : 100.0: 0.0 6.8 0.4 97.1 92.8 97.5 100.0: 2.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 3 1 21 16 22 19: Old : 28: 0 3 1 21 16 22 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 67.4 82.7 83.8 52.1 65.0 77.4 79.5 Old : 57.4 67.4 82.7 83.8 52.1 65.0 77.4 79.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 34,496: 0 450 0 34,196 33,676 34,196 34,126: 300 370 Old : 34,496: 0 450 0 34,196 33,676 34,196 34,126: 300 370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 69: -84 -125 0 145 -106 61 -231: 8 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.0 99.1 97.6 99.1 98.9: 0.9 1.1 Old : 100.0: 0.0 1.3 0.0 99.1 97.6 99.1 98.9: 0.9 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 1 0 27 22 27 23: Old : 30: 0 1 0 27 22 27 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 54.7 63.3 79.7 37.7 49.6 60.0 69.6 Old : 38.7 54.7 63.3 79.7 37.7 49.6 60.0 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 18,356: 505 0 8 17,404 17,984 17,917 17,992: 439 364 Old : 18,356: 505 0 8 17,404 17,984 17,917 17,992: 439 364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -806: 13 0 -13 -934 -912 -934 -925: 128 119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.0 0.0 94.8 98.0 97.6 98.0: 2.4 2.0 Old : 100.0: 2.8 0.0 0.0 94.8 98.0 97.6 98.0: 2.4 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 1 20 16 21 17: Old : 22: 1 0 1 20 16 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 77.8 71.2 92.1 37.1 65.0 51.5 66.1 Old : 45.9 77.8 71.2 92.1 37.1 65.0 51.5 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Commitments of Traders - Futures Only, March 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 13,275: 665 0 0 11,880 13,230 12,545 13,230: 730 45 Old : 13,275: 665 0 0 11,880 13,230 12,545 13,230: 730 45 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -682: 25 0 0 -1,377 -727 -1,352 -727: 670 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 0.0 0.0 89.5 99.7 94.5 99.7: 5.5 0.3 Old : 100.0: 5.0 0.0 0.0 89.5 99.7 94.5 99.7: 5.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 19 15 20 15: Old : 21: 1 0 0 19 15 20 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 64.7 72.3 87.7 28.6 41.4 39.6 49.9 Old : 51.0 64.7 72.3 87.7 28.6 41.4 39.6 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2017