CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        8,564
COMMITMENTS
   1,725      429       25    6,805    8,104    8,555    8,558        9        6

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      5.0      0.3     79.5     94.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        1        5        9       12       14                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       32,530
COMMITMENTS
  16,980   12,109      500   15,050   19,921   32,530   32,530        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -750)
    -250      729        0     -500   -1,479     -750     -750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2     37.2      1.5     46.3     61.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        7        3        8        5       15       12                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       38,857
COMMITMENTS
  13,584   22,363       20   25,253   16,474   38,857   38,857        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -132)
    -400   -1,432        0      268    1,300     -132     -132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     57.6      0.1     65.0     42.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       10        2        9        5       16       15                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,741
COMMITMENTS
   5,448    1,735      751   19,530   23,240   25,729   25,726       12       15

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        360)
     295       46     -136      219      450      378      360      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      6.7      2.9     75.9     90.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        6        5        9       12       21       21                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       37,759
COMMITMENTS
   7,764    1,967        0   29,995   35,782   37,759   37,749        0       10

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        250)
      25      150        0      225      100      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      5.2      0.0     79.4     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        0       10       11       14       13                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       33,730
COMMITMENTS
   8,725   14,433      275   24,730   19,022   33,730   33,730        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,900)
   1,450       83        0    2,450    3,817    3,900    3,900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     42.8      0.8     73.3     56.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        6        2        8        5       16       12                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       18,495
COMMITMENTS
   4,390    6,340        0   14,105   12,155   18,495   18,495        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,420)
       0    1,270        0    2,420    1,150    2,420    2,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     34.3      0.0     76.3     65.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        8        0        8        4       11       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       15,800
COMMITMENTS
   8,200    6,715        0    7,600    9,085   15,800   15,800        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:          0)
       0      100        0        0     -100        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     42.5      0.0     48.1     57.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        0        8        8       14       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       26,370
COMMITMENTS
   8,610   10,100      700   17,060   15,570   26,370   26,370        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        450)
    -500       50        0      950      400      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     38.3      2.7     64.7     59.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        3        9        6       16       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       17,670
COMMITMENTS
   7,370    5,800      100   10,200   11,770   17,670   17,670        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        600)
    -400        0        0    1,000      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     32.8      0.6     57.7     66.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        1        8        3       16        7                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,282,659
COMMITMENTS
 1060904   77,889  739,550  3438187  4451486  5238641  5268925   44,018   13,734

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     97,019)
 -12,937   17,098  -81,311  189,150  161,890   94,902   97,677    2,117     -658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      1.5     14.0     65.1     84.3     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      51       18       57      139      130      206      189                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      231,202
COMMITMENTS
  56,032   69,685   32,736  140,364  128,333  229,132  230,754    2,070      448

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        499)
  -2,667  -16,193    6,084   -2,918   10,608      499      499        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     30.1     14.2     60.7     55.5     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      10       13       16       32       29       51       49                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      171,963
COMMITMENTS
   1,495      742      421  150,282  165,511  152,198  166,674   19,765    5,289

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      6,062)
   1,020        0       61    6,626    6,267    7,707    6,328   -1,645     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.4      0.2     87.4     96.2     88.5     96.9     11.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        3       33       27       36       31                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      100,803
COMMITMENTS
     993        0        0   96,496   97,642   97,489   97,642    3,314    3,161

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,473)
     993        0        0    1,860    2,764    2,853    2,764     -380     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     95.7     96.9     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       29       30       30       30                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      133,977
COMMITMENTS
     651      935    1,058  116,198  126,489  117,907  128,482   16,070    5,495

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        524)
      42      193      -15      587    4,707      614    4,885      -90   -4,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.7      0.8     86.7     94.4     88.0     95.9     12.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        2       27       27       30       29                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      926,518
COMMITMENTS
       0      798    4,388  906,546  916,941  910,934  922,127   15,584    4,391

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     33,140)
       0      -84     -135   35,552   33,171   35,417   32,952   -2,277      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.5     97.8     99.0     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       0        3        3       52       37       55       40                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      386,804
COMMITMENTS
   5,658        0        0  368,267  376,150  373,925  376,150   12,879   10,654

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,503)
    -112        0     -368    1,457       98      977     -270      526    1,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     95.2     97.2     96.7     97.2      3.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        0        0       35       43       36       43                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,759
COMMITMENTS
   2,228      455    1,367  281,890  289,804  285,485  291,626    8,274    2,133

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,116)
     747      455     -653     -447    1,128     -353      930    1,469      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.2      0.5     96.0     98.7     97.2     99.3      2.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        1        3       36       43       39       46                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      123,911
COMMITMENTS
       0       11    1,460  113,042  111,382  114,502  112,853    9,409   11,058

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        812)
  -1,069       11      417    1,585   -1,327      933     -899     -121    1,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      1.2     91.2     89.9     92.4     91.1      7.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       23       25       24       26                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,013
COMMITMENTS
   2,320    6,779    1,313   86,569   83,363   90,202   91,455    6,811    5,558

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,717)
      90    1,100       16    3,312    2,812    3,418    3,928      299     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      7.0      1.4     89.2     85.9     93.0     94.3      7.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        1       19       22       21       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,072
COMMITMENTS
       0        0        0   17,650   18,904   17,650   18,904    1,422      168

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,643)
       0        0        0    1,935    1,643    1,935    1,643     -292        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.5     99.1     92.5     99.1      7.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       13       15       13       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,550
COMMITMENTS
       0      916      931   83,524   86,541   84,455   88,388    8,095    4,162

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -297)
       0      230       -2      -26     -569      -28     -341     -269       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      1.0     90.2     93.5     91.3     95.5      8.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       20       18       22       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      169,175
COMMITMENTS
       0        0        0  160,390  166,248  160,390  166,248    8,785    2,927

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,006)
       0        0        0      832    1,976      832    1,976    1,174       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.8     98.3     94.8     98.3      5.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       27       24       27       24                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      506,582
COMMITMENTS
  22,333        0    4,012  469,852  490,771  496,197  494,783   10,385   11,799

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     22,137)
  -4,582      -49    1,870   25,060   18,449   22,348   20,270     -211    1,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.8     92.7     96.9     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        0        5       54       44       61       49                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,637
COMMITMENTS
     418      217    1,472   80,315   82,051   82,205   83,740    8,432    6,897

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,519)
     224        0      336    4,357    3,152    4,917    3,488   -1,398       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.2      1.6     88.6     90.5     90.7     92.4      9.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       20       17       22       20                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       80,571
COMMITMENTS
   2,350        0      283   76,381   76,039   79,014   76,322    1,557    4,249

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,565)
   1,435        0     -518    2,802    3,958    3,719    3,440     -154      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.4     94.8     94.4     98.1     94.7      1.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       17       18       18       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,640
COMMITMENTS
   4,712        0        0   85,549   86,501   90,261   86,501    1,379    5,139

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      0.0     93.4     94.4     98.5     94.4      1.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       15       18       15                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,056
COMMITMENTS
  34,718      812        0   68,020  100,816  102,738  101,628      318    1,428

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,968)
   4,712        0        0     -744    3,996    3,968    3,996        0      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7      0.8      0.0     66.0     97.8     99.7     98.6      0.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        2        0       20       41       28       43                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,503
COMMITMENTS
       0      308        0   56,127   53,520   56,127   53,828      376    2,675

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     12,697)
       0        0        0   12,697   12,604   12,697   12,604        0       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     99.3     94.7     99.3     95.3      0.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       17       18       17       19                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      254,551
COMMITMENTS
     233        0      694  247,052  245,684  247,979  246,378    6,572    8,173

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,147)
       0        0        0    1,238    1,455    1,238    1,455      -91     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.3     97.1     96.5     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        1       34       34       35       35                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       95,305
COMMITMENTS
       0    2,310      499   90,677   86,884   91,176   89,693    4,129    5,612

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      9,331)
       0       98      -84    8,508    9,277    8,424    9,291      907       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.5     95.1     91.2     95.7     94.1      4.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       24       24       25       25                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      135,917
COMMITMENTS
   3,229        0      401  123,363  130,908  126,993  131,309    8,924    4,608

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,195)
    -372        0        0    1,608    1,960    1,236    1,960      959      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.3     90.8     96.3     93.4     96.6      6.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       18       20       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,934
COMMITMENTS
       0        0        0   93,111   99,212   93,111   99,212    9,823    3,722

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,069)
       0        0        0    1,767    2,224    1,767    2,224      302     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.5     96.4     90.5     96.4      9.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       17       17       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      121,758
COMMITMENTS
     217      341        0  116,936  116,852  117,153  117,193    4,605    4,565

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      7,949)
       0        0        0    8,064    6,563    8,064    6,563     -115    1,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.3      0.0     96.0     96.0     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       22       18       23       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      139,177
COMMITMENTS
       0      118    2,808  120,114  127,024  122,922  129,950   16,255    9,227

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        -17)
       0     -623      610   -1,081     -495     -471     -508      454      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      2.0     86.3     91.3     88.3     93.4     11.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        2       26       20       28       22                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       12,799
COMMITMENTS
     336      336        0   11,811   11,723   12,147   12,059      652      740

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,549)
       0        0        0    1,611    1,549    1,611    1,549      -62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.6      0.0     92.3     91.6     94.9     94.2      5.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       13       19       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      177,118
COMMITMENTS
  13,061    4,575    2,800  155,852  160,807  171,713  168,182    5,405    8,936

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,450)
   3,164      879     -110    2,383     -190    5,437      579   -3,987      871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      2.6      1.6     88.0     90.8     96.9     95.0      3.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        3       40       36       45       40                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       89,502
COMMITMENTS
       0        0        0   80,204   80,754   80,204   80,754    9,298    8,748

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      4,104)
       0        0        0    3,678    2,234    3,678    2,234      426    1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.6     90.2     89.6     90.2     10.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       20       20       20                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       95,882
COMMITMENTS
       0        0        0   91,387   91,687   91,387   91,687    4,495    4,195

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     -1,371)
       0        0        0   -1,371     -240   -1,371     -240        0   -1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.3     95.6     95.3     95.6      4.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       25       18       25       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      127,356
COMMITMENTS
   3,082        0        0  109,814  118,638  112,896  118,638   14,460    8,718

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      4,674)
       0        0        0    3,923    1,909    3,923    1,909      751    2,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     86.2     93.2     88.6     93.2     11.4      6.8

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 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       63,351
COMMITMENTS
   2,630        0        0   55,905   60,875   58,535   60,875    4,816    2,476

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         25)
       0        0        0   -2,934     -491   -2,934     -491    2,959      516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      0.0     88.2     96.1     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       12       16       12                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      120,755
COMMITMENTS
  23,536   16,270    3,316   93,837  101,106  120,689  120,692       66       63

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        777)
    -640      -11     -181    2,022    1,058    1,201      866     -424      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     13.5      2.7     77.7     83.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      11       13       13       45       47       65       64                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,128
COMMITMENTS
   1,626      867      715   38,787   39,546   41,128   41,128        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        227)
      49       67      -22      200      182      227      227        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      2.1      1.7     94.3     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        4        2       27       24       33       28                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      386,123
COMMITMENTS
  12,022    1,536    8,224  365,877  376,363  386,123  386,123        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      4,959)
  -5,418    1,528    2,608    7,769      823    4,959    4,959        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.4      2.1     94.8     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        2       21       24       27       26                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,339,310
COMMITMENTS
  29,980  128,634   26,352  1282978  1184324  1339310  1339310        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    -20,112)
  -2,785    7,380  -18,410    1,083   -9,082  -20,112  -20,112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      9.6      2.0     95.8     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        5        3       38       42       47       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       63,482
COMMITMENTS
     578    5,896    1,733   61,171   55,853   63,482   63,482        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      4,430)
       6      525      -10    4,434    3,915    4,430    4,430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      9.3      2.7     96.4     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        8        6       23       22       30       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      298,843
COMMITMENTS
   6,664    8,868      328  291,851  289,647  298,843  298,843        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,569)
       0    1,244        0    1,569      325    1,569    1,569        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.0      0.1     97.7     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        1       17       15       20       18                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      303,111
COMMITMENTS
   1,056    5,816    8,224  293,831  289,071  303,111  303,111        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,980)
       0        0        0    3,980    3,980    3,980    3,980        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.9      2.7     96.9     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        1       23       25       26       27                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,537
COMMITMENTS
     531      220       40   22,864   22,812   23,435   23,072      102      465

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:          5)
       0        0        0        5        5        5        5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.9      0.2     97.1     96.9     99.6     98.0      0.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        2        1       20       25       25       28                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,831
COMMITMENTS
     310        0        0   54,202   54,571   54,512   54,571      319      260

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,265)
       0        0        0    2,265    2,145    2,265    2,145        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     98.9     99.5     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       27       28       28       28                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,720
COMMITMENTS
     335      200        0   72,172   72,285   72,507   72,485      213      235

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,254)
       0        0        0    2,254    2,134    2,254    2,134        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.3      0.0     99.2     99.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        0       28       28       29       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,570
COMMITMENTS
     700      550        0   29,538   29,840   30,238   30,390      332      180

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     -1,025)
       0      -50        0     -728     -940     -728     -990     -297      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.8      0.0     96.6     97.6     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       21       15       22       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      310,096
COMMITMENTS
  17,576        0      736  291,784  309,360  310,096  310,096        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:    -14,992)
    -816        0        0  -11,728  -14,176  -12,544  -14,176   -2,448     -816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.0      0.2     94.1     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       20       18       23       19                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,102
COMMITMENTS
     466      780       40    6,084    5,641    6,590    6,461      512      641

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -690)
     -42     -127      -42     -459     -776     -543     -945     -147      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     11.0      0.6     85.7     79.4     92.8     91.0      7.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       20       14       22       16                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,785
COMMITMENTS
     715        0      325   13,275   14,405   14,315   14,730      470       55

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      2.2     89.8     97.4     96.8     99.6      3.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2        8       16       11       18                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,494
COMMITMENTS
       0      635        0   35,489   34,747   35,489   35,382        5      112

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     -1,620)
       0     -125        0   -1,262   -1,420   -1,262   -1,545     -358      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0    100.0     97.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       25       22       25       24                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,583
COMMITMENTS
   1,100       50        0   24,273   25,408   25,373   25,458      210      125

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:     -1,398)
     -75      -50        0   -1,163   -1,300   -1,238   -1,350     -160      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.2      0.0     94.9     99.3     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       21       19       23       20                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,150
COMMITMENTS
   1,312      128      292   18,187   19,136   19,791   19,556      359      594

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -284)
      -2      -21       84     -196     -265     -114     -202     -170      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.6      1.4     90.3     95.0     98.2     97.1      1.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       20       19       24       23                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,821
COMMITMENTS
     375    4,435      297   56,140   51,888   56,812   56,620        9      201

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        857)
       0       52        0      857      805      857      857        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      7.8      0.5     98.8     91.3    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        2       30       24       34       27                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,196
COMMITMENTS
   1,048   14,560    1,893   72,229   58,723   75,170   75,176       26       20

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        785)
    -135     -360       87      831    1,058      783      785        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     19.4      2.5     96.1     78.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        5        9       36       32       47       43                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,475
COMMITMENTS
     775        0        0   41,415   42,285   42,190   42,285      285      190

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

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       22       12       23       12                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,190
COMMITMENTS
   1,405    2,400        0   48,560   47,790   49,965   50,190      225        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        190)
      20        0        0      170      190      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.8      0.0     96.8     95.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       23       13       24       14                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      275,603
COMMITMENTS
  40,944      400    1,551  233,108  273,652  275,603  275,603        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      2,387)
   3,537        0        0   -1,150    2,387    2,387    2,387        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      0.1      0.6     84.6     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       23       29       25       32                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,720
COMMITMENTS
   5,864    1,051    1,303   16,719   22,053   23,886   24,407      834      313

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        193)
     130       40        0       86      173      216      213      -23      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      4.3      5.3     67.6     89.2     96.6     98.7      3.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        5       24       29       30       36                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       38,593
COMMITMENTS
   1,400      267      100   37,093   38,226   38,593   38,593        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        794)
      53        0       25      716      769      794      794        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.7      0.3     96.1     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        1       16       16       21       18                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      296,637
COMMITMENTS
   4,680   15,692    3,108  288,849  277,837  296,637  296,637        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        784)
       0        0        0      784      784      784      784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      5.3      1.0     97.4     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       17       18       19       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       19,110
COMMITMENTS
     730      646    1,102   16,427   16,279   18,259   18,027      851    1,083

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        298)
       0        0        0      298      298      298      298        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      3.4      5.8     86.0     85.2     95.5     94.3      4.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       14       15       17       18                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      138,617
COMMITMENTS
     352        0        0  138,265  138,617  138,617  138,617        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         34)
       0        0        0       34       34       34       34        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       11       12       11                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       10,667
COMMITMENTS
     466      490       80    9,123    9,041    9,669    9,611      998    1,056

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       21       44       21       44       23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      4.6      0.7     85.5     84.8     90.6     90.1      9.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       13       14       15       17                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       81,561
COMMITMENTS
   1,760        0        0   79,801   81,561   81,561   81,561        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,101)
       0        0        0    3,101    3,101    3,101    3,101        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     97.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       11       14       14       14                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,483
COMMITMENTS
     286    1,089      170   12,712   11,969   13,168   13,228      315      255

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -144)
       0        0        0     -293     -167     -293     -167      149       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      8.1      1.3     94.3     88.8     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       22       22       24       26                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      151,703
COMMITMENTS
       0    8,790        0  151,703  142,913  151,703  151,703        0        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        767)
       0        0        0      767      767      767      767        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      0.0    100.0     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       20       14       20       16                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,750
COMMITMENTS
     498      646    1,913   19,315   19,191   21,726   21,750       24        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        129)
       0      108     -133      262      154      129      129        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      3.0      8.8     88.8     88.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       19       14       22       18                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,175
COMMITMENTS
     570        0      500   14,735   15,655   15,805   16,155      370       20

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,805)
      50        0        0    1,755    1,805    1,805    1,805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      3.1     91.1     96.8     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       16       14       18       15                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,360
COMMITMENTS
     540        0      525   14,975   15,835   16,040   16,360      320        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,925)
      55        0       35    1,835    1,910    1,925    1,945        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      3.2     91.5     96.8     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       19       14       22       17                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,930
COMMITMENTS
     180        0        0   12,410   12,930   12,590   12,930      340        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     96.0    100.0     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       11       11       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,850
COMMITMENTS
     350      130       25   22,174   22,695   22,549   22,850      301        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        385)
       0        0        0      375      385      375      385       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.6      0.1     97.0     99.3     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       20       17       23       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,193
COMMITMENTS
     420      125       15   19,475   20,053   19,910   20,193      283        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        385)
       0        0        0      375      385      375      385       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.6      0.1     96.4     99.3     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       20       16       23       18                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,985
COMMITMENTS
     200      575        0   18,440   18,350   18,640   18,925      345       60

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      3.0      0.0     97.1     96.7     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       15       20       16                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,495
COMMITMENTS
     275      300        0   12,930   13,015   13,205   13,315      290      180

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.2      0.0     95.8     96.4     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       13       12       15       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,100
COMMITMENTS
       0      600       75   16,985   16,410   17,060   17,085       40       15

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:          0)
       0     -150        0        0      150        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.4     99.3     96.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       15       15       16       18                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,851
COMMITMENTS
     125      500       25   18,626   18,311   18,776   18,836       75       15

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.7      0.1     98.8     97.1     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       15       13       16       16                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      111,837
COMMITMENTS
     495    3,172      710  110,597  107,955  111,802  111,837       35        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,795)
       0      450        0    1,795    1,345    1,795    1,795        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.8      0.6     98.9     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        7        4       36       33       42       41                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      130,774
COMMITMENTS
     600    6,930      725  129,369  123,099  130,694  130,754       80       20

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,813)
       0      975        0    3,813    2,838    3,813    3,813        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      5.3      0.6     98.9     94.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        8        5       39       36       45       45                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      189,844
COMMITMENTS
   9,460   30,387    6,327  174,016  153,073  189,803  189,787       41       57

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,774)
      78      393      -33    1,723    1,413    1,768    1,773        6        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     16.0      3.3     91.7     80.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       8       12       11       40       48       55       65                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      125,278
COMMITMENTS
     475    9,150    2,580  122,145  113,548  125,200  125,278       78        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        919)
    -100      475     -270    1,285      714      915      919        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      7.3      2.1     97.5     90.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        9        2       38       31       41       41                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,025
COMMITMENTS
   1,475      175       25   43,415   44,800   44,915   45,000      110       25

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,035)
       0        0        0    3,080    3,035    3,080    3,035      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.4      0.1     96.4     99.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       26       12       28       15                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,575
COMMITMENTS
     795      375       25   40,655   41,175   41,475   41,575      100        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,590)
     150      150        0    3,485    3,440    3,635    3,590      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.9      0.1     97.8     99.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        1       26       13       28       17                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       28,672
COMMITMENTS
   1,000      100      250   27,190   28,322   28,440   28,672      232        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -200)
       0        0        0     -200     -200     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.3      0.9     94.8     98.8     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        1       28       26       30       28                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       21,718
COMMITMENTS
   2,200        0        0   19,518   21,598   21,718   21,598        0      120

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -618)
    -125        0        0     -493     -443     -618     -443        0     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      0.0      0.0     89.9     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       19       19       21       19                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,018
COMMITMENTS
   1,677    2,200       12   23,951   23,801   25,640   26,013      378        5

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        206)
       0        0        0      206      224      206      224        0      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      8.5      0.0     92.1     91.5     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        1       21       22       26       25                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,763
COMMITMENTS
   1,021       50      168   16,944   18,232   18,133   18,450      630      313

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        291)
       0        0        0      291      293      291      293        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.3      0.9     90.3     97.2     96.6     98.3      3.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       18       18       20       20                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,954
COMMITMENTS
   2,093    4,698      570   31,128   28,686   33,791   33,954      163        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        490)
      45       65      -75      522      500      492      490       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     13.8      1.7     91.7     84.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        3        3       32       26       37       31                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,818
COMMITMENTS
     129        0       15   19,049   19,788   19,193   19,803      625       15

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -280)
       0        0        0     -290     -280     -290     -280       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.1     96.1     99.8     96.8     99.9      3.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       23       20       25       22                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,447
COMMITMENTS
       0    1,498       85   21,196   19,864   21,281   21,447      166        0

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         26)
       0        0        0       21       26       21       26        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      0.4     98.8     92.6     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 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,255
COMMITMENTS
       0        0        0   13,659   13,937   13,659   13,937      596      318

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.8     97.8     95.8     97.8      4.2      2.2

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 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,695
COMMITMENTS
      84      575        0   33,324   33,050   33,408   33,625      287       70

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,040)
       0        0        0    1,040    1,025    1,040    1,025        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.7      0.0     98.9     98.1     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        0       29       24       31       27                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       17,640
COMMITMENTS
     432        0       34   16,863   17,361   17,329   17,395      311      245

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        -16)
       0        0        0       -6      -11       -6      -11      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.2     95.6     98.4     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       21       16       22       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 02/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,017
COMMITMENTS
     670        0        0   12,222   12,920   12,892   12,920      125       97

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        -40)
     -20        0        0      -80      -60     -100      -60       60       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      0.0     93.9     99.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       14       22       14                  



Updated February 17, 2017