CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| 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 1,654 379 25 6,875 8,154 8,554 8,558 10 6 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 0) -71 -50 0 70 50 -1 0 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 4.4 0.3 80.3 95.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 3 1 5 9 13 13 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 32,030 COMMITMENTS 16,880 11,859 600 14,550 19,571 32,030 32,030 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -500) -100 -250 100 -500 -350 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 37.0 1.9 45.4 61.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 6 3 8 5 15 12 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 38,944 COMMITMENTS 13,584 20,563 20 25,340 18,361 38,944 38,944 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 87) 0 -1,800 0 87 1,887 87 87 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 52.8 0.1 65.1 47.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 10 2 9 6 16 16 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 29,036 COMMITMENTS 5,296 1,790 761 22,960 26,470 29,017 29,021 19 15 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 3,295) -152 55 10 3,430 3,230 3,288 3,295 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 6.2 2.6 79.1 91.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 11 5 6 9 11 23 19 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 37,809 COMMITMENTS 7,764 1,967 0 30,045 35,832 37,809 37,799 0 10 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 5.2 0.0 79.5 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,330 COMMITMENTS 8,825 14,933 275 25,230 19,122 34,330 34,330 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 600) 100 500 0 500 100 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 43.5 0.8 73.5 55.7 100.0 100.0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 20,945 COMMITMENTS 4,390 8,540 0 16,555 12,405 20,945 20,945 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,450) 0 2,200 0 2,450 250 2,450 2,450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 40.8 0.0 79.0 59.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 7 0 8 3 11 10 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| 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 02/14/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 26,470 COMMITMENTS 8,710 10,200 700 17,060 15,570 26,470 26,470 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 100) 100 100 0 0 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 38.5 2.6 64.5 58.8 100.0 100.0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 17,870 COMMITMENTS 7,570 5,800 100 10,200 11,970 17,870 17,870 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 200) 200 0 0 0 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 32.5 0.6 57.1 67.0 100.0 100.0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,328,427 COMMITMENTS 954,970 54,142 808,090 3528544 4455844 5291604 5318076 36,823 10,351 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 45,768) -105,934 -23,747 68,540 90,357 4,358 52,963 49,151 -7,195 -3,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 1.0 15.2 66.2 83.6 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 56 22 65 142 133 216 202 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 267,544 COMMITMENTS 69,277 60,232 45,997 150,200 160,867 265,474 267,096 2,070 448 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 36,342) 13,245 -9,453 13,261 9,836 32,534 36,342 36,342 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 22.5 17.2 56.1 60.1 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 12 12 17 32 27 51 49 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,494 COMMITMENTS 790 893 797 160,615 174,267 162,202 175,957 20,292 6,537 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 10,531) -705 151 376 10,333 8,756 10,004 9,283 527 1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.5 0.4 88.0 95.5 88.9 96.4 11.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 3 35 27 38 31 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,667 COMMITMENTS 2,724 0 90 95,370 99,224 98,184 99,314 3,483 2,353 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 864) 1,731 0 90 -1,126 1,582 695 1,672 169 -808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.1 93.8 97.6 96.6 97.7 3.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 30 31 32 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,843 COMMITMENTS 921 346 1,250 119,739 129,095 121,910 130,691 14,933 6,152 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,866) 270 -589 192 3,541 2,606 4,003 2,209 -1,137 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.3 0.9 87.5 94.3 89.1 95.5 10.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 2 28 27 31 29 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 942,759 COMMITMENTS 195 1,277 6,006 921,519 932,061 927,720 939,344 15,039 3,415 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 16,241) 195 479 1,618 14,973 15,120 16,786 17,217 -545 -976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.6 97.7 98.9 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 4 6 52 37 58 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 387,289 COMMITMENTS 5,752 327 2,151 367,966 376,191 375,869 378,669 11,420 8,620 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 485) 94 327 2,151 -301 41 1,944 2,519 -1,459 -2,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.1 0.6 95.0 97.1 97.1 97.8 2.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 1 2 37 45 40 47 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 304,606 COMMITMENTS 1,983 0 1,559 295,141 300,914 298,683 302,473 5,923 2,133 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 10,847) -245 -455 192 13,251 11,110 13,198 10,847 -2,351 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.5 96.9 98.8 98.1 99.3 1.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 0 3 39 44 42 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,848 COMMITMENTS 248 1,766 1,274 121,590 115,986 123,112 119,026 5,736 9,822 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 4,937) 248 1,755 -186 8,548 4,604 8,610 6,173 -3,673 -1,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.4 1.0 94.4 90.0 95.5 92.4 4.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 2 25 28 28 31 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,829 COMMITMENTS 3,785 4,799 1,278 88,417 88,880 93,480 94,957 8,349 6,872 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 4,816) 1,465 -1,980 -35 1,848 5,517 3,278 3,502 1,538 1,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 4.7 1.3 86.8 87.3 91.8 93.3 8.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 1 19 22 22 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,932 COMMITMENTS 0 0 0 19,324 20,764 19,324 20,764 1,608 168 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,860) 0 0 0 1,674 1,860 1,674 1,860 186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.3 99.2 92.3 99.2 7.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 12 15 12 15 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,137 COMMITMENTS 0 1,452 716 84,022 86,135 84,738 88,303 8,399 4,834 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 587) 0 536 -215 498 -406 283 -85 304 672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.8 90.2 92.5 91.0 94.8 9.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 17 21 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 171,336 COMMITMENTS 0 0 0 163,658 169,500 163,658 169,500 7,678 1,836 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,161) 0 0 0 3,268 3,252 3,268 3,252 -1,107 -1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.5 98.9 95.5 98.9 4.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 29 27 29 27 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 60,892 COMMITMENTS 0 0 0 54,321 55,841 54,321 55,841 6,571 5,051 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.2 91.7 89.2 91.7 10.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 14 14 14 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,633 COMMITMENTS 2,006 0 0 12,033 14,611 14,039 14,611 2,594 2,022 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 0.0 72.3 87.8 84.4 87.8 15.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 12 11 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 514,651 COMMITMENTS 20,289 0 5,427 479,150 498,387 504,866 503,814 9,785 10,837 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 8,069) -2,044 0 1,415 9,298 7,616 8,669 9,031 -600 -962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 1.1 93.1 96.8 98.1 97.9 1.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 5 0 4 54 45 59 49 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,392 COMMITMENTS 0 989 1,537 83,517 82,805 85,054 85,331 8,338 8,061 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,755) -418 772 65 3,202 754 2,849 1,591 -94 1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.6 89.4 88.7 91.1 91.4 8.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 2 21 18 23 21 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,063 COMMITMENTS 2,498 218 283 78,570 78,314 81,351 78,815 1,712 4,248 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,492) 148 218 0 2,189 2,275 2,337 2,493 155 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.3 0.3 94.6 94.3 97.9 94.9 2.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 16 19 17 21 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,335 COMMITMENTS 7,378 0 0 93,113 97,866 100,491 97,866 1,844 4,469 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 10,695) 2,666 0 0 7,564 11,365 10,230 11,365 465 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 0.0 91.0 95.6 98.2 95.6 1.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 17 24 19 24 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,503 COMMITMENTS 37,508 750 62 75,336 111,372 112,906 112,184 597 1,319 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 10,447) 2,790 -62 62 7,316 10,556 10,168 10,556 279 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 0.7 0.1 66.4 98.1 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 2 1 22 42 31 44 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,645 COMMITMENTS 0 752 0 66,303 63,464 66,303 64,216 342 2,429 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 10,142) 0 444 0 10,176 9,944 10,176 10,388 -34 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 99.5 95.2 99.5 96.4 0.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 16 19 16 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 254,541 COMMITMENTS 117 0 658 248,094 244,814 248,869 245,472 5,672 9,069 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -10) -116 0 -36 1,042 -870 890 -906 -900 896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.3 97.5 96.2 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 1 36 35 37 36 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,785 COMMITMENTS 0 3,433 217 93,800 88,106 94,017 91,756 2,768 5,029 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,480) 0 1,123 -282 3,123 1,222 2,841 2,063 -1,361 -583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.2 96.9 91.0 97.1 94.8 2.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 1 26 26 27 29 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 137,186 COMMITMENTS 3,717 0 401 124,113 132,088 128,231 132,489 8,955 4,697 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,269) 488 0 0 750 1,180 1,238 1,180 31 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.3 90.5 96.3 93.5 96.6 6.5 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,074 COMMITMENTS 0 0 0 94,282 100,260 94,282 100,260 9,792 3,814 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,140) 0 0 0 1,171 1,048 1,171 1,048 -31 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.6 96.3 90.6 96.3 9.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 16 17 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,254 COMMITMENTS 217 1,183 123 119,835 118,550 120,175 119,856 4,079 4,398 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,496) 0 842 123 2,899 1,698 3,022 2,663 -526 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.0 0.1 96.4 95.4 96.7 96.5 3.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 22 18 24 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 143,937 COMMITMENTS 1,403 1,601 1,751 123,912 133,345 127,066 136,697 16,871 7,240 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 4,760) 1,403 1,483 -1,057 3,798 6,321 4,144 6,747 616 -1,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.1 1.2 86.1 92.6 88.3 95.0 11.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 2 26 21 28 24 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,155 COMMITMENTS 336 671 0 14,260 13,800 14,596 14,471 559 684 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,356) 0 335 0 2,449 2,077 2,449 2,412 -93 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.4 0.0 94.1 91.1 96.3 95.5 3.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 16 14 17 16 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,174 COMMITMENTS 714 0 0 25,323 27,608 26,037 27,608 2,137 566 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 89.9 98.0 92.4 98.0 7.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 16 12 18 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 184,214 COMMITMENTS 12,891 4,526 2,573 162,749 169,141 178,213 176,240 6,001 7,974 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 7,096) -170 -49 -227 6,897 8,334 6,500 8,058 596 -962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 2.5 1.4 88.3 91.8 96.7 95.7 3.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 2 3 37 35 42 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 89,798 COMMITMENTS 0 0 0 80,543 80,311 80,543 80,311 9,255 9,487 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 296) 0 0 0 339 -443 339 -443 -43 739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.7 89.4 89.7 89.4 10.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 20 19 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 98,668 COMMITMENTS 0 0 0 92,981 94,473 92,981 94,473 5,687 4,195 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,786) 0 0 0 1,594 2,786 1,594 2,786 1,192 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.2 95.7 94.2 95.7 5.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 25 17 25 17 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 127,249 COMMITMENTS 3,020 0 0 110,363 118,300 113,383 118,300 13,866 8,949 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -107) -62 0 0 549 -338 487 -338 -594 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 86.7 93.0 89.1 93.0 10.9 7.0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 63,993 COMMITMENTS 2,630 0 0 56,547 61,303 59,177 61,303 4,816 2,690 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 642) 0 0 0 642 428 642 428 0 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.0 88.4 95.8 92.5 95.8 7.5 4.2 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 122,591 COMMITMENTS 23,936 15,601 3,578 95,034 103,369 122,548 122,548 43 43 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,836) 400 -669 262 1,197 2,263 1,859 1,856 -23 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 12.7 2.9 77.5 84.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 14 13 46 49 65 67 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,333 COMMITMENTS 2,334 1,010 904 39,095 40,419 42,333 42,333 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,205) 708 143 189 308 873 1,205 1,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 2.4 2.1 92.4 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 4 2 27 25 33 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 391,723 COMMITMENTS 11,711 5,680 6,944 373,068 379,099 391,723 391,723 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 5,600) -311 4,144 -1,280 7,191 2,736 5,600 5,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.5 1.8 95.2 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 2 22 23 28 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,327,884 COMMITMENTS 28,448 127,509 27,852 1271584 1172523 1327884 1327884 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -11,426) -1,532 -1,125 1,500 -11,394 -11,801 -11,426 -11,426 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 9.6 2.1 95.8 88.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 5 4 38 42 47 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,082 COMMITMENTS 973 5,682 1,599 61,510 56,801 64,082 64,082 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 600) 395 -214 -134 339 948 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 8.9 2.5 96.0 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 8 5 25 21 31 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 297,250 COMMITMENTS 6,664 9,801 328 290,258 287,121 297,250 297,250 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,593) 0 933 0 -1,593 -2,526 -1,593 -1,593 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.3 0.1 97.6 96.6 100.0 100.0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 302,013 COMMITMENTS 1,056 5,816 8,224 292,733 287,973 302,013 302,013 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,098) 0 0 0 -1,098 -1,098 -1,098 -1,098 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 24 26 26 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,466 COMMITMENTS 531 289 40 22,793 22,672 23,364 23,001 102 465 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -71) 0 69 0 -71 -140 -71 -71 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.2 0.2 97.1 96.6 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,016 COMMITMENTS 310 0 0 54,387 54,756 54,697 54,756 319 260 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 185) 0 0 0 185 185 185 185 0 0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,874 COMMITMENTS 335 200 0 72,326 72,439 72,661 72,639 213 235 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 154) 0 0 0 154 154 154 154 0 0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,150 COMMITMENTS 700 550 0 30,208 30,430 30,908 30,980 242 170 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 580) 0 0 0 670 590 670 590 -90 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.8 0.0 97.0 97.7 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 22 17 23 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 309,720 COMMITMENTS 17,576 0 736 291,408 308,984 309,720 309,720 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -376) 0 0 0 -376 -376 -376 -376 0 0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,281 COMMITMENTS 466 780 40 6,240 5,820 6,746 6,640 535 641 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 179) 0 0 0 156 179 156 179 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 10.7 0.5 85.7 79.9 92.7 91.2 7.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 20 15 22 17 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| 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 02/14/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,859 COMMITMENTS 0 635 0 35,854 35,112 35,854 35,747 5 112 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 365) 0 0 0 365 365 365 365 0 0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,126 COMMITMENTS 1,100 50 0 24,816 25,951 25,916 26,001 210 125 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 543) 0 0 0 543 543 543 543 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.2 0.0 95.0 99.3 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 22 19 24 20 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,350 COMMITMENTS 1,211 63 481 18,276 19,235 19,968 19,779 382 571 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 200) -101 -65 189 89 99 177 223 23 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.3 2.4 89.8 94.5 98.1 97.2 1.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 21 19 25 23 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,798 COMMITMENTS 375 4,358 327 57,087 52,912 57,789 57,597 9 201 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 977) 0 -77 30 947 1,024 977 977 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.5 0.6 98.8 91.5 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 2 29 23 33 26 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 78,092 COMMITMENTS 1,078 16,107 1,842 75,146 60,123 78,066 78,072 26 20 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,896) 30 1,547 -51 2,917 1,400 2,896 2,896 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 20.6 2.4 96.2 77.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 5 9 36 32 47 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,380 COMMITMENTS 830 0 0 41,265 42,190 42,095 42,190 285 190 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -95) 55 0 0 -150 -95 -95 -95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 97.4 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,455 COMMITMENTS 1,425 2,400 0 48,805 48,055 50,230 50,455 225 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 265) 20 0 0 245 265 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.8 0.0 96.7 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 281,840 COMMITMENTS 46,448 25 1,926 233,466 279,889 281,840 281,840 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 6,237) 5,504 -375 375 358 6,237 6,237 6,237 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 0.0 0.7 82.8 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 3 23 29 26 32 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,275 COMMITMENTS 6,228 1,051 1,303 16,910 22,608 24,441 24,962 834 313 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 555) 364 0 0 191 555 555 555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 4.2 5.2 66.9 89.4 96.7 98.8 3.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 5 23 29 29 36 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 38,903 COMMITMENTS 1,009 290 181 37,713 38,432 38,903 38,903 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 310) -391 23 81 620 206 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.7 0.5 96.9 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 2 16 17 21 20 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 297,012 COMMITMENTS 4,680 15,692 3,108 289,224 278,212 297,012 297,012 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 19,022 COMMITMENTS 730 646 1,102 16,362 16,256 18,194 18,004 828 1,018 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -88) 0 0 0 -65 -23 -65 -23 -23 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.4 5.8 86.0 85.5 95.6 94.6 4.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 15 16 18 19 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 140,585 COMMITMENTS 352 0 0 140,233 140,585 140,585 140,585 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,968) 0 0 0 1,968 1,968 1,968 1,968 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 12 12 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,819 COMMITMENTS 466 490 80 9,275 9,193 9,821 9,763 998 1,056 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 152) 0 0 0 152 152 152 152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.5 0.7 85.7 85.0 90.8 90.2 9.2 9.8 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 02/21/17 | --------------------------------------------------------------| 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 02/14/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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: 24) 3 0 0 12 14 15 14 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,685 COMMITMENTS 286 1,204 170 12,891 12,036 13,347 13,410 338 275 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 202) 0 115 0 179 67 179 182 23 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 8.8 1.2 94.2 88.0 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 2 21 21 23 26 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 154,060 COMMITMENTS 0 8,040 0 154,060 146,020 154,060 154,060 0 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,357) 0 -750 0 2,357 3,107 2,357 2,357 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 20 16 20 18 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,774 COMMITMENTS 449 674 1,885 19,416 19,215 21,750 21,774 24 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 24) -49 28 -28 101 24 24 24 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.1 8.7 89.2 88.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 3 19 14 22 18 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,030 COMMITMENTS 500 0 545 18,615 19,485 19,660 20,030 370 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 3,855) -70 0 45 3,880 3,830 3,855 3,875 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 2.7 92.9 97.3 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 3 19 15 22 18 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,275 COMMITMENTS 525 35 550 18,880 19,690 19,955 20,275 320 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 3,915) -15 35 25 3,905 3,855 3,915 3,915 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.2 2.7 93.1 97.1 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 3 21 15 24 18 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,980 COMMITMENTS 180 0 0 12,460 12,980 12,640 12,980 340 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,330 COMMITMENTS 350 130 25 26,654 27,175 27,029 27,330 301 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 4,480) 0 0 0 4,480 4,480 4,480 4,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.5 0.1 97.5 99.4 98.9 100.0 1.1 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,593 COMMITMENTS 420 125 15 23,875 24,453 24,310 24,593 283 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 4,400) 0 0 0 4,400 4,400 4,400 4,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.5 0.1 97.1 99.4 98.8 100.0 1.2 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,710 COMMITMENTS 200 575 0 18,165 18,075 18,365 18,650 345 60 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -275) 0 0 0 -275 -275 -275 -275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.1 0.0 97.1 96.6 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,070 COMMITMENTS 275 300 0 12,505 12,590 12,780 12,890 290 180 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -425) 0 0 0 -425 -425 -425 -425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.3 0.0 95.7 96.3 97.8 98.6 2.2 1.4 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,020 COMMITMENTS 0 600 75 18,905 18,330 18,980 19,005 40 15 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,920) 0 0 0 1,920 1,920 1,920 1,920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.4 99.4 96.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 15 14 16 17 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,316 COMMITMENTS 125 500 25 20,091 19,776 20,241 20,301 75 15 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,465) 0 0 0 1,465 1,465 1,465 1,465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.5 0.1 98.9 97.3 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 15 14 16 17 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 113,612 COMMITMENTS 495 3,102 730 112,372 109,780 113,597 113,612 15 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,775) 0 -70 20 1,775 1,825 1,795 1,775 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.7 0.6 98.9 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 8 5 36 34 43 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 133,236 COMMITMENTS 600 8,095 725 131,831 124,391 133,156 133,211 80 25 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,462) 0 1,165 0 2,462 1,292 2,462 2,457 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.1 0.5 98.9 93.4 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 187,811 COMMITMENTS 9,374 31,293 6,683 171,699 149,784 187,756 187,760 55 51 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -2,033) -86 906 356 -2,317 -3,289 -2,047 -2,027 14 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 16.7 3.6 91.4 79.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 8 12 12 42 48 57 65 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 125,242 COMMITMENTS 475 9,150 2,580 122,109 113,512 125,164 125,242 78 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -36) 0 0 0 -36 -36 -36 -36 0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,770 COMMITMENTS 1,475 200 25 44,160 45,520 45,660 45,745 110 25 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 745) 0 25 0 745 720 745 745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.4 0.1 96.5 99.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 1 26 13 28 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,000 COMMITMENTS 795 375 25 41,080 41,600 41,900 42,000 100 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 425) 0 0 0 425 425 425 425 0 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: 33) 2 3 1 26 14 28 18 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 28,467 COMMITMENTS 1,000 100 250 27,035 28,117 28,285 28,467 182 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -205) 0 0 0 -155 -205 -155 -205 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.4 0.9 95.0 98.8 99.4 100.0 0.6 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 02/21/17 | --------------------------------------------------------------| 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 02/14/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,120 COMMITMENTS 1,762 2,200 12 24,028 23,903 25,802 26,115 318 5 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 102) 85 0 0 77 102 162 102 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 8.4 0.0 92.0 91.5 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 2 1 21 22 27 25 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,611 COMMITMENTS 1,021 50 168 16,792 18,080 17,981 18,298 630 313 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -152) 0 0 0 -152 -152 -152 -152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.3 0.9 90.2 97.1 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,959 COMMITMENTS 2,118 4,817 536 32,142 29,606 34,796 34,959 163 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,005) 25 119 -34 1,014 920 1,005 1,005 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 13.8 1.5 91.9 84.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 3 3 32 27 37 32 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,108 COMMITMENTS 129 0 15 19,579 20,018 19,723 20,033 385 75 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 290) 0 0 0 530 230 530 230 -240 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.1 97.4 99.6 98.1 99.6 1.9 0.4 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,767 COMMITMENTS 0 1,673 85 22,516 21,009 22,601 22,767 166 0 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,320) 0 175 0 1,320 1,145 1,320 1,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.3 0.4 98.9 92.3 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 23 16 24 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,626 COMMITMENTS 0 0 0 14,320 14,308 14,320 14,308 306 318 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 371) 0 0 0 661 371 661 371 -290 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 97.8 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 13 17 13 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,610 COMMITMENTS 84 575 0 33,239 32,965 33,323 33,540 287 70 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -85) 0 0 0 -85 -85 -85 -85 0 0 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 17,905 COMMITMENTS 427 0 24 17,143 17,636 17,594 17,660 311 245 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 265) -5 0 -10 280 275 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.1 95.7 98.5 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 21 17 22 18 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,012 COMMITMENTS 650 0 0 12,237 12,915 12,887 12,915 125 97 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -5) -20 0 0 15 -5 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 94.0 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 24, 2017