CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 7,867 COMMITMENTS 1,614 429 0 6,244 7,432 7,858 7,861 9 6 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 25) 25 25 0 0 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 5.5 0.0 79.4 94.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 0 5 9 12 13 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 32,130 COMMITMENTS 16,980 11,959 600 14,550 19,571 32,130 32,130 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 100) 100 100 0 0 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 37.2 1.9 45.3 60.9 100.0 100.0 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 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 39,936 COMMITMENTS 13,776 20,313 20 26,140 19,603 39,936 39,936 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 392) 392 50 0 0 342 392 392 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 50.9 0.0 65.5 49.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 10 2 9 6 17 16 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,009 COMMITMENTS 2,563 2,617 611 21,756 21,751 24,930 24,979 79 30 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 1,740) -30 745 120 1,593 875 1,683 1,740 57 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 10.5 2.4 87.0 87.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 8 4 11 11 20 21 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,344 COMMITMENTS 7,989 2,402 0 30,355 35,932 38,344 38,334 0 10 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 200) 0 200 0 200 50 200 250 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 6.3 0.0 79.2 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 5 0 9 10 12 15 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,730 COMMITMENTS 8,425 14,933 275 26,030 19,522 34,730 34,730 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 43.0 0.8 74.9 56.2 100.0 100.0 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 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 21,595 COMMITMENTS 4,290 8,540 0 17,305 13,055 21,595 21,595 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 39.5 0.0 80.1 60.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 7 0 8 4 11 11 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 14,850 COMMITMENTS 8,700 6,265 0 6,150 8,585 14,850 14,850 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -600) 150 -350 0 -750 -250 -600 -600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 42.2 0.0 41.4 57.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 0 7 8 14 12 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 27,120 COMMITMENTS 8,960 11,000 700 17,460 15,420 27,120 27,120 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 650) 250 350 0 400 300 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 40.6 2.6 64.4 56.9 100.0 100.0 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 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 18,070 COMMITMENTS 7,620 5,850 100 10,350 12,120 18,070 18,070 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 100) 50 50 0 50 50 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 32.4 0.6 57.3 67.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 1 9 3 17 7 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 10,400 COMMITMENTS 285 1,225 1,000 9,115 8,175 10,400 10,400 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 11.8 9.6 87.6 78.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 5 1 6 9 8 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,260,912 COMMITMENTS 948,464 73,264 823,589 3452777 4348301 5224830 5245154 36,082 15,758 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 127,697) 37,061 40,293 121 91,285 86,868 128,467 127,282 -770 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 1.4 15.7 65.6 82.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 63 11 59 135 126 205 189 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 220,983 COMMITMENTS 40,135 15,047 63,441 115,264 141,847 218,840 220,335 2,143 648 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 6,222) 1,050 -585 3,517 1,655 3,290 6,222 6,222 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 6.8 28.7 52.2 64.2 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 14 15 28 23 45 42 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,545 COMMITMENTS 2,958 1,240 847 154,596 171,999 158,401 174,086 22,144 6,459 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -9,440) 1,283 -126 -319 -12,864 -8,624 -11,900 -9,069 2,460 -371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.7 0.5 85.6 95.3 87.7 96.4 12.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 4 30 25 34 30 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 96,130 COMMITMENTS 466 0 90 90,240 93,010 90,796 93,100 5,334 3,030 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,672) -2,339 0 0 -4,794 -5,677 -7,133 -5,677 2,461 1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.1 93.9 96.8 94.5 96.8 5.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 1 26 28 27 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,997 COMMITMENTS 0 2,400 824 115,098 120,103 115,922 123,327 16,075 8,670 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,663) -589 -101 -202 -8,279 -11,119 -9,070 -11,422 407 2,759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.6 87.2 91.0 87.8 93.4 12.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 2 24 23 26 26 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 977,499 COMMITMENTS 184 3,291 6,334 959,918 966,022 966,436 975,647 11,063 1,852 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,356) 172 873 -70 -2,942 -4,756 -2,840 -3,953 -1,516 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.6 98.2 98.8 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 3 5 52 39 57 44 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 387,119 COMMITMENTS 5,658 807 1,348 364,888 375,909 371,894 378,064 15,225 9,055 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -19,215) -537 807 -421 -21,441 -20,681 -22,399 -20,295 3,184 1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.2 0.3 94.3 97.1 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 1 1 30 37 32 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,774 COMMITMENTS 3,138 0 1,783 290,289 295,594 295,210 297,377 6,564 4,397 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -13,782) 573 -687 1 -15,121 -16,491 -14,547 -17,177 765 3,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.6 96.2 98.0 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 0 3 37 40 40 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,120 COMMITMENTS 0 1,146 1,150 122,776 115,529 123,926 117,825 7,194 13,295 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,118) -341 -2,955 -515 -5,796 -4,412 -6,652 -7,882 1,534 2,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.9 93.6 88.1 94.5 89.9 5.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 2 26 26 28 28 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,817 COMMITMENTS 5,217 5,923 1,005 93,701 93,857 99,923 100,785 4,894 4,032 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -3,211) 88 -1,167 -90 -1,371 -1,757 -1,373 -3,014 -1,838 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.7 1.0 89.4 89.5 95.3 96.2 4.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 1 23 21 26 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 13,913 COMMITMENTS 0 0 0 12,993 13,851 12,993 13,851 920 62 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,972) 0 0 0 -8,396 -8,894 -8,396 -8,894 -576 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.4 99.6 93.4 99.6 6.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 11 12 11 12 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,893 COMMITMENTS 2,245 0 209 76,817 81,782 79,271 81,991 8,622 5,902 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -6,517) 1,566 -2,314 -291 -7,953 -4,919 -6,678 -7,524 161 1,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.2 87.4 93.0 90.2 93.3 9.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 17 16 18 17 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 164,983 COMMITMENTS 0 0 0 157,409 161,900 157,409 161,900 7,574 3,083 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -10,324) 0 0 0 -10,113 -10,514 -10,113 -10,514 -211 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.4 98.1 95.4 98.1 4.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 26 24 26 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 530,483 COMMITMENTS 19,061 1,962 6,186 491,420 511,177 516,667 519,325 13,816 11,158 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -13,390) 1,868 -579 -418 -18,531 -13,059 -17,081 -14,056 3,691 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.4 1.2 92.6 96.4 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 1 6 48 44 56 50 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,470 COMMITMENTS 334 2,847 1,518 89,380 89,622 91,232 93,987 10,238 7,483 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -210) 334 56 29 -2,669 134 -2,306 219 2,096 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.8 1.5 88.1 88.3 89.9 92.6 10.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 19 17 21 21 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,884 COMMITMENTS 0 177 185 74,110 73,088 74,295 73,450 2,589 3,434 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,057) -248 -505 185 -3,648 -3,927 -3,711 -4,247 -1,346 -810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.2 96.4 95.1 96.6 95.5 3.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 15 16 16 17 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 130,520 COMMITMENTS 38,254 3,441 0 91,739 125,622 129,993 129,063 527 1,457 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -39,930) -28,483 434 -1,554 -9,636 -38,653 -39,673 -39,773 -257 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 2.6 0.0 70.3 96.2 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 6 0 18 40 27 46 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,615 COMMITMENTS 0 0 0 65,879 63,977 65,879 63,977 736 2,638 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,383) 0 -463 0 -4,743 -3,841 -4,743 -4,304 360 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 96.0 98.9 96.0 1.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 14 21 14 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 258,579 COMMITMENTS 0 922 773 249,887 247,466 250,660 249,161 7,919 9,418 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,161) 0 -1,028 -92 -9,767 -7,803 -9,859 -8,923 1,698 762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.3 96.6 95.7 96.9 96.4 3.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 1 31 30 32 31 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,286 COMMITMENTS 0 2,140 245 90,173 90,311 90,418 92,696 8,868 6,590 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7,696) 0 -2,476 -62 -13,703 -5,751 -13,765 -8,289 6,069 593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.2 90.8 91.0 91.1 93.4 8.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 16 20 17 21 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 137,179 COMMITMENTS 4,701 0 309 123,719 131,499 128,729 131,808 8,450 5,371 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,205) 833 -1,451 -92 -4,348 -4,671 -3,607 -6,214 -598 2,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.2 90.2 95.9 93.8 96.1 6.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 15 15 17 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,109 COMMITMENTS 0 0 0 93,742 98,937 93,742 98,937 8,367 3,172 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,045) -775 0 0 -2,532 -4,562 -3,307 -4,562 -738 517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 96.9 91.8 96.9 8.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 16 18 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,812 COMMITMENTS 151 0 214 115,006 116,772 115,371 116,986 5,441 3,826 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,185) -66 -1,934 -32 -3,910 -2,365 -4,008 -4,331 -177 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.2 95.2 96.7 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 21 17 22 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 142,941 COMMITMENTS 1,360 962 1,372 122,377 132,112 125,109 134,446 17,832 8,495 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,251) -1,546 -3,161 794 -4,465 -4,394 -5,217 -6,761 -34 1,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.7 1.0 85.6 92.4 87.5 94.1 12.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 25 20 27 22 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,423 COMMITMENTS 0 248 0 15,257 15,989 15,257 16,237 1,166 186 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,028) -336 -392 0 -4,268 -3,138 -4,604 -3,530 576 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 92.9 97.4 92.9 98.9 7.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 12 11 12 12 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,090 COMMITMENTS 682 0 0 26,317 28,346 26,999 28,346 2,091 744 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,862) -94 0 -186 -3,929 -4,470 -4,209 -4,656 -653 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 90.5 97.4 92.8 97.4 7.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 11 13 11 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 183,616 COMMITMENTS 10,606 4,215 2,812 162,532 165,838 175,950 172,865 7,666 10,751 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -9,042) -1,441 -1,402 221 -10,316 -11,561 -11,536 -12,742 2,494 3,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 2.3 1.5 88.5 90.3 95.8 94.1 4.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 3 3 31 26 35 30 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 87,224 COMMITMENTS 2,444 0 240 75,225 79,437 77,909 79,677 9,315 7,547 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,391) 1,898 0 -186 -5,891 -3,248 -4,179 -3,434 -212 -957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.3 86.2 91.1 89.3 91.3 10.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 17 17 19 18 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,424 COMMITMENTS 0 0 0 85,922 89,392 85,922 89,392 7,502 4,032 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,546) 0 0 0 -7,179 -5,232 -7,179 -5,232 1,633 -314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.0 95.7 92.0 95.7 8.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 15 20 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 124,508 COMMITMENTS 0 0 0 107,968 110,852 107,968 110,852 16,540 13,656 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7,385) -3,323 0 0 -6,591 -11,940 -9,914 -11,940 2,529 4,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.7 89.0 86.7 89.0 13.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 13 18 13 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 117,720 COMMITMENTS 21,566 11,905 4,285 91,569 101,334 117,420 117,524 300 196 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7,147) -2,534 -3,563 693 -5,518 -4,301 -7,359 -7,171 212 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 10.1 3.6 77.8 86.1 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 10 14 11 44 47 62 64 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,981 COMMITMENTS 2,261 634 2,240 39,480 41,107 43,981 43,981 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7) -235 -991 1,444 -1,192 -460 17 -7 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.4 5.1 89.8 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 3 3 27 26 32 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 386,183 COMMITMENTS 12,989 7,220 3,732 369,462 375,231 386,183 386,183 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -17,648) -1,932 7,212 -5,300 -9,552 -19,560 -16,784 -17,648 -864 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.9 1.0 95.7 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 1 21 23 25 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,280,150 COMMITMENTS 27,040 121,404 28,201 1224909 1130545 1280150 1280150 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -67,865) -283 -7,698 -1,102 -66,480 -59,065 -67,865 -67,865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 9.5 2.2 95.7 88.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 4 3 36 40 44 45 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,710 COMMITMENTS 1,298 4,072 1,374 60,038 57,264 62,710 62,710 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,080) -423 -900 -201 -1,456 -979 -2,080 -2,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 6.5 2.2 95.7 91.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 7 7 23 22 31 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 291,003 COMMITMENTS 608 13,338 328 290,067 277,337 291,003 291,003 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -12,208) -6,664 1,944 0 -5,544 -14,152 -12,208 -12,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 4.6 0.1 99.7 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 1 15 14 17 19 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 285,798 COMMITMENTS 0 6,168 7,872 277,926 271,758 285,798 285,798 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -26,704) -1,056 352 -352 -25,296 -26,704 -26,704 -26,704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 2.8 97.2 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 21 23 22 25 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 21,453 COMMITMENTS 172 160 296 20,923 20,014 21,391 20,470 62 983 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,480) -359 -129 256 -2,337 -3,125 -2,440 -2,998 -40 518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.7 1.4 97.5 93.3 99.7 95.4 0.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 20 20 24 22 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,621 COMMITMENTS 270 1,850 0 49,012 47,531 49,282 49,381 339 240 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,546) -40 1,800 0 -4,496 -6,326 -4,536 -4,526 -10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 3.7 0.0 98.8 95.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 0 26 24 27 26 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,178 COMMITMENTS 295 1,800 0 64,669 63,173 64,964 64,973 214 205 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,051) -40 1,600 0 -8,012 -9,621 -8,052 -8,021 1 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.8 0.0 99.2 96.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 27 26 28 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,160 COMMITMENTS 700 550 0 31,943 32,425 32,643 32,975 517 185 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 460) 0 0 0 185 445 185 445 275 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.7 0.0 96.3 97.8 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 22 18 23 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 289,904 COMMITMENTS 17,576 0 736 269,480 288,464 287,792 289,200 2,112 704 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -10,072) 0 0 0 -12,184 -10,776 -12,184 -10,776 2,112 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.3 93.0 99.5 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 1 21 19 24 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,084 COMMITMENTS 466 777 40 6,983 6,584 7,489 7,401 595 683 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 307) 0 0 0 247 245 247 245 60 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 9.6 0.5 86.4 81.4 92.6 91.6 7.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 20 19 22 21 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,812 COMMITMENTS 0 635 0 38,549 38,000 38,549 38,635 263 177 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 1,625) 0 0 0 1,367 1,560 1,367 1,560 258 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 99.3 97.9 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 0 26 23 26 25 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,449 COMMITMENTS 1,100 50 0 25,029 26,236 26,129 26,286 320 163 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 300) 0 0 0 190 267 190 267 110 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.2 0.0 94.6 99.2 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 23 20 25 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,394 COMMITMENTS 1,272 40 442 18,241 19,237 19,955 19,719 439 675 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 54) 0 0 0 17 16 17 16 37 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.2 2.2 89.4 94.3 97.8 96.7 2.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 3 22 22 26 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,319 COMMITMENTS 380 4,135 327 53,593 49,675 54,300 54,137 19 182 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,112) -20 -521 0 -4,099 -3,559 -4,119 -4,080 7 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 7.6 0.6 98.7 91.5 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 4 2 29 24 33 28 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,342 COMMITMENTS 716 16,580 1,323 72,280 56,370 74,319 74,273 23 69 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,771) -57 200 -784 -3,917 -4,236 -4,758 -4,820 -13 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 22.3 1.8 97.2 75.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 8 6 33 30 41 40 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,725 COMMITMENTS 735 0 0 36,715 37,485 37,450 37,485 275 240 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,235) -90 0 0 -5,135 -5,285 -5,225 -5,285 -10 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 97.3 99.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 21 10 22 10 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,030 COMMITMENTS 1,310 2,400 0 44,505 43,630 45,815 46,030 215 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,685) -125 0 0 -5,550 -5,685 -5,675 -5,685 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 5.2 0.0 96.7 94.8 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 23 14 24 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 267,600 COMMITMENTS 43,707 450 2,301 221,592 264,849 267,600 267,600 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -22,463) -806 0 0 -21,657 -22,463 -22,463 -22,463 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 0.2 0.9 82.8 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 3 24 27 27 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,829 COMMITMENTS 6,054 998 1,067 15,920 21,488 23,041 23,553 788 276 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,825) -88 -136 -236 -1,455 -1,416 -1,779 -1,788 -46 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 4.2 4.5 66.8 90.2 96.7 98.8 3.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 4 23 30 28 36 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 36,045 COMMITMENTS 629 268 130 35,286 35,647 36,045 36,045 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,088) -334 -22 -51 -1,703 -2,015 -2,088 -2,088 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.7 0.4 97.9 98.9 100.0 100.0 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 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 294,644 COMMITMENTS 4,680 15,692 3,108 286,856 275,844 294,644 294,644 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -15,720) 0 0 0 -15,720 -15,720 -15,720 -15,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 5.3 1.1 97.4 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 17 17 19 18 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 18,383 COMMITMENTS 945 606 1,102 15,548 15,737 17,595 17,445 788 938 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -811) 215 -40 0 -986 -691 -771 -731 -40 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 3.3 6.0 84.6 85.6 95.7 94.9 4.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 16 15 19 17 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,584 COMMITMENTS 192 714 170 11,921 10,935 12,283 11,819 301 765 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,261) -94 -510 0 -1,130 -1,221 -1,224 -1,731 -37 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 5.7 1.4 94.7 86.9 97.6 93.9 2.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 2 17 20 20 24 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 146,780 COMMITMENTS 0 6,280 0 146,780 140,500 146,780 146,780 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7,974) 0 -1,760 0 -7,974 -6,214 -7,974 -7,974 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 16 18 17 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,047 COMMITMENTS 161 616 1,562 18,324 17,869 20,047 20,047 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,626) -288 -83 -298 -920 -1,245 -1,506 -1,626 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.1 7.8 91.4 89.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 19 13 21 16 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 186,472 COMMITMENTS 0 3,232 0 186,472 183,240 186,472 186,472 0 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 14 14 15 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,130 COMMITMENTS 700 0 345 17,315 18,785 18,360 19,130 770 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,500) 200 0 -200 -1,900 -1,300 -1,900 -1,500 400 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 1.8 90.5 98.2 96.0 100.0 4.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 3 19 14 22 17 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,380 COMMITMENTS 550 0 500 18,030 18,880 19,080 19,380 300 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,495) 25 -35 -50 -1,450 -1,410 -1,475 -1,495 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 2.6 93.0 97.4 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 3 22 15 25 18 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,360 COMMITMENTS 180 0 0 11,880 12,360 12,060 12,360 300 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -520) 0 0 0 -480 -520 -480 -520 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 96.1 100.0 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 11 12 12 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,840 COMMITMENTS 0 75 0 32,557 32,735 32,557 32,810 283 30 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,335) -50 -55 -25 -1,237 -1,285 -1,312 -1,365 -23 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.1 99.7 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 15 16 16 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,680 COMMITMENTS 70 75 15 30,325 30,590 30,410 30,680 270 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -798) -50 -50 0 -730 -748 -780 -798 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.0 98.8 99.7 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 14 17 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,790 COMMITMENTS 0 550 0 15,310 15,180 15,310 15,730 480 60 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,845) -200 -25 0 -2,780 -2,820 -2,980 -2,845 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 97.0 96.1 97.0 99.6 3.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 14 13 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,528 COMMITMENTS 0 250 75 19,348 19,188 19,423 19,513 105 15 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -542) 0 -50 0 -607 -492 -607 -542 65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.4 99.1 98.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 11 16 12 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,647 COMMITMENTS 100 150 25 20,388 20,457 20,513 20,632 134 15 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -484) -25 -50 0 -518 -434 -543 -484 59 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 0.1 98.7 99.1 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 12 15 13 17 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 108,184 COMMITMENTS 345 2,817 570 107,084 104,757 107,999 108,144 185 40 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -6,993) -75 -235 -160 -6,913 -6,638 -7,148 -7,033 155 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.6 0.5 99.0 96.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 8 5 35 33 41 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 126,997 COMMITMENTS 470 6,947 715 125,722 119,330 126,907 126,992 90 5 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,586) -230 -1,318 -10 -8,341 -7,238 -8,581 -8,566 -5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.5 0.6 99.0 94.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 7 5 38 34 43 42 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 190,830 COMMITMENTS 8,183 24,126 12,793 169,757 153,873 190,733 190,792 97 38 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 340) -1,397 -7,685 5,771 -4,074 2,268 300 354 40 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 12.6 6.7 89.0 80.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 7 14 10 41 42 55 59 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 121,938 COMMITMENTS 415 8,998 2,330 119,136 110,570 121,881 121,898 57 40 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -3,712) -60 -162 -250 -3,392 -3,340 -3,702 -3,752 -10 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 7.4 1.9 97.7 90.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 7 2 37 33 39 41 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,255 COMMITMENTS 1,065 75 30 47,040 48,125 48,135 48,230 120 25 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,850) -360 -100 5 -1,490 -1,755 -1,845 -1,850 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.2 0.1 97.5 99.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 24 12 26 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,925 COMMITMENTS 645 150 0 44,185 44,705 44,830 44,855 95 70 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,515) -100 -150 -25 -1,415 -1,365 -1,540 -1,540 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.3 0.0 98.4 99.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 23 11 24 13 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 30,032 COMMITMENTS 950 0 250 28,667 29,722 29,867 29,972 165 60 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 685) -50 -100 0 752 785 702 685 -17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.8 95.5 99.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 1 26 25 27 26 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 22,053 COMMITMENTS 2,200 0 0 19,853 21,843 22,053 21,843 0 210 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 50 200 50 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 90.0 99.0 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 20 19 22 19 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,880 COMMITMENTS 1,464 2,100 0 24,694 24,504 26,158 26,604 722 276 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 44) -348 -100 -12 11 -115 -349 -227 393 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 7.8 0.0 91.9 91.2 97.3 99.0 2.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 0 18 18 20 20 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,765 COMMITMENTS 1,152 0 7 15,946 17,463 17,105 17,470 660 295 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,201) 131 -50 -161 -1,186 -957 -1,216 -1,168 15 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 0.0 89.8 98.3 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 17 17 19 18 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,425 COMMITMENTS 1,532 4,057 455 30,239 27,841 32,226 32,353 199 72 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -3,519) -586 -941 -65 -2,904 -2,585 -3,555 -3,591 36 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 12.5 1.4 93.3 85.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 2 29 23 33 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,776 COMMITMENTS 45 0 5 19,481 19,656 19,531 19,661 245 115 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -839) -84 0 -10 -810 -944 -904 -954 65 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 98.5 99.4 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 22 18 23 19 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,090 COMMITMENTS 0 1,430 85 20,484 19,575 20,569 21,090 521 0 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,797) 0 -243 0 -2,152 -1,554 -2,152 -1,797 355 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 0.4 97.1 92.8 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 21 16 22 19 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,496 COMMITMENTS 0 450 0 34,196 33,676 34,196 34,126 300 370 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 69) -84 -125 0 145 -106 61 -231 8 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 99.1 97.6 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 27 22 27 23 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 18,356 COMMITMENTS 505 0 8 17,404 17,984 17,917 17,992 439 364 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -806) 13 0 -13 -934 -912 -934 -925 128 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 94.8 98.0 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 20 16 21 17 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,275 COMMITMENTS 665 0 0 11,880 13,230 12,545 13,230 730 45 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -682) 25 0 0 -1,377 -727 -1,352 -727 670 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 89.5 99.7 94.5 99.7 5.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 19 15 20 15
Updated March 10, 2017