CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 7,613 COMMITMENTS 1,455 175 0 6,154 7,432 7,609 7,607 4 6 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -10) 40 -35 0 -50 25 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 2.3 0.0 80.8 97.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 0 6 10 12 13 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 32,190 COMMITMENTS 17,240 11,359 600 14,350 20,231 32,190 32,190 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 200) 0 -200 0 200 400 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.6 35.3 1.9 44.6 62.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 4 3 8 5 16 10 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 43,236 COMMITMENTS 15,876 20,503 20 27,340 22,713 43,236 43,236 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 860) 360 340 0 500 520 860 860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 47.4 0.0 63.2 52.5 100.0 100.0 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 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 28,800 COMMITMENTS 4,720 6,071 575 23,483 22,119 28,778 28,765 22 35 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 528) 470 2,171 50 7 -1,688 527 533 1 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 21.1 2.0 81.5 76.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 10 2 9 11 18 21 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,922 COMMITMENTS 7,989 2,367 0 30,933 36,545 38,922 38,912 0 10 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 275) 0 -125 0 275 400 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 6.1 0.0 79.5 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 5 0 8 11 11 16 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,110 COMMITMENTS 6,955 15,753 275 26,880 18,082 34,110 34,110 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 180) 0 420 0 200 -240 200 180 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 46.2 0.8 78.8 53.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 7 2 8 5 15 13 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 24,410 COMMITMENTS 5,050 7,680 0 19,360 16,730 24,410 24,410 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 740) -20 -340 0 760 1,080 740 740 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 31.5 0.0 79.3 68.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 7 0 7 4 11 11 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,230 COMMITMENTS 9,280 6,820 0 5,950 8,410 15,230 15,230 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 230) 180 505 0 50 -275 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 44.8 0.0 39.1 55.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 5 0 6 9 12 14 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 28,330 COMMITMENTS 10,410 16,050 700 17,220 11,580 28,330 28,330 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 1,690) 1,300 3,200 0 390 -1,510 1,690 1,690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 56.7 2.5 60.8 40.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 6 3 7 6 14 13 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 18,695 COMMITMENTS 8,795 5,800 100 9,800 12,795 18,695 18,695 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 375) 975 550 0 -600 -175 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 31.0 0.5 52.4 68.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 3 1 8 4 17 7 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 14,115 COMMITMENTS 1,975 1,300 175 11,965 12,640 14,115 14,115 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 1,915) 125 175 140 1,650 1,600 1,915 1,915 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 9.2 1.2 84.8 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 4 2 7 10 13 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,554,857 COMMITMENTS 1104562 63,220 852,266 3559394 4625439 5516222 5540925 38,635 13,932 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 154,979) -23,688 -3,627 78,805 99,469 82,153 154,586 157,331 393 -2,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.1 15.3 64.1 83.3 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 65 14 62 132 125 209 189 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 243,884 COMMITMENTS 44,914 75,352 49,301 147,090 118,742 241,305 243,395 2,579 489 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 23,889) 2,989 28,067 -5,157 25,957 979 23,789 23,889 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 30.9 20.2 60.3 48.7 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 11 14 18 28 22 48 45 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,680 COMMITMENTS 1,998 2,650 957 160,922 171,517 163,877 175,124 17,803 6,556 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -15,553) -430 924 -118 -14,193 -15,318 -14,741 -14,512 -812 -1,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.5 0.5 88.6 94.4 90.2 96.4 9.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 4 4 31 30 35 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,360 COMMITMENTS 1,083 0 217 88,763 92,697 90,063 92,914 5,297 2,446 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -16,225) -312 0 62 -15,419 -14,010 -15,669 -13,948 -556 -2,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.2 93.1 97.2 94.4 97.4 5.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 2 28 29 30 31 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,617 COMMITMENTS 0 3,050 993 129,276 135,199 130,269 139,242 17,348 8,375 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -10,869) 0 -2,702 213 -10,990 -8,669 -10,777 -11,158 -92 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.7 87.6 91.6 88.2 94.3 11.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 3 25 26 28 29 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,047,712 COMMITMENTS 397 1,884 8,030 1028412 1035952 1036839 1045866 10,873 1,846 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 6,380) -595 -586 -1,112 7,707 8,166 6,000 6,468 380 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.8 98.2 98.9 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 2 3 53 38 56 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 428,059 COMMITMENTS 8,387 55 813 403,199 420,125 412,399 420,993 15,660 7,066 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -7,444) -1,849 -1,387 4 -6,397 -3,749 -8,242 -5,132 798 -2,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.2 94.2 98.1 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 1 2 31 41 34 43 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,778 COMMITMENTS 1,051 55 3,090 318,573 326,405 322,714 329,550 12,064 5,228 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,339) -1,966 55 185 -6,637 -8,090 -8,418 -7,850 79 -489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.9 95.2 97.5 96.4 98.4 3.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 1 3 36 42 39 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,831 COMMITMENTS 158 6 2,275 154,579 146,466 157,012 148,747 3,819 12,084 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,257) 158 -2,562 602 -4,800 -2,557 -4,040 -4,517 -1,217 -740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 1.4 96.1 91.1 97.6 92.5 2.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 2 28 29 30 31 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,716 COMMITMENTS 7,771 4,273 1,234 92,446 96,642 101,451 102,149 4,265 3,567 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -10,971) -1,338 -1,500 -256 -9,540 -8,351 -11,134 -10,107 163 -864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 4.0 1.2 87.4 91.4 96.0 96.6 4.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 1 20 24 23 26 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,735 COMMITMENTS 2,251 0 843 86,666 92,173 89,760 93,016 8,975 5,719 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,008) 128 -1,293 -206 -5,898 -3,439 -5,976 -4,938 -32 -1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.9 87.8 93.4 90.9 94.2 9.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 17 18 18 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 166,254 COMMITMENTS 0 0 0 158,407 163,980 158,407 163,980 7,847 2,274 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,767) 0 0 0 -8,958 -8,970 -8,958 -8,970 191 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 98.6 95.3 98.6 4.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 26 26 26 26 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,212 COMMITMENTS 1,472 0 0 45,402 50,471 46,874 50,471 7,338 3,741 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,210) -240 0 0 -5,536 -4,615 -5,776 -4,615 566 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 83.7 93.1 86.5 93.1 13.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 13 13 14 13 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,750 COMMITMENTS 1,980 450 0 13,614 15,430 15,594 15,880 1,156 870 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,990) -1,240 0 0 -5,409 -6,364 -6,649 -6,364 -341 -626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.7 0.0 81.3 92.1 93.1 94.8 6.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 8 11 10 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 565,224 COMMITMENTS 41,862 8,618 6,326 508,500 539,844 556,688 554,788 8,536 10,436 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,331) 2,080 -34 -1,023 -5,202 -4,123 -4,145 -5,180 -1,186 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 1.5 1.1 90.0 95.5 98.5 98.2 1.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 5 4 6 53 49 61 56 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,473 COMMITMENTS 1,782 2,457 1,684 110,320 110,239 113,786 114,380 7,687 7,093 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -11,496) 952 -1,523 157 -12,685 -9,518 -11,576 -10,884 80 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.0 1.4 90.8 90.8 93.7 94.2 6.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 5 20 18 25 24 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,706 COMMITMENTS 309 0 248 76,678 74,999 77,235 75,247 2,471 4,459 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,206) -340 0 66 -4,693 -5,415 -4,967 -5,349 -239 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.3 96.2 94.1 96.9 94.4 3.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 16 18 17 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,348 COMMITMENTS 0 0 0 86,368 83,001 86,368 83,001 980 4,347 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -63,137) -31,830 -5,698 0 -30,157 -55,399 -61,987 -61,097 -1,150 -2,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 95.0 98.9 95.0 1.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 14 13 14 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,812 COMMITMENTS 31,830 6,088 0 82,712 109,180 114,542 115,268 2,270 1,544 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -79,121) -37,355 -2,175 -1,049 -41,864 -73,872 -80,268 -77,096 1,147 -2,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 5.2 0.0 70.8 93.5 98.1 98.7 1.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 9 0 21 36 28 45 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,122 COMMITMENTS 0 0 0 69,241 66,102 69,241 66,102 881 4,020 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -14,071) 0 0 0 -14,067 -15,350 -14,067 -15,350 -4 1,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 94.3 98.7 94.3 1.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 16 21 16 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 277,073 COMMITMENTS 0 1,160 808 263,756 267,691 264,564 269,659 12,509 7,414 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -10,709) 0 -230 -137 -13,225 -9,885 -13,362 -10,252 2,653 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.3 95.2 96.6 95.5 97.3 4.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 30 30 31 31 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 25,760 COMMITMENTS 960 1,710 0 22,450 21,670 23,410 23,380 2,350 2,380 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -4,650) 0 -558 -93 -4,185 -3,188 -4,278 -3,839 -372 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 6.6 0.0 87.2 84.1 90.9 90.8 9.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 0 13 9 15 12 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,930 COMMITMENTS 0 1,912 273 108,827 108,132 109,100 110,317 5,830 4,613 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 432) 0 -1,092 -552 3,405 3,538 2,853 1,894 -2,421 -1,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.2 94.7 94.1 94.9 96.0 5.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 18 21 19 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 145,188 COMMITMENTS 4,826 0 1,568 129,445 138,203 135,839 139,771 9,349 5,417 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,318) 103 -468 -412 -5,882 -5,096 -6,191 -5,976 -127 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 1.1 89.2 95.2 93.6 96.3 6.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 17 15 20 17 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,964 COMMITMENTS 0 0 0 111,151 117,510 111,151 117,510 8,813 2,454 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,003) 0 0 0 -1,784 -678 -1,784 -678 -219 -1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.7 98.0 92.7 98.0 7.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 21 16 21 16 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 49,574 COMMITMENTS 0 300 0 47,980 48,850 47,980 49,150 1,594 424 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,976) 0 0 0 -4,526 -3,137 -4,526 -3,137 550 -839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.8 98.5 96.8 99.1 3.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 9 12 9 13 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,263 COMMITMENTS 198 0 1,114 105,543 108,249 106,855 109,363 5,408 2,900 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -7,234) -291 -300 248 -6,143 -7,581 -6,186 -7,633 -1,048 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 1.0 94.0 96.4 95.2 97.4 4.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 21 18 22 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 148,170 COMMITMENTS 1,515 349 1,686 132,037 136,841 135,238 138,876 12,932 9,294 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,541) 572 -3,977 198 -11,676 -4,425 -10,906 -8,204 2,365 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 1.1 89.1 92.4 91.3 93.7 8.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 28 21 30 23 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,200 COMMITMENTS 0 0 0 15,080 14,810 15,080 14,810 120 390 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,178) 0 0 0 -961 -1,054 -961 -1,054 -217 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 97.4 99.2 97.4 0.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 9 15 9 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 185,246 COMMITMENTS 17,561 6,247 3,221 156,511 160,760 177,293 170,228 7,953 15,018 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,579) 3,417 -1,829 800 -8,643 -7,030 -4,426 -8,059 -1,153 2,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 3.4 1.7 84.5 86.8 95.7 91.9 4.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 4 30 26 36 31 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 84,456 COMMITMENTS 0 0 0 70,906 74,734 70,906 74,734 13,550 9,722 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,730) -368 0 -420 -3,298 -4,162 -4,086 -4,582 356 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.0 88.5 84.0 88.5 16.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 16 17 16 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 92,730 COMMITMENTS 0 0 0 83,911 88,202 83,911 88,202 8,819 4,528 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -7,200) 0 0 0 -6,728 -7,696 -6,728 -7,696 -472 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.5 95.1 90.5 95.1 9.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 13 19 13 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 119,031 COMMITMENTS 0 0 0 104,622 107,186 104,622 107,186 14,409 11,845 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,297) 0 0 0 -5,686 -3,612 -5,686 -3,612 -611 -2,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.9 90.0 87.9 90.0 12.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 15 21 15 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 63,609 COMMITMENTS 5,152 0 0 52,025 58,047 57,177 58,047 6,432 5,562 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,645) -840 0 0 -1,419 -2,574 -2,259 -2,574 -386 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.0 81.8 91.3 89.9 91.3 10.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 14 16 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 112,259 COMMITMENTS 17,936 10,541 3,394 90,524 97,751 111,854 111,686 405 573 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -9,092) -2,354 -719 -650 -5,260 -6,508 -8,264 -7,877 -828 -1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 9.4 3.0 80.6 87.1 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 13 10 15 43 44 61 64 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 47,343 COMMITMENTS 7,087 592 183 40,073 46,568 47,343 47,343 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 1,008) 175 0 108 725 900 1,008 1,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 1.3 0.4 84.6 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 2 27 27 34 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 412,990 COMMITMENTS 22,552 4,352 2,224 388,214 406,414 412,990 412,990 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 5,375) 2,824 -360 -1,704 4,255 7,439 5,375 5,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.1 0.5 94.0 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 2 24 22 28 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,273,960 COMMITMENTS 25,949 142,393 15,634 1232377 1115933 1273960 1273960 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -43,443) 1,909 3,135 -3,000 -30,727 -34,953 -31,818 -34,818 -11,625 -8,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 11.2 1.2 96.7 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 6 2 34 39 40 45 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,383 COMMITMENTS 1,610 3,980 2,152 62,621 60,251 66,383 66,383 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,763) 242 545 -504 -2,501 -2,804 -2,763 -2,763 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 6.0 3.2 94.3 90.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 8 8 21 22 31 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 295,020 COMMITMENTS 1,216 9,921 0 293,804 285,099 295,020 295,020 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,199) 0 -1,849 0 -8,199 -6,350 -8,199 -8,199 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.4 0.0 99.6 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 0 15 16 16 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 334,933 COMMITMENTS 392 10,079 7,122 327,419 317,732 334,933 334,933 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -27,967) 0 3,911 -750 -27,217 -31,128 -27,967 -27,967 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.0 2.1 97.8 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 1 20 24 22 27 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 22,433 COMMITMENTS 256 263 210 21,544 21,303 22,010 21,776 423 657 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,338) -90 40 -23 -2,288 -2,203 -2,401 -2,186 63 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.2 0.9 96.0 95.0 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 1 22 19 25 21 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,652 COMMITMENTS 535 11,400 50 59,828 49,202 60,413 60,652 239 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -636) 265 1,150 50 -871 -1,486 -556 -286 -80 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 18.8 0.1 98.6 81.1 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 27 26 29 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 77,713 COMMITMENTS 640 11,400 50 76,853 66,148 77,543 77,598 170 115 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,056) 295 1,200 50 -2,103 -3,141 -1,758 -1,891 -298 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 14.7 0.1 98.9 85.1 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 1 27 26 30 28 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,690 COMMITMENTS 700 1,050 0 32,792 32,490 33,492 33,540 198 150 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,545) 0 -50 0 -1,523 -1,485 -1,523 -1,535 -22 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.1 0.0 97.3 96.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 23 16 24 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 266,520 COMMITMENTS 15,864 0 736 249,920 265,784 266,520 266,520 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -8,720) -752 0 0 -7,968 -8,720 -8,720 -8,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.3 93.8 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 20 19 23 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,395 COMMITMENTS 659 831 0 6,714 5,882 7,373 6,713 22 682 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -358) -24 54 0 -311 -428 -335 -374 -23 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 11.2 0.0 90.8 79.5 99.7 90.8 0.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 19 19 23 21 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,567 COMMITMENTS 900 1,032 0 6,502 6,235 7,402 7,267 165 300 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -305) -100 0 0 -200 -305 -300 -305 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 13.6 0.0 85.9 82.4 97.8 96.0 2.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 12 13 13 14 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,612 COMMITMENTS 0 1,050 0 41,612 40,462 41,612 41,512 0 100 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,191) 0 -50 0 -2,186 -2,131 -2,186 -2,181 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.0 100.0 97.2 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 24 23 24 24 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,556 COMMITMENTS 825 0 0 24,551 25,556 25,376 25,556 180 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -755) -175 0 0 -580 -755 -755 -755 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 96.1 100.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 21 22 23 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 19,025 COMMITMENTS 863 106 422 17,419 17,966 18,704 18,494 321 531 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -838) -253 0 0 -607 -769 -860 -769 22 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.6 2.2 91.6 94.4 98.3 97.2 1.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 2 24 18 27 21 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,617 COMMITMENTS 280 5,677 285 55,975 50,391 56,540 56,353 77 264 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,979) -50 245 -60 -2,914 -3,236 -3,024 -3,051 45 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 10.0 0.5 98.9 89.0 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 4 2 30 23 33 27 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 73,860 COMMITMENTS 1,175 14,596 951 71,700 58,237 73,826 73,784 34 76 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,457) 214 -2,620 -209 -5,430 -2,631 -5,425 -5,460 -32 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 19.8 1.3 97.1 78.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 6 6 32 29 43 38 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,575 COMMITMENTS 1,305 420 300 42,525 43,635 44,130 44,355 445 220 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 3,290) -210 420 300 3,955 2,590 4,045 3,310 -755 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.9 0.7 95.4 97.9 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 19 9 22 10 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,750 COMMITMENTS 1,680 2,820 300 51,565 50,630 53,545 53,750 205 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 3,970) -410 420 300 5,210 3,250 5,100 3,970 -1,130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 5.2 0.6 95.9 94.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 24 13 27 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 285,575 COMMITMENTS 46,688 1,200 1,160 237,727 283,215 285,575 285,575 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -17,740) -7,200 750 -750 -9,790 -17,740 -17,740 -17,740 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 0.4 0.4 83.2 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 1 23 28 25 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,294 COMMITMENTS 5,513 1,239 790 16,269 20,992 22,572 23,021 722 273 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,435) -1,255 134 -108 -1,026 -2,438 -2,389 -2,412 -46 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 5.3 3.4 69.8 90.1 96.9 98.8 3.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 4 4 21 30 25 36 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 36,689 COMMITMENTS 996 128 327 35,366 36,234 36,689 36,689 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,313) -6 -243 -54 -2,253 -2,016 -2,313 -2,313 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.3 0.9 96.4 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 2 16 16 20 19 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 321,078 COMMITMENTS 9,450 17,285 2,331 309,297 301,462 321,078 321,078 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,089) 2,769 1,201 -777 -8,081 -6,138 -6,089 -5,714 0 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.4 0.7 96.3 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 18 17 21 19 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 19,089 COMMITMENTS 676 606 1,102 16,866 16,191 18,644 17,899 445 1,190 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,343) -143 0 0 -814 -1,552 -957 -1,552 -386 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.2 5.8 88.4 84.8 97.7 93.8 2.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 18 17 22 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,585 COMMITMENTS 880 554 247 12,333 11,896 13,460 12,697 125 888 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -464) 23 -181 -23 -418 -207 -418 -411 -46 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 4.1 1.8 90.8 87.6 99.1 93.5 0.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 20 19 23 22 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 169,263 COMMITMENTS 14,040 5,530 0 155,223 163,733 169,263 169,263 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -6,221) 0 -750 0 -4,721 -5,096 -4,721 -5,846 -1,500 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 3.3 0.0 91.7 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 19 14 20 15 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,175 COMMITMENTS 0 795 1,356 17,819 17,024 19,175 19,175 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 26) 0 0 0 26 26 26 26 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 7.1 92.9 88.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 2 16 15 18 18 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 173,738 COMMITMENTS 0 2,921 0 173,738 170,817 173,738 173,738 0 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 13 14 14 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,150 COMMITMENTS 800 0 245 15,375 16,905 16,420 17,150 730 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,935) 100 0 -100 -1,795 -1,650 -1,795 -1,750 -140 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 1.4 89.7 98.6 95.7 100.0 4.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 3 20 13 23 16 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,295 COMMITMENTS 785 0 365 15,865 16,930 17,015 17,295 280 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,960) 235 0 -135 -1,990 -1,640 -1,890 -1,775 -70 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 2.1 91.7 97.9 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 3 22 14 26 17 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,325 COMMITMENTS 180 0 0 10,885 11,325 11,065 11,325 260 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -910) 0 0 0 -735 -910 -735 -910 -175 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 96.1 100.0 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 12 12 13 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,833 COMMITMENTS 1,425 0 0 29,757 31,805 31,182 31,805 651 28 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,955) 0 0 0 -3,627 -3,920 -3,627 -3,920 -328 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 0.0 93.5 99.9 98.0 99.9 2.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 16 14 18 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,214 COMMITMENTS 1,325 0 0 27,487 29,190 28,812 29,190 402 24 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,720) -70 0 -15 -3,360 -3,710 -3,445 -3,725 -275 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 0.0 94.1 99.9 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 16 13 19 13 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,535 COMMITMENTS 0 425 0 14,355 13,950 14,355 14,375 180 160 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,490) 0 -125 0 -1,110 -1,425 -1,110 -1,550 -380 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 98.8 96.0 98.8 98.9 1.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 12 14 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,058 COMMITMENTS 0 1,775 75 22,943 21,208 23,018 23,058 40 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 2,085) 0 1,125 0 2,085 1,220 2,085 2,345 0 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.3 99.5 92.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 1 17 18 18 22 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,336 COMMITMENTS 100 1,600 25 25,171 23,711 25,296 25,336 40 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 1,629) 0 1,150 0 1,629 724 1,629 1,874 0 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.3 0.1 99.3 93.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 1 18 16 19 20 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 104,381 COMMITMENTS 465 3,027 360 103,531 100,909 104,356 104,296 25 85 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -3,318) -175 -210 -165 -1,913 -2,968 -2,253 -3,343 -1,065 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.9 0.3 99.2 96.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 4 3 35 32 39 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 124,808 COMMITMENTS 415 6,002 280 124,048 118,476 124,743 124,758 65 50 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -7,709) -200 -1,620 -210 -5,862 -5,874 -6,272 -7,704 -1,437 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 4.8 0.2 99.4 94.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 7 3 36 33 40 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 194,661 COMMITMENTS 8,962 22,853 11,899 173,532 159,795 194,393 194,547 268 114 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -5,684) -901 -3,470 96 -4,500 225 -5,305 -3,149 -379 -2,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 11.7 6.1 89.1 82.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 9 13 11 43 40 59 57 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 125,532 COMMITMENTS 1,688 8,986 2,315 121,480 114,201 125,483 125,502 49 30 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,282) 365 -182 -15 -1,790 -25 -1,440 -222 -842 -2,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.2 1.8 96.8 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 7 3 36 31 40 40 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,285 COMMITMENTS 860 750 30 47,270 47,480 48,160 48,260 125 25 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,800) -155 100 0 -1,095 -745 -1,250 -645 -550 -1,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.6 0.1 97.9 98.3 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 21 13 24 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,310 COMMITMENTS 550 650 0 44,660 44,635 45,210 45,285 100 25 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,385) -45 -75 0 -790 -190 -835 -265 -550 -1,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.4 0.0 98.6 98.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 20 11 21 12 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 29,044 COMMITMENTS 975 0 225 27,681 28,749 28,881 28,974 163 70 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -580) 25 0 -25 -208 -465 -208 -490 -372 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.8 95.3 99.0 99.4 99.8 0.6 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 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 19,796 COMMITMENTS 1,800 0 0 17,996 19,736 19,796 19,736 0 60 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,618) -200 0 0 -1,418 -1,528 -1,618 -1,528 0 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.0 90.9 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 19 17 21 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,954 COMMITMENTS 1,290 1,925 0 23,745 23,969 25,035 25,894 919 60 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,982) -174 -150 0 -1,751 -1,411 -1,925 -1,561 -57 -421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 7.4 0.0 91.5 92.4 96.5 99.8 3.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 19 18 20 20 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,103 COMMITMENTS 1,118 0 7 15,353 16,826 16,478 16,833 625 270 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -862) -34 0 0 -718 -747 -752 -747 -110 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 0.0 89.8 98.4 96.3 98.4 3.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 16 17 18 18 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,053 COMMITMENTS 1,540 4,207 395 31,924 29,388 33,859 33,990 194 63 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,704) -2 -475 0 -1,442 -853 -1,444 -1,328 -260 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 12.4 1.2 93.7 86.3 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 4 1 26 21 30 26 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,442 COMMITMENTS 50 0 0 22,327 22,328 22,377 22,328 65 114 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -967) 5 0 -5 -802 -598 -802 -603 -165 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.5 99.5 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 24 20 25 20 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,831 COMMITMENTS 0 1,535 85 20,626 19,211 20,711 20,831 120 0 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,339) 0 -70 0 -1,043 -1,159 -1,043 -1,229 -296 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 0.4 99.0 92.2 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 21 15 22 18 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,778 COMMITMENTS 180 525 5 33,475 32,878 33,660 33,408 118 370 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,544) 0 0 0 -1,197 -1,380 -1,197 -1,380 -347 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.6 0.0 99.1 97.3 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 26 23 28 25 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 18,885 COMMITMENTS 633 0 0 18,048 18,595 18,681 18,595 204 290 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 5) -172 0 -8 206 115 26 107 -21 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.0 95.6 98.5 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 22 18 24 18 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 15,225 COMMITMENTS 985 0 0 13,410 14,675 14,395 14,675 830 550 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -280) -40 0 0 -160 -243 -200 -243 -80 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 0.0 88.1 96.4 94.5 96.4 5.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 19 15 21 15
Updated April 14, 2017