CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 10,184 COMMITMENTS 2,065 1,060 35 8,077 9,083 10,177 10,178 7 6 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 212) 405 25 -194 -6 381 205 212 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 10.4 0.3 79.3 89.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 5 2 6 9 14 16 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 33,310 COMMITMENTS 17,760 11,410 600 14,950 21,300 33,310 33,310 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -200) -200 -200 0 0 0 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.3 34.3 1.8 44.9 63.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 6 3 8 5 15 12 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 32,810 COMMITMENTS 6,284 19,445 221 26,285 13,144 32,790 32,810 20 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 651) 50 -250 201 400 700 651 651 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 59.3 0.7 80.1 40.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 9 3 10 4 18 14 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 28,915 COMMITMENTS 5,417 666 3,296 20,197 24,953 28,910 28,915 5 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 6,207) 964 -124 801 4,437 5,530 6,202 6,207 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 2.3 11.4 69.8 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 5 5 10 12 21 20 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,069 COMMITMENTS 7,764 1,610 0 30,305 36,454 38,069 38,064 0 5 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 4.2 0.0 79.6 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 0 10 10 14 12 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 21,748 COMMITMENTS 3,663 14,048 675 17,400 7,025 21,738 21,748 10 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,870) 0 2,300 100 1,770 -530 1,870 1,870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 64.6 3.1 80.0 32.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 9 3 8 4 15 14 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 16,057 COMMITMENTS 6,807 2,772 0 9,250 13,285 16,057 16,057 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,160) 610 -90 0 550 1,250 1,160 1,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 17.3 0.0 57.6 82.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 0 6 4 12 9 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,463 COMMITMENTS 7,710 6,165 200 7,532 9,098 15,443 15,463 20 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 241) 343 -850 0 -101 1,091 241 241 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.9 39.9 1.3 48.7 58.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 1 8 8 15 11 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 22,175 COMMITMENTS 7,969 6,850 1,150 13,056 14,175 22,175 22,175 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,243) -507 50 -250 2,000 1,443 1,243 1,243 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 30.9 5.2 58.9 63.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 3 9 5 16 11 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,420 COMMITMENTS 8,670 7,150 100 6,650 8,170 15,420 15,420 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 1,850) 300 100 0 1,550 1,750 1,850 1,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.2 46.4 0.6 43.1 53.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 1 8 3 14 7 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,068,157 COMMITMENTS 997,397 54,048 634,469 3395882 4364367 5027748 5052884 40,409 15,273 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 38,414) -72,083 17,103 15,194 92,858 6,740 35,969 39,037 2,445 -623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 1.1 12.5 67.0 86.1 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 52 15 53 136 129 200 185 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,588,152 COMMITMENTS 109,805 49,098 711,642 764,473 826,750 1585920 1587490 2,232 662 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 97,999) -3,399 -4,572 59,176 42,280 43,525 98,057 98,130 -58 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.1 44.8 48.1 52.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 20 11 28 59 52 89 81 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,142 COMMITMENTS 1,350 898 420 151,426 168,053 153,196 169,371 21,946 5,771 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -20,166) -2,411 898 -30 -16,434 -20,420 -18,875 -19,552 -1,291 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.5 0.2 86.5 96.0 87.5 96.7 12.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 3 31 22 35 26 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,384 COMMITMENTS 539 0 124 98,977 99,864 99,640 99,988 3,744 3,396 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,058) -260 0 -35 -3,776 -3,974 -4,071 -4,009 13 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.1 95.7 96.6 96.4 96.7 3.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 26 29 28 30 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,117 COMMITMENTS 1,324 1,289 1,398 118,025 125,624 120,747 128,311 16,370 8,806 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -9,833) 1,034 32 -372 -9,452 -13,382 -8,790 -13,722 -1,043 3,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.9 1.0 86.1 91.6 88.1 93.6 11.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 2 25 26 28 28 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 892,744 COMMITMENTS 0 524 3,523 873,504 885,297 877,027 889,344 15,717 3,400 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -30,706) -18 54 -20 -29,285 -18,877 -29,323 -18,843 -1,383 -11,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.4 97.8 99.2 98.2 99.6 1.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 0 4 4 51 37 55 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,725 COMMITMENTS 5,647 1,210 1,156 347,283 351,580 354,086 353,946 5,639 5,779 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -15,408) -2,853 982 -600 -8,713 -14,429 -12,166 -14,047 -3,242 -1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.3 0.3 96.5 97.7 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 2 1 34 46 36 48 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,551 COMMITMENTS 694 0 1,204 261,497 268,618 263,395 269,822 9,156 2,729 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,303) -423 -625 -104 -6,074 -5,020 -6,601 -5,749 -702 -1,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.4 95.9 98.6 96.6 99.0 3.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 0 1 34 37 35 38 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,510 COMMITMENTS 1,760 0 824 107,940 102,683 110,524 103,507 4,986 12,003 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -747) 485 -310 -342 -872 -2,731 -729 -3,383 -18 2,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.7 93.4 88.9 95.7 89.6 4.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 2 23 23 25 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,280 COMMITMENTS 2,449 5,204 1,348 87,893 84,882 91,690 91,434 4,590 4,846 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,498) 101 -650 57 -7,848 -6,812 -7,690 -7,405 -808 -1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 5.4 1.4 91.3 88.2 95.2 95.0 4.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 2 22 23 25 26 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,743 COMMITMENTS 1,360 930 140 83,873 87,925 85,373 88,995 8,370 4,748 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,385) 773 -635 -217 -8,031 -6,420 -7,475 -7,272 90 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 1.0 0.1 89.5 93.8 91.1 94.9 8.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 16 15 17 17 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 155,311 COMMITMENTS 0 0 0 149,187 153,562 149,187 153,562 6,124 1,749 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,858) 0 0 0 -8,540 -7,753 -8,540 -7,753 682 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.1 98.9 96.1 98.9 3.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 25 25 25 25 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 423,399 COMMITMENTS 10,245 2,782 516 400,011 412,709 410,772 416,007 12,627 7,392 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,506) 7,522 1,860 -1,382 -13,017 1,091 -6,877 1,569 2,371 -6,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.7 0.1 94.5 97.5 97.0 98.3 3.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 4 1 1 54 40 58 42 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,484 COMMITMENTS 0 2,114 1,179 77,205 73,688 78,384 76,981 5,100 6,503 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -6,402) 0 -1,075 165 -2,983 -3,838 -2,818 -4,748 -3,584 -1,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 1.4 92.5 88.3 93.9 92.2 6.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 20 17 21 19 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,423 COMMITMENTS 674 0 2,060 68,098 64,716 70,832 66,776 1,591 5,647 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,886) -50 -248 545 -292 -3,115 203 -2,818 -2,089 932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 2.8 94.0 89.4 97.8 92.2 2.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 18 17 20 18 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,866 COMMITMENTS 7,078 0 0 72,393 77,190 79,471 77,190 1,395 3,676 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -50,405) -24,329 -11,129 0 -26,972 -39,153 -51,301 -50,282 896 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.0 0.0 89.5 95.5 98.3 95.5 1.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 17 13 17 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,047 COMMITMENTS 30,167 11,129 0 58,378 76,802 88,545 87,931 502 1,116 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -43,710) -16,529 -93 -10,571 -16,492 -32,147 -43,592 -42,811 -118 -899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 12.5 0.0 65.6 86.2 99.4 98.7 0.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 5 0 23 29 30 34 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,317 COMMITMENTS 0 0 0 43,914 41,765 43,914 41,765 403 2,552 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -13,237) -341 0 0 -12,648 -13,504 -12,989 -13,504 -248 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.1 94.2 99.1 94.2 0.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 17 15 17 15 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 251,832 COMMITMENTS 617 0 688 244,783 239,633 246,088 240,321 5,744 11,511 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 2,505) 617 -667 202 417 2,471 1,236 2,006 1,269 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.3 97.2 95.2 97.7 95.4 2.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 1 33 30 34 31 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,999 COMMITMENTS 745 143 256 64,404 67,589 65,405 67,988 7,594 5,011 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,677) -397 143 67 -1,658 -2,668 -1,988 -2,458 -689 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.2 0.4 88.2 92.6 89.6 93.1 10.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 13 13 15 14 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,334 COMMITMENTS 0 1,894 588 79,944 79,228 80,532 81,710 4,802 3,624 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -16,323) 0 -2,543 -60 -15,221 -13,700 -15,281 -16,303 -1,042 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.7 93.7 92.8 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 22 22 23 23 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 128,015 COMMITMENTS 3,462 476 481 115,341 121,895 119,284 122,852 8,731 5,163 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,737) -1,503 -509 -167 -6,385 -7,586 -8,055 -8,262 318 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.4 0.4 90.1 95.2 93.2 96.0 6.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 18 16 20 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,831 COMMITMENTS 553 619 450 97,283 101,742 98,286 102,811 5,545 1,020 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -864) -403 -95 217 -905 -755 -1,091 -633 227 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.6 0.4 93.7 98.0 94.7 99.0 5.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 19 20 21 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 129,706 COMMITMENTS 0 1,444 1,532 112,052 116,875 113,584 119,851 16,122 9,855 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -10,468) -301 -3,642 239 -9,401 -5,580 -9,463 -8,983 -1,005 -1,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 1.2 86.4 90.1 87.6 92.4 12.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 1 24 20 25 23 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,701 COMMITMENTS 1,302 0 0 12,019 14,845 13,321 14,845 2,380 856 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -7,967) -1,271 0 -124 -5,841 -8,079 -7,236 -8,203 -731 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 0.0 0.0 76.5 94.5 84.8 94.5 15.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 11 10 14 10 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,147 COMMITMENTS 0 0 0 16,198 16,868 16,198 16,868 949 279 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -9,734) -403 -2,108 0 -8,649 -7,099 -9,052 -9,207 -682 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.5 98.4 94.5 98.4 5.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 10 16 10 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 172,616 COMMITMENTS 8,201 5,248 1,785 153,435 159,657 163,421 166,690 9,195 5,926 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,593) -444 1,577 758 -5,491 -10,017 -5,177 -7,682 -3,416 -911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 3.0 1.0 88.9 92.5 94.7 96.6 5.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 4 4 37 32 41 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 83,480 COMMITMENTS 0 0 0 75,995 75,899 75,995 75,899 7,485 7,581 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,561) 0 0 0 -3,065 -327 -3,065 -327 -496 -3,234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.0 90.9 91.0 90.9 9.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 22 17 22 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 92,618 COMMITMENTS 0 0 0 88,065 88,409 88,065 88,409 4,553 4,209 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -5,488) 0 0 0 -6,024 -6,041 -6,024 -6,041 536 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.1 95.5 95.1 95.5 4.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 25 17 25 17 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 123,666 COMMITMENTS 4,214 0 0 99,900 117,587 104,114 117,587 19,552 6,079 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,902) -1,066 0 0 -2,973 -4,983 -4,039 -4,983 -863 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 0.0 80.8 95.1 84.2 95.1 15.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 18 15 20 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 159,473 COMMITMENTS 27,092 10,674 16,724 115,178 131,571 158,994 158,969 479 504 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,319) -1,914 678 82 -526 -3,253 -2,358 -2,492 39 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 6.7 10.5 72.2 82.5 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 11 13 19 45 46 67 67 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,544 COMMITMENTS 3,027 104 436 40,057 43,004 43,520 43,544 24 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 475) 139 104 24 288 347 451 475 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.2 1.0 92.0 98.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 3 26 24 31 28 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 404,698 COMMITMENTS 12,687 2,696 608 391,403 401,394 404,698 404,698 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,609) -2,255 2,064 -1,569 2,215 -2,104 -1,609 -1,609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.7 0.2 96.7 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 1 22 21 25 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,428,181 COMMITMENTS 32,392 114,460 44,760 1351029 1268961 1428181 1428181 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -68,213) -2,448 17,409 -14,444 -51,321 -71,178 -68,213 -68,213 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 8.0 3.1 94.6 88.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 6 3 38 39 47 46 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,972 COMMITMENTS 106 3,569 1,121 55,745 52,282 56,972 56,972 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -6,270) -562 -2,345 171 -5,879 -4,096 -6,270 -6,270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 6.3 2.0 97.8 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 7 5 23 21 29 29 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 347,215 COMMITMENTS 4,616 728 8,632 333,967 337,855 347,215 347,215 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -35,510) -3,152 0 0 -32,358 -35,102 -35,510 -35,102 0 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.2 2.5 96.2 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 1 25 25 29 26 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,490 COMMITMENTS 835 264 0 23,981 24,974 24,816 25,238 674 252 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,973) -64 98 -42 -1,611 -2,008 -1,717 -1,952 -256 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.0 0.0 94.1 98.0 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 0 21 22 25 25 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,140 COMMITMENTS 350 0 0 58,438 58,972 58,788 58,972 352 168 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,485) -50 0 0 -3,484 -3,640 -3,534 -3,640 49 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 98.8 99.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 26 26 27 26 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,580 COMMITMENTS 360 0 0 75,983 76,457 76,343 76,457 237 123 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,661) 10 0 0 -4,645 -4,660 -4,635 -4,660 -26 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 99.2 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 27 27 28 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,815 COMMITMENTS 700 600 0 29,541 30,015 30,241 30,615 574 200 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,479) -50 -100 0 -1,565 -1,399 -1,615 -1,499 136 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.9 0.0 95.9 97.4 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 19 15 20 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 321,344 COMMITMENTS 14,568 0 736 306,040 320,608 321,344 321,344 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -6,416) -3,552 0 736 -3,600 -7,152 -6,416 -6,416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.2 95.2 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 20 18 23 19 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 6,872 COMMITMENTS 547 774 43 5,729 5,712 6,319 6,529 553 343 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -116) -165 0 -44 73 -138 -136 -182 20 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 11.3 0.6 83.4 83.1 92.0 95.0 8.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 16 20 18 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,745 COMMITMENTS 830 0 325 12,110 13,360 13,265 13,685 480 60 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,035) 75 0 -75 -970 -940 -970 -1,015 -65 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.0 2.4 88.1 97.2 96.5 99.6 3.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 9 14 12 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,781 COMMITMENTS 0 750 0 36,501 35,911 36,501 36,661 280 120 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,040) 0 -175 -50 -2,990 -2,935 -3,040 -3,160 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 99.2 97.6 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 22 21 22 23 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,896 COMMITMENTS 1,175 100 0 24,511 25,666 25,686 25,766 210 130 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -215) 425 0 -75 -595 -250 -245 -325 30 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.4 0.0 94.7 99.1 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 22 19 24 20 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,808 COMMITMENTS 1,171 142 105 18,858 20,181 20,134 20,428 674 380 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -80) 456 -858 -42 -725 863 -311 -37 231 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.7 0.5 90.6 97.0 96.8 98.2 3.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 1 17 19 21 22 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,869 COMMITMENTS 395 4,239 507 55,761 51,880 56,663 56,626 206 243 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,818) -375 -95 -63 -2,571 -2,725 -3,009 -2,883 191 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 7.5 0.9 98.1 91.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 2 29 22 33 25 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,036 COMMITMENTS 1,348 14,746 1,670 70,997 57,502 74,015 73,918 21 118 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,500) -105 -1,817 -419 -2,983 -1,294 -3,507 -3,530 7 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 19.9 2.3 95.9 77.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 4 4 33 29 43 35 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,875 COMMITMENTS 850 0 0 43,885 44,875 44,735 44,875 140 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,580) -75 0 0 -3,540 -3,580 -3,615 -3,580 35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 97.8 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 22 10 23 10 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,365 COMMITMENTS 1,480 2,100 0 47,650 47,265 49,130 49,365 235 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,620) -100 0 0 -3,625 -3,620 -3,725 -3,620 105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 4.3 0.0 96.5 95.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 22 11 23 12 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 281,447 COMMITMENTS 38,854 400 1,551 241,042 279,496 281,447 281,447 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -18,670) 3,487 -4,080 0 -22,157 -14,590 -18,670 -18,670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 0.1 0.6 85.6 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 22 26 24 29 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,253 COMMITMENTS 4,911 1,304 1,309 17,228 21,139 23,448 23,752 805 501 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,046) 337 -474 -294 -2,047 -1,674 -2,004 -2,442 -42 396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 5.4 5.4 71.0 87.2 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 4 24 30 29 36 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 39,773 COMMITMENTS 711 262 0 39,062 39,511 39,773 39,773 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,166) -132 -100 0 -3,034 -3,066 -3,166 -3,166 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.7 0.0 98.2 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 17 13 20 14 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 295,938 COMMITMENTS 3,504 15,692 3,108 289,326 277,138 295,938 295,938 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -15,584) -3,504 -408 0 -11,672 -15,176 -15,176 -15,584 -408 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 5.3 1.1 97.8 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 14 18 16 19 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 19,132 COMMITMENTS 622 732 1,018 16,581 16,321 18,221 18,071 911 1,061 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,509) -161 0 -21 -1,815 -1,404 -1,997 -1,425 488 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 3.8 5.3 86.7 85.3 95.2 94.5 4.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 16 16 19 18 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,418 COMMITMENTS 508 469 185 8,667 8,665 9,360 9,319 1,058 1,099 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -841) -21 105 -105 -780 -1,031 -906 -1,031 65 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 4.5 1.8 83.2 83.2 89.8 89.5 10.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 12 15 14 18 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 72,540 COMMITMENTS 2,688 0 0 69,852 72,540 72,540 72,540 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -11,368) -352 0 -408 -10,200 -10,960 -10,960 -11,368 -408 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 12 10 14 10 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,479 COMMITMENTS 580 1,530 170 12,437 11,233 13,187 12,933 292 546 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,087) 99 -273 -21 -1,103 -983 -1,025 -1,277 -62 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 11.4 1.3 92.3 83.3 97.8 95.9 2.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 2 19 20 22 24 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 142,815 COMMITMENTS 0 9,310 0 142,815 133,505 142,815 142,815 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -10,257) -2,040 408 -408 -7,809 -9,033 -10,257 -9,033 0 -1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 19 12 19 14 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,357 COMMITMENTS 1,022 463 2,120 19,215 19,774 22,357 22,357 0 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,331) -664 0 128 -795 -1,459 -1,331 -1,331 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 2.1 9.5 85.9 88.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 19 14 22 18 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,710 COMMITMENTS 300 1,580 0 14,045 13,130 14,345 14,710 365 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -470) 0 -100 0 -435 -365 -435 -465 -35 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 10.7 0.0 95.5 89.3 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 12 15 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,510 COMMITMENTS 155 1,530 105 13,830 12,875 14,090 14,510 420 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -660) 0 -100 0 -625 -555 -625 -655 -35 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 10.5 0.7 95.3 88.7 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 14 11 15 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,630 COMMITMENTS 420 175 30 19,015 19,425 19,465 19,630 165 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,485) -5 -50 -20 -1,455 -1,415 -1,480 -1,485 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.9 0.2 96.9 99.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 21 16 24 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,018 COMMITMENTS 400 175 0 13,385 13,813 13,785 13,988 233 30 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -423) 25 0 -50 -375 -403 -400 -453 -23 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.2 0.0 95.5 98.5 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 19 13 21 14 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,455 COMMITMENTS 50 350 50 22,995 22,995 23,095 23,395 360 60 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,060) 0 -230 50 -1,080 -880 -1,030 -1,060 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.5 0.2 98.0 98.0 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 17 13 19 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,885 COMMITMENTS 0 640 10 16,720 16,170 16,730 16,820 155 65 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,005) 0 -105 0 -930 -900 -930 -1,005 -75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.8 0.1 99.0 95.8 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 14 12 15 15 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,291 COMMITMENTS 330 400 0 17,846 17,876 18,176 18,276 115 15 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -934) 20 -35 -20 -874 -879 -874 -934 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 2.2 0.0 97.6 97.7 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 15 12 16 14 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 108,635 COMMITMENTS 1,685 2,737 105 106,815 105,718 108,605 108,560 30 75 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,123) -340 472 0 -7,733 -8,124 -8,073 -7,652 -50 -471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.5 0.1 98.3 97.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 4 2 36 30 41 35 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 127,931 COMMITMENTS 2,254 6,367 415 125,237 121,054 127,906 127,836 25 95 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -10,065) -780 -768 -125 -9,100 -8,716 -10,005 -9,609 -60 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 5.0 0.3 97.9 94.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 8 4 39 34 45 43 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 180,388 COMMITMENTS 11,950 23,210 7,844 160,566 149,298 180,360 180,352 28 36 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -6,584) -357 -405 -585 -5,396 -5,590 -6,338 -6,580 -246 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 12.9 4.3 89.0 82.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 9 13 12 41 44 58 62 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 117,696 COMMITMENTS 6,037 6,424 1,788 109,787 109,444 117,612 117,656 84 40 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,882) -126 223 -263 -4,384 -4,877 -4,773 -4,917 -109 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 5.5 1.5 93.3 93.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 7 1 39 34 42 42 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,735 COMMITMENTS 1,630 825 100 32,930 33,785 34,660 34,710 75 25 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,845) -215 -375 20 -2,695 -2,480 -2,890 -2,835 45 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 2.4 0.3 94.8 97.3 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 21 11 24 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,495 COMMITMENTS 740 345 30 29,670 30,120 30,440 30,495 55 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,920) -135 50 0 -1,775 -1,960 -1,910 -1,910 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.1 0.1 97.3 98.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 1 22 13 24 16 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 29,850 COMMITMENTS 1,100 200 250 28,371 29,400 29,721 29,850 129 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,526) -50 0 0 -1,416 -1,521 -1,466 -1,521 -60 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.7 0.8 95.0 98.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 1 25 26 28 28 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 21,146 COMMITMENTS 2,325 0 0 18,821 21,026 21,146 21,026 0 120 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -580) -75 0 0 -505 -580 -580 -580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 0.0 0.0 89.0 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 19 17 21 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,974 COMMITMENTS 1,960 1,604 223 24,395 25,135 26,578 26,962 396 12 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,267) -496 63 -108 -708 -1,041 -1,312 -1,086 45 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 5.9 0.8 90.4 93.2 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 3 19 20 25 24 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,813 COMMITMENTS 910 25 334 16,904 18,096 18,148 18,455 665 358 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,502) -431 25 25 -1,561 -1,399 -1,967 -1,349 465 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.1 1.8 89.9 96.2 96.5 98.1 3.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 2 19 18 22 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,932 COMMITMENTS 2,986 5,448 530 31,235 28,931 34,751 34,909 181 23 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,264) 88 -120 -200 -2,907 -2,967 -3,019 -3,287 -245 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 15.6 1.5 89.4 82.8 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 3 27 23 32 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,060 COMMITMENTS 268 0 15 18,147 19,015 18,430 19,030 630 30 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,933) 152 -250 -152 -2,148 -1,561 -2,148 -1,963 215 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.1 95.2 99.8 96.7 99.8 3.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 23 19 25 21 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,055 COMMITMENTS 0 1,734 85 21,788 20,236 21,873 22,055 182 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,720) -160 -138 0 -1,515 -1,437 -1,675 -1,575 -45 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.9 0.4 98.8 91.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 1 20 13 21 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,584 COMMITMENTS 0 0 0 12,720 13,087 12,720 13,087 864 497 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -129) 0 -50 0 -556 -181 -556 -231 427 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.6 96.3 93.6 96.3 6.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 12 15 12 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,155 COMMITMENTS 100 750 0 33,743 33,405 33,843 34,155 312 0 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -410) 0 85 -35 -368 -443 -403 -393 -7 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 2.2 0.0 98.8 97.8 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 0 28 24 29 27 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 16,425 COMMITMENTS 419 0 42 15,614 16,138 16,075 16,180 350 245 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -900) 12 -50 -12 -1,240 -1,033 -1,240 -1,095 340 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.3 95.1 98.3 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 21 15 22 16 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,424 COMMITMENTS 755 0 0 12,669 13,420 13,424 13,420 0 4 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 360) 66 0 -21 320 377 365 356 -5 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 0.0 94.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 21 16 22 16
Updated January 13, 2017