CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 10,409 COMMITMENTS 2,065 979 135 8,202 9,289 10,402 10,403 7 6 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 250) 0 0 100 150 150 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 9.4 1.3 78.8 89.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 4 3 7 9 16 15 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,260 COMMITMENTS 17,710 11,110 600 15,950 22,550 34,260 34,260 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,050) -50 -300 0 1,100 1,350 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 32.4 1.8 46.6 65.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 7 3 8 5 15 13 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 31,410 COMMITMENTS 8,535 18,896 320 22,535 12,194 31,390 31,410 20 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -99) 1,751 551 300 -2,150 -950 -99 -99 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 60.2 1.0 71.7 38.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 10 3 10 4 17 14 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,467 COMMITMENTS 6,880 875 709 17,871 23,868 25,460 25,452 7 15 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 3,626) 1,145 -15 265 2,215 3,361 3,625 3,611 1 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 3.4 2.8 70.2 93.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 10 6 3 9 11 21 18 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 37,719 COMMITMENTS 8,154 1,720 10 29,555 35,989 37,719 37,719 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -345) -5 25 5 -345 -375 -345 -345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 4.6 0.0 78.4 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 1 1 11 9 16 11 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,640 COMMITMENTS 5,113 16,498 737 19,780 8,405 25,630 25,640 10 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,962) 400 1,350 62 1,500 550 1,962 1,962 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 64.3 2.9 77.1 32.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 8 3 8 5 15 14 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 15,057 COMMITMENTS 5,457 2,972 0 9,600 12,085 15,057 15,057 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -600) -300 -100 0 -300 -500 -600 -600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 19.7 0.0 63.8 80.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 0 6 4 12 9 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,220 COMMITMENTS 7,450 5,965 200 7,550 9,055 15,200 15,220 20 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -50) -100 -200 0 50 150 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 39.2 1.3 49.6 59.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 1 8 8 15 11 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 22,216 COMMITMENTS 7,960 6,850 1,150 13,106 14,216 22,216 22,216 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 0) -100 0 0 100 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 30.8 5.2 59.0 64.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 3 9 5 16 11 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,470 COMMITMENTS 8,670 7,150 100 6,700 8,220 15,470 15,470 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 46.2 0.6 43.3 53.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 1 8 3 14 7 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,221,662 COMMITMENTS 1075464 32,351 667,263 3438264 4508319 5180991 5207933 40,671 13,729 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 19,741) 57,782 -14,493 338 -33,822 38,662 24,298 24,507 -4,557 -4,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 0.6 12.8 65.8 86.3 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 53 17 58 139 130 205 193 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 245,739 COMMITMENTS 85,098 86,215 24,798 133,789 134,198 243,685 245,211 2,054 528 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 17,337) 6,541 4,815 1,704 9,092 10,774 17,337 17,293 0 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 35.1 10.1 54.4 54.6 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 17 18 30 29 51 54 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,692 COMMITMENTS 1,605 932 328 155,637 172,878 157,570 174,138 22,122 5,554 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 5,067) 873 -81 -3 4,781 5,689 5,651 5,605 -584 -538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.2 86.6 96.2 87.7 96.9 12.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 31 25 34 28 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,947 COMMITMENTS 1,222 0 0 102,157 103,261 103,379 103,261 3,568 3,686 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,899) 817 0 -35 1,493 1,861 2,275 1,826 -376 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 95.5 96.6 96.7 96.6 3.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 28 29 29 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,937 COMMITMENTS 883 0 1,326 118,495 122,975 120,704 124,301 16,233 12,636 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,540) -100 -450 -256 1,977 -1,466 1,621 -2,172 -81 3,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 1.0 86.5 89.8 88.1 90.8 11.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 0 2 27 26 30 28 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 929,323 COMMITMENTS 0 529 3,833 910,690 921,414 914,523 925,776 14,800 3,547 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 29,027) 0 -183 344 27,682 30,761 28,026 30,922 1,001 -1,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.4 98.0 99.1 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 0 4 4 52 39 56 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 387,033 COMMITMENTS 6,346 1,220 492 373,918 377,760 380,756 379,472 6,277 7,561 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 18,752) 1,197 -421 -1,067 17,851 18,171 17,981 16,683 771 2,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.3 0.1 96.6 97.6 98.4 98.0 1.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 1 2 35 46 38 49 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,913 COMMITMENTS 1,718 0 1,091 279,814 287,376 282,623 288,467 8,290 2,446 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 10,811) -145 0 -606 13,712 12,359 12,961 11,753 -2,150 -942 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.4 96.2 98.8 97.2 99.2 2.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 0 2 39 45 41 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,752 COMMITMENTS 816 392 1,631 110,356 108,516 112,803 110,539 7,949 10,213 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 3,374) 606 196 -181 1,589 3,952 2,014 3,967 1,360 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.3 1.4 91.4 89.9 93.4 91.5 6.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 2 23 23 26 26 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,624 COMMITMENTS 2,286 3,965 1,435 87,865 85,583 91,586 90,983 5,038 5,641 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 363) -275 -585 171 409 930 305 516 58 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 4.1 1.5 90.9 88.6 94.8 94.2 5.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 1 21 23 23 25 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,597 COMMITMENTS 217 296 372 25,349 26,609 25,938 27,277 1,659 320 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.1 1.3 91.9 96.4 94.0 98.8 6.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 12 13 14 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,285 COMMITMENTS 1,049 1,611 279 88,221 91,584 89,549 93,474 8,736 4,811 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,219) 479 303 -361 878 1,418 996 1,360 223 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.6 0.3 89.8 93.2 91.1 95.1 8.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 17 18 18 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 161,771 COMMITMENTS 0 0 0 154,279 160,290 154,279 160,290 7,492 1,481 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 2,613) 0 0 0 2,183 2,822 2,183 2,822 430 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.4 99.1 95.4 99.1 4.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 27 27 27 27 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 454,032 COMMITMENTS 17,473 9,011 1,956 425,845 434,459 445,274 445,426 8,758 8,606 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 12,617) 2,304 1,949 1,385 9,514 9,699 13,203 13,033 -586 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.0 0.4 93.8 95.7 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 5 3 2 56 49 62 53 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,622 COMMITMENTS 0 2,215 1,105 81,290 78,245 82,395 81,565 5,227 6,057 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 2,727) -39 1,037 -360 3,182 2,420 2,783 3,097 -56 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 1.3 92.8 89.3 94.0 93.1 6.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 21 16 22 19 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,885 COMMITMENTS 368 0 1,094 73,946 70,994 75,408 72,088 1,477 4,797 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 3,085) 368 -154 -902 3,646 5,987 3,112 4,931 -27 -1,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 1.4 96.2 92.3 98.1 93.8 1.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 17 18 19 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,432 COMMITMENTS 15,030 0 0 72,839 85,056 87,869 85,056 1,563 4,376 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 5,908) 7,504 0 0 -1,764 5,208 5,740 5,208 168 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 0.0 0.0 81.4 95.1 98.3 95.1 1.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 0 0 13 26 18 26 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,171 COMMITMENTS 35,375 8,441 2,800 58,301 84,618 96,476 95,859 695 1,312 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 6,944) 4,760 -2,688 2,800 -809 6,636 6,751 6,748 193 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 8.7 2.9 60.0 87.1 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 5 1 25 35 35 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,527 COMMITMENTS 0 0 0 51,062 49,223 51,062 49,223 465 2,304 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 6,342) 0 0 0 6,578 6,590 6,578 6,590 -236 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 95.5 99.1 95.5 0.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 21 17 21 17 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 264,394 COMMITMENTS 617 0 658 258,290 254,481 259,565 255,139 4,829 9,255 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 13,071) -214 0 31 13,375 14,598 13,192 14,629 -121 -1,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.2 97.7 96.3 98.2 96.5 1.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 1 36 33 37 34 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,363 COMMITMENTS 104 0 421 63,674 66,927 64,199 67,348 10,164 7,015 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 442) -669 -143 165 -1,701 -1,614 -2,205 -1,592 2,647 2,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.6 85.6 90.0 86.3 90.6 13.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 14 15 15 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 92,496 COMMITMENTS 0 4,935 400 88,656 84,289 89,056 89,624 3,440 2,872 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 5,357) 0 1,971 49 5,550 5,595 5,599 7,615 -242 -2,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.3 0.4 95.8 91.1 96.3 96.9 3.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 2 25 24 27 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 138,016 COMMITMENTS 4,767 389 354 124,180 131,952 129,301 132,695 8,715 5,321 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 5,373) 1,277 -199 -127 4,208 5,426 5,358 5,100 15 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.3 0.3 90.0 95.6 93.7 96.1 6.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 2 19 16 22 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,468 COMMITMENTS 588 0 0 87,515 96,396 88,103 96,396 12,365 4,072 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,688) 588 0 0 -994 97 -406 97 2,094 1,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 87.1 95.9 87.7 95.9 12.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 18 17 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,537 COMMITMENTS 581 835 56 106,936 111,142 107,573 112,033 5,964 1,504 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 6,149) 28 -1 56 6,040 6,211 6,124 6,266 25 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 0.0 94.2 97.9 94.7 98.7 5.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 20 19 22 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 140,219 COMMITMENTS 0 2,272 2,116 123,441 125,961 125,557 130,349 14,662 9,870 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 6,293) -474 1,560 860 9,798 3,970 10,184 6,390 -3,891 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 1.5 88.0 89.8 89.5 93.0 10.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 2 27 20 29 22 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,797 COMMITMENTS 1,358 0 0 12,131 14,735 13,489 14,735 2,308 1,062 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 168) 56 0 0 252 18 308 18 -140 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 0.0 76.8 93.3 85.4 93.3 14.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 11 12 14 12 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,305 COMMITMENTS 0 0 0 18,300 17,974 18,300 17,974 1,005 1,331 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,330) 0 0 0 1,218 1,218 1,218 1,218 112 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.8 93.1 94.8 93.1 5.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 10 16 10 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 179,208 COMMITMENTS 8,493 4,854 1,488 159,339 164,316 169,320 170,658 9,888 8,550 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,847) 186 1,120 -283 5,800 3,259 5,703 4,096 -856 751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.7 0.8 88.9 91.7 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 3 3 38 32 41 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 88,538 COMMITMENTS 0 0 0 79,623 80,383 79,623 80,383 8,915 8,155 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 3,508) 0 0 0 2,890 3,776 2,890 3,776 618 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.9 90.8 89.9 90.8 10.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 19 23 19 23 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 96,749 COMMITMENTS 0 0 0 92,693 94,758 92,693 94,758 4,056 1,991 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,281) 0 0 0 1,997 3,015 1,997 3,015 -716 -1,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 97.9 95.8 97.9 4.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 26 21 26 21 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 59,518 COMMITMENTS 0 0 0 53,777 50,466 53,777 50,466 5,741 9,052 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.4 84.8 90.4 84.8 9.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 15 17 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 129,855 COMMITMENTS 4,214 0 0 112,109 123,960 116,323 123,960 13,532 5,895 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 3,335) 0 0 0 9,817 3,514 9,817 3,514 -6,482 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 86.3 95.5 89.6 95.5 10.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 21 17 23 17 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 61,172 COMMITMENTS 2,568 0 0 54,713 58,837 57,281 58,837 3,891 2,335 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.0 89.4 96.2 93.6 96.2 6.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 12 17 12 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 124,666 COMMITMENTS 25,292 15,228 4,181 94,789 104,982 124,262 124,391 404 275 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 900) -754 1,044 -559 2,246 507 933 992 -33 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 12.2 3.4 76.0 84.2 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 11 14 15 47 46 67 66 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,567 COMMITMENTS 1,976 288 862 39,729 41,417 42,567 42,567 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 127) -1,210 26 484 853 -383 127 127 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.7 2.0 93.3 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 2 4 26 25 32 30 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 401,846 COMMITMENTS 24,639 632 1,360 375,847 399,854 401,846 401,846 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 12,716) 11,952 -1,488 176 588 14,028 12,716 12,716 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.2 0.3 93.5 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 1 23 23 27 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,453,441 COMMITMENTS 31,336 99,895 60,125 1361980 1293421 1453441 1453441 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 12,841) -1,553 -10,913 10,561 3,833 13,193 12,841 12,841 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 6.9 4.1 93.7 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 5 3 39 43 48 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,531 COMMITMENTS 538 4,522 1,263 57,730 53,746 59,531 59,531 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 2,470) 116 846 328 2,026 1,296 2,470 2,470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 7.6 2.1 97.0 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 6 8 24 21 33 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 302,759 COMMITMENTS 5,712 8,296 0 297,047 294,463 302,759 302,759 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,424) 3,808 4,432 0 616 -8 4,424 4,424 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.7 0.0 98.1 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 0 15 15 17 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 332,953 COMMITMENTS 3,912 728 8,632 320,409 323,593 332,953 332,953 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -5,117) -352 0 0 -4,765 -5,117 -5,117 -5,117 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 2.6 96.2 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 1 24 27 27 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,537 COMMITMENTS 712 344 23 23,657 23,918 24,392 24,285 145 252 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -198) -3 0 23 -198 -178 -178 -155 -20 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.4 0.1 96.4 97.5 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 1 21 25 25 29 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,600 COMMITMENTS 350 0 0 58,898 59,432 59,248 59,432 352 168 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 360) 0 0 0 360 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 98.8 99.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 26 27 27 27 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 7,100 COMMITMENTS 0 1,200 0 7,050 5,900 7,050 7,100 50 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -4,550) -250 -450 -50 -4,200 -4,050 -4,500 -4,550 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.9 0.0 99.3 83.1 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 0 8 13 8 17 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 78,140 COMMITMENTS 360 0 0 77,543 78,017 77,903 78,017 237 123 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 445) 0 0 0 445 445 445 445 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 99.2 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 27 28 28 28 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,185 COMMITMENTS 700 600 0 31,081 31,385 31,781 31,985 404 200 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,325) 0 0 0 1,540 1,325 1,540 1,325 -215 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.9 0.0 96.6 97.5 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 16 22 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 320,904 COMMITMENTS 15,624 0 736 304,544 320,168 320,904 320,904 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 408) 352 0 0 56 408 408 408 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.2 94.9 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 20 19 23 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,155 COMMITMENTS 508 864 82 6,012 5,823 6,602 6,769 553 386 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 237) 0 43 0 237 151 237 194 0 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 12.1 1.1 84.0 81.4 92.3 94.6 7.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 19 16 21 18 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,945 COMMITMENTS 830 0 325 13,310 14,560 14,465 14,885 480 60 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 480) 0 0 0 480 480 480 480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 2.2 89.1 97.4 96.8 99.6 3.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 9 15 12 17 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,201 COMMITMENTS 50 760 0 37,151 36,321 37,201 37,081 0 120 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 770) 50 10 0 1,045 760 1,095 770 -325 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.0 0.0 99.9 97.6 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 0 24 24 25 26 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,441 COMMITMENTS 1,175 100 0 25,056 26,201 26,231 26,301 210 140 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 305) 0 0 0 305 295 305 295 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.4 0.0 94.8 99.1 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 22 20 24 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,569 COMMITMENTS 1,392 82 105 18,692 19,939 20,189 20,126 380 443 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 113) 75 0 0 292 90 367 90 -254 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.4 0.5 90.9 96.9 98.2 97.8 1.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 1 22 19 26 21 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,256 COMMITMENTS 395 4,697 432 57,417 52,934 58,244 58,063 12 193 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,148) 0 282 -63 1,211 929 1,148 1,148 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 8.1 0.7 98.6 90.9 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 2 30 23 34 26 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 77,293 COMMITMENTS 1,178 16,017 1,610 74,460 59,560 77,248 77,187 45 106 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,955) -155 762 32 2,054 1,168 1,931 1,962 24 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 20.7 2.1 96.3 77.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 7 6 34 30 45 39 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,215 COMMITMENTS 865 0 0 46,040 47,025 46,905 47,025 310 190 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 2,125) 15 0 0 1,940 1,935 1,955 1,935 170 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 97.5 99.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 21 10 22 10 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,410 COMMITMENTS 1,480 2,400 0 51,695 51,010 53,175 53,410 235 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 3,240) 0 300 0 3,240 2,940 3,240 3,240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.5 0.0 96.8 95.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 22 12 23 13 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 289,663 COMMITMENTS 40,832 400 1,551 247,280 287,712 289,663 289,663 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 2,391) 1,618 0 0 773 2,391 2,391 2,391 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.1 0.5 85.4 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 23 28 25 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,656 COMMITMENTS 6,059 1,341 1,142 17,604 22,733 24,805 25,216 851 440 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,206) 1,065 -162 -166 284 1,511 1,183 1,183 23 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 5.2 4.5 68.6 88.6 96.7 98.3 3.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 5 24 30 30 37 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 40,095 COMMITMENTS 1,014 240 229 38,852 39,626 40,095 40,095 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 279) 329 -157 181 -207 255 303 279 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.6 0.6 96.9 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 1 17 14 21 16 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 299,950 COMMITMENTS 2,448 15,692 3,108 294,394 281,150 299,950 299,950 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -702) -1,056 0 0 354 -702 -702 -702 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 5.2 1.0 98.1 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 14 19 16 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 19,540 COMMITMENTS 582 606 1,142 16,882 16,709 18,606 18,457 934 1,083 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 172) 0 44 0 149 106 149 150 23 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.1 5.8 86.4 85.5 95.2 94.5 4.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 3 15 16 19 19 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,820 COMMITMENTS 508 469 185 9,089 9,047 9,782 9,701 1,038 1,119 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 127) 0 0 0 147 107 147 107 -20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 4.3 1.7 84.0 83.6 90.4 89.7 9.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 13 15 15 18 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 87,028 COMMITMENTS 3,392 0 0 83,636 87,028 87,028 87,028 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 14,840) 704 0 0 14,136 14,840 14,840 14,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 96.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 12 14 15 14 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,106 COMMITMENTS 520 1,490 170 12,869 11,837 13,559 13,497 547 609 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 375) -80 -40 0 200 395 120 355 255 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 10.6 1.2 91.2 83.9 96.1 95.7 3.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 2 17 20 20 24 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 153,320 COMMITMENTS 0 10,014 0 153,320 143,306 153,320 153,320 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 5,025) 0 704 0 5,025 4,321 5,025 5,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 20 13 20 15 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,460 COMMITMENTS 0 520 0 7,340 6,940 7,340 7,460 120 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 0.0 98.4 93.0 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 0 13 10 13 13 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,869 COMMITMENTS 998 487 2,071 19,800 20,311 22,869 22,869 0 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 463) 1 0 -25 487 488 463 463 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 2.1 9.1 86.6 88.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 20 15 23 19 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,420 COMMITMENTS 300 330 420 12,330 12,670 13,050 13,420 370 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 540) 0 -650 420 120 770 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.5 3.1 91.9 94.4 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 13 17 14 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,315 COMMITMENTS 55 80 635 12,205 12,600 12,895 13,315 420 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 540) 0 -600 420 120 720 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.6 4.8 91.7 94.6 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 16 11 18 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,635 COMMITMENTS 420 175 30 20,020 20,430 20,470 20,635 165 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,095) 0 0 0 1,095 1,095 1,095 1,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.8 0.1 97.0 99.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 1 21 17 24 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,043 COMMITMENTS 400 175 0 14,410 14,838 14,810 15,013 233 30 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,120) 0 0 0 1,120 1,120 1,120 1,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.2 0.0 95.8 98.6 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 19 16 21 17 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,710 COMMITMENTS 125 600 100 21,125 20,950 21,350 21,650 360 60 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 450) 75 300 0 375 150 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.8 0.5 97.3 96.5 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 17 15 19 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,605 COMMITMENTS 0 790 10 17,560 16,785 17,570 17,585 35 20 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 435) 0 0 0 495 480 495 480 -60 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.1 99.7 95.3 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 15 14 16 17 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,031 COMMITMENTS 155 550 25 18,791 18,441 18,971 19,016 60 15 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 455) -175 0 25 600 430 450 455 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.9 0.1 98.7 96.9 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 15 12 16 15 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 113,580 COMMITMENTS 610 2,682 625 112,315 110,258 113,550 113,565 30 15 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,985) -625 -25 520 5,090 4,490 4,985 4,985 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.4 0.6 98.9 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 4 3 36 30 41 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 131,957 COMMITMENTS 929 6,012 1,063 129,940 124,847 131,932 131,922 25 35 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,245) -375 -25 390 4,230 3,880 4,245 4,245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.6 0.8 98.5 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 8 5 40 35 46 45 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 184,581 COMMITMENTS 10,825 22,776 10,248 163,481 151,522 184,554 184,546 27 35 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 2,265) -160 -300 1,659 766 912 2,265 2,271 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 12.3 5.6 88.6 82.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 8 13 13 42 47 58 66 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 120,753 COMMITMENTS 4,797 6,564 2,013 113,859 112,176 120,669 120,753 84 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,649) -55 140 0 1,704 1,557 1,649 1,697 0 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 5.4 1.7 94.3 92.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 8 2 38 33 41 43 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,485 COMMITMENTS 1,900 625 50 33,460 34,785 35,410 35,460 75 25 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 745) 200 0 -50 595 795 745 745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.8 0.1 94.3 98.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 21 12 24 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,975 COMMITMENTS 785 345 30 30,105 30,600 30,920 30,975 55 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 450) -25 0 0 475 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.1 0.1 97.2 98.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 1 22 13 24 16 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 28,942 COMMITMENTS 1,075 200 250 27,488 28,492 28,813 28,942 129 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 512) 0 0 0 512 512 512 512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.7 0.9 95.0 98.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 1 25 26 28 28 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 21,266 COMMITMENTS 2,325 0 0 18,941 21,146 21,266 21,146 0 120 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 0.0 89.1 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 19 17 21 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,222 COMMITMENTS 2,031 2,270 57 25,735 25,869 27,823 28,196 399 26 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,094) 70 360 -15 1,045 734 1,100 1,079 -6 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 8.0 0.2 91.2 91.7 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 2 20 21 26 24 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,592 COMMITMENTS 910 25 334 17,683 18,875 18,927 19,234 665 358 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 929) 0 0 0 929 929 929 929 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.1 1.7 90.3 96.3 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 2 19 19 22 21 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,354 COMMITMENTS 2,996 5,604 625 32,525 30,105 36,146 36,334 208 20 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,354) 15 189 95 1,219 1,075 1,329 1,359 25 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 15.4 1.7 89.5 82.8 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 4 29 25 35 30 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,973 COMMITMENTS 268 0 15 19,060 19,922 19,343 19,937 630 36 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 816) 0 0 0 816 810 816 810 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.1 95.4 99.7 96.8 99.8 3.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 22 20 24 22 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,205 COMMITMENTS 0 1,714 85 22,938 21,406 23,023 23,205 182 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,100) 0 -20 0 1,100 1,120 1,100 1,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 0.4 98.8 92.2 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 20 16 21 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,016 COMMITMENTS 0 0 0 14,364 14,670 14,364 14,670 652 346 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,480) 0 0 0 1,480 1,480 1,480 1,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 97.7 95.7 97.7 4.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 13 16 13 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,490 COMMITMENTS 100 700 0 33,078 32,790 33,178 33,490 312 0 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 690) 0 0 0 690 690 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.1 0.0 98.8 97.9 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 0 28 24 29 27 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 16,824 COMMITMENTS 404 0 55 16,024 16,519 16,483 16,574 341 250 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 344) -15 0 13 335 331 333 344 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.3 95.2 98.2 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 21 15 22 16 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,664 COMMITMENTS 755 0 0 12,909 13,660 13,664 13,660 0 4 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 265) 0 0 0 265 265 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.0 94.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 21 16 22 16
Updated January 27, 2017