CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        7,817
COMMITMENTS
   1,415      429        0    6,398    7,382    7,813    7,811        4        6

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -100)
    -199        0        0      104     -100      -95     -100       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      5.5      0.0     81.8     94.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        0        6        9       12       13                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       32,820
COMMITMENTS
  17,140   11,859      600   15,080   20,361   32,820   32,820        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         11)
     100     -250        0      -89      261       11       11        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.2     36.1      1.8     45.9     62.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        3       10        6       17       12                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       42,376
COMMITMENTS
  15,466   20,313       70   26,840   21,993   42,376   42,376        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        550)
     350       50        0      200      500      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5     47.9      0.2     63.3     51.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        9        3        9        6       18       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       42,181
COMMITMENTS
   4,689    2,446    4,568   32,883   35,126   42,141   42,141       40       40

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      7,215)
   1,155      499      934    5,152    5,783    7,240    7,215      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      5.8     10.8     78.0     83.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        7       11       12       12       31       23                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       38,317
COMMITMENTS
   7,989    2,042        0   30,328   36,265   38,317   38,307        0       10

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          7)
       0        0        0        7        7        7        7        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      5.3      0.0     79.2     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        5        0        9       11       12       16                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       33,830
COMMITMENTS
   6,855   15,233      275   26,680   18,322   33,810   33,830       20        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          0)
    -250        0        0      250        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     45.0      0.8     78.9     54.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        2        8        5       15       12                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       21,395
COMMITMENTS
   4,390    8,240        0   17,005   13,155   21,395   21,395        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          0)
     200        0        0     -200        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     38.5      0.0     79.5     61.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        8        0        8        4       11       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       14,551
COMMITMENTS
   8,651    6,315        0    5,900    8,236   14,551   14,551        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         -2)
      -1        0        0        0       -2       -2       -2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.5     43.4      0.0     40.5     56.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        0        7        8       14       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       27,291
COMMITMENTS
   8,981   12,200      700   17,610   14,391   27,291   27,291        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        -25)
      -3      250        0      -22     -275      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9     44.7      2.6     64.5     52.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        3       11        6       18       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       18,420
COMMITMENTS
   7,820    5,350      100   10,500   12,970   18,420   18,420        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          0)
       0     -250        0        0      250        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5     29.0      0.5     57.0     70.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        1        9        3       17        7                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       16,628
COMMITMENTS
     785    1,408    1,466   14,378   13,754   16,628   16,628        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        -19)
       0     -296      114     -133      163      -19      -19        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      8.5      8.8     86.5     82.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        4       11       12       17       18                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,472,376
COMMITMENTS
 1117506   55,879  764,447  3552779  4637888  5434732  5458214   37,644   14,162

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     34,459)
  19,266     -301  -43,469   58,074   79,510   33,871   35,740      588   -1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      1.0     14.0     64.9     84.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      66       14       64      135      130      213      198                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,681,197
COMMITMENTS
 165,784  102,367  695,749  791,152  855,299  1652685  1653416   28,512   27,782

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:   -129,418)
   6,331   13,488  -89,477  -72,291  -78,512 -155,437 -154,501   26,019   25,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      6.1     41.4     47.1     50.9     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      18       14       27       56       53       86       82                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      194,806
COMMITMENTS
   3,438    2,002    1,649  172,379  186,523  177,466  190,174   17,340    4,632

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      5,190)
  -1,410      670      354    8,649    6,382    7,593    7,406   -2,403   -2,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.0      0.8     88.5     95.7     91.1     97.6      8.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        5       30       28       35       34                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      110,375
COMMITMENTS
   1,586        0        0  102,778  107,743  104,364  107,743    6,011    2,632

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,595)
   1,586      -28     -431      946    2,841    2,101    2,382      494      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     93.1     97.6     94.6     97.6      5.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       28       30       29       30                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      158,954
COMMITMENTS
     185    1,749    1,914  139,691  147,175  141,790  150,838   17,164    8,116

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     12,094)
     185      115      342   12,263   11,402   12,790   11,859     -696      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.1      1.2     87.9     92.6     89.2     94.9     10.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        2       27       25       29       29                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,072,842
COMMITMENTS
      75    5,465    6,856  1055752  1058647  1062683  1070968   10,159    1,874

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     33,088)
     -31    2,171     -537   34,270   31,534   33,702   33,168     -614      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.6     98.4     98.7     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       1        4        6       54       38       60       44                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      433,377
COMMITMENTS
   8,122    1,506    1,075  409,740  422,996  418,937  425,577   14,440    7,800

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     17,011)
   1,262      783      427   16,455   15,104   18,144   16,314   -1,133      697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.3      0.2     94.5     97.6     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        2        2       35       46       38       50                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      333,186
COMMITMENTS
   3,551        0    2,732  321,075  326,712  327,358  329,444    5,828    3,742

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     15,435)
   2,701     -321     -171   13,607   18,903   16,137   18,411     -702   -2,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.8     96.4     98.1     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        0        3       41       45       45       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      166,380
COMMITMENTS
     435    2,429    1,774  158,995  151,238  161,204  155,441    5,176   10,939

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     14,405)
     435    2,065      152   13,600   15,355   14,187   17,572      218   -3,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.5      1.1     95.6     90.9     96.9     93.4      3.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        2       30       29       32       32                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,032
COMMITMENTS
   8,119    7,465      981  101,794  101,366  110,894  109,812    3,138    4,220

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        488)
   1,191   -1,497     -173    1,115    4,299    2,133    2,629   -1,645   -2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      6.5      0.9     89.3     88.9     97.2     96.3      2.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        1       24       23       28       26                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,235
COMMITMENTS
       0      450        0   35,229   35,213   35,229   35,663    1,006      572

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,480)
       0      450        0    3,394    2,640    3,394    3,090       86      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     97.2     97.2     97.2     98.4      2.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       15       19       15       20                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,543
COMMITMENTS
   1,753    1,753      320   82,803   85,250   84,876   87,323    8,667    6,220

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,837)
   1,218    1,329     -518    2,987    3,082    3,687    3,893      150      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.9      0.3     88.5     91.1     90.7     93.4      9.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       18       17       19       19                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      174,586
COMMITMENTS
       0        0        0  167,179  172,450  167,179  172,450    7,407    2,136

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      4,900)
       0        0        0    5,743    5,106    5,743    5,106     -843     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.8     98.8     95.8     98.8      4.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        0        0       28       28       28       28                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,909
COMMITMENTS
   1,712        0        0   51,425   56,643   53,137   56,643    6,772    3,266

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,190)
   1,712        0        0      268    4,538    1,980    4,538      210   -2,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.0     85.8     94.5     88.7     94.5     11.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       15       15       15                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,650
COMMITMENTS
   3,160      540        0   19,879   22,012   23,039   22,552      611    1,098

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      2.3      0.0     84.1     93.1     97.4     95.4      2.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       12       17       14       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      560,239
COMMITMENTS
  34,854    8,140    6,323  510,471  535,764  551,648  550,227    8,591   10,012

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     21,035)
    -751      125      589   22,210   22,537   22,048   23,251   -1,013   -2,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      1.5      1.1     91.1     95.6     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7        3        7       54       51       64       58                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,575
COMMITMENTS
       0    4,806    1,593  119,375  113,380  120,968  119,779    7,607    8,796

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      8,873)
    -182    1,816     -539   10,512    7,111    9,791    8,388     -918      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.7      1.2     92.8     88.2     94.1     93.2      5.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        6        4       22       18       26       24                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,517
COMMITMENTS
       0      492        0   19,359   19,533   19,359   20,025    1,158      492

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,800)
       0      120        0    1,591    1,591    1,591    1,711      209       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0     94.4     95.2     94.4     97.6      5.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       16       15       16       16                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,620
COMMITMENTS
     925        0      120   80,109   78,908   81,154   79,028    2,466    4,592

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         61)
     188        0       29     -214     -820        3     -791       58      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.1     95.8     94.4     97.1     94.5      2.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       18       18       19       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      138,163
COMMITMENTS
  26,992    2,626        0  110,623  131,568  137,615  134,194      548    3,969

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     35,886)
  23,482    2,626        0   13,046   35,124   36,528   37,750     -642   -1,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      1.9      0.0     80.1     95.2     99.6     97.1      0.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8        5        0       21       32       29       37                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      183,304
COMMITMENTS
  63,502    4,664    1,679  116,983  175,360  182,164  181,703    1,140    1,601

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     37,410)
  21,798    1,223    1,619   13,440   34,362   36,857   37,204      553      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6      2.5      0.9     63.8     95.7     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12       10        5       28       48       44       59                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,261
COMMITMENTS
       0        0        0   78,376   76,760   78,376   76,760      885    2,501

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,841)
       0        0        0    3,661    5,994    3,661    5,994      180   -2,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.9     96.8     98.9     96.8      1.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       18       28       18       28                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       21,371
COMMITMENTS
       0        0        0   21,003   20,826   21,003   20,826      368      545

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.3     97.4     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       14       12       14                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      284,005
COMMITMENTS
     216        0    1,313  275,793  274,942  277,322  276,255    6,683    7,750

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     13,331)
     216     -956      241   13,318   14,830   13,775   14,115     -444     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.5     97.1     96.8     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        1       32       32       33       33                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       29,984
COMMITMENTS
     990    2,538       93   26,760   24,348   27,843   26,979    2,141    3,005

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,740)
     813    1,530        0    3,291    3,563    4,104    5,093     -364   -1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      8.5      0.3     89.2     81.2     92.9     90.0      7.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       16       13       18       18                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,883
COMMITMENTS
       0    4,024       93  100,629  100,269  100,722  104,386    8,161    4,497

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      6,853)
       0      574       62    6,794    6,876    6,856    7,512       -3     -659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.7      0.1     92.4     92.1     92.5     95.9      7.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       19       23       20       26                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      147,396
COMMITMENTS
   5,552    1,537      473  132,506  141,177  138,531  143,187    8,865    4,209

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,346)
   1,090    1,537      151    1,924    3,180    3,165    4,868      181   -1,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.0      0.3     89.9     95.8     94.0     97.1      6.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       17       16       19       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,642
COMMITMENTS
       0        0        0  111,890  116,125  111,890  116,125    8,752    4,517

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     14,820)
       0        0        0   14,747   14,391   14,747   14,391       73      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.7     96.3     92.7     96.3      7.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       16       21       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,800
COMMITMENTS
       0      270        0   43,786   44,135   43,786   44,405    1,014      395

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     97.7     98.5     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       11       16       11       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      117,232
COMMITMENTS
     732      849      251  111,126  114,180  112,109  115,280    5,123    1,952

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -1,226)
     732       26       11   -1,615     -784     -872     -747     -354     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.7      0.2     94.8     97.4     95.6     98.3      4.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       21       18       23       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      152,498
COMMITMENTS
     283    3,145    1,733  138,998  139,157  141,014  144,035   11,484    8,463

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      5,411)
    -533    2,953     -384    7,195    3,056    6,278    5,625     -867     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.1      1.1     91.1     91.3     92.5     94.5      7.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        3       29       24       32       27                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,758
COMMITMENTS
       0        0        0   15,421   15,244   15,421   15,244      337      514

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.9     96.7     97.9     96.7      2.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       10       16       10       16                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,119
COMMITMENTS
       0      308        0   24,196   25,627   24,196   25,935    1,923      184

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -564)
       0       60        0     -893     -622     -893     -562      329       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     92.6     98.1     92.6     99.3      7.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       16       17       16       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,956
COMMITMENTS
   2,212        0        0   30,269   34,216   32,481   34,216    2,475      740

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      5,866)
   1,530        0        0    4,012    5,870    5,542    5,870      324       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      0.0      0.0     86.6     97.9     92.9     97.9      7.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       19       14       21       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      190,180
COMMITMENTS
  14,144    6,543    2,331  165,842  169,679  182,317  178,553    7,863   11,627

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        208)
      62    1,144        0       48   -1,924      110     -780       98      988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      3.4      1.2     87.2     89.2     95.9     93.9      4.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        2       32       30       36       34                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       86,605
COMMITMENTS
     368        0      420   74,836   78,427   75,624   78,847   10,981    7,758

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        359)
    -150        0      150      783      661      783      811     -424     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.5     86.4     90.6     87.3     91.0     12.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       19       20       20                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       97,696
COMMITMENTS
       0        0        0   89,129   93,664   89,129   93,664    8,567    4,032

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,248)
       0        0        0    1,308    1,676    1,308    1,676      -60     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.2     95.9     91.2     95.9      8.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       16       21       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      121,204
COMMITMENTS
       0        0        0  105,263  109,402  105,263  109,402   15,941   11,802

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -124)
       0        0        0    1,796      118    1,796      118   -1,920     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.8     90.3     86.8     90.3     13.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       14       20       14                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       63,668
COMMITMENTS
   5,992        0        0   51,856   59,852   57,848   59,852    5,820    3,816

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      4,604)
   2,782        0        0    1,000    2,524    3,782    2,524      822    2,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      0.0      0.0     81.4     94.0     90.9     94.0      9.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       16       15       16                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      153,248
COMMITMENTS
  23,069   11,384   14,618  115,131  126,909  152,818  152,911      430      337

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        808)
    -433      -71      272      894      556      734      757       74       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      7.4      9.5     75.1     82.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      13       11       17       43       47       63       68                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       50,620
COMMITMENTS
   6,844      357      285   43,490   49,978   50,620   50,620        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        328)
   1,460        0     -685     -447    1,013      328      328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      0.7      0.6     85.9     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        2        2       25       29       31       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      428,534
COMMITMENTS
  15,377    4,392    5,992  407,165  418,150  428,534  428,534        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        400)
   2,708   -4,412   -1,084   -1,224    5,896      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.0      1.4     95.0     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        2       21       24       25       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,300,936
COMMITMENTS
  27,040  134,454   18,634  1255262  1147848  1300936  1300936        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,126)
       0    1,553   -1,185    4,311    2,758    3,126    3,126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     10.3      1.4     96.5     88.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        5        3       36       40       44       46                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       68,060
COMMITMENTS
   1,762    3,925    1,686   64,612   62,450   68,060   68,060        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,203)
     815      -71      389    1,999    2,885    3,203    3,203        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      5.8      2.5     94.9     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        7        8       23       24       32       34                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      300,947
COMMITMENTS
   1,216   12,074        0  299,731  288,873  300,947  300,947        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      4,464)
       0   -1,296        0    4,464    5,760    4,464    4,464        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      4.0      0.0     99.6     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        0       16       16       17       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      340,521
COMMITMENTS
       0    6,168    7,872  332,649  326,481  340,521  340,521        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     29,567)
       0        0        0   29,567   29,567   29,567   29,567        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      2.3     97.7     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       22       23       23       25                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,380
COMMITMENTS
     302      160      296   22,422   22,306   23,020   22,762      360      618

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,245)
      22        0        0      925    1,245      947    1,245      298        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.7      1.3     95.9     95.4     98.5     97.4      1.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       20       20       24       22                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,013
COMMITMENTS
     270    7,850        0   56,474   49,043   56,744   56,893      269      120

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,182)
       0    1,800        0    3,187    1,382    3,187    3,182       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     13.8      0.0     99.1     86.0     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        0       29       26       30       28                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,119
COMMITMENTS
     345    7,800        0   75,565   68,114   75,910   75,914      209      205

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      6,546)
      50    1,800        0    6,486    4,746    6,536    6,546       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     10.2      0.0     99.3     89.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        0       30       27       32       28                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,645
COMMITMENTS
     700    1,100        0   33,725   33,385   34,425   34,485      220      160

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        800)
       0      600        0      800      200      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.2      0.0     97.3     96.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       23       17       24       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      272,824
COMMITMENTS
  15,816        0      736  256,272  272,088  272,824  272,824        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        -48)
       0        0        0      -48      -48      -48      -48        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.0      0.3     93.9     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       20       20       23       21                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,410
COMMITMENTS
     426      737       40    6,856    5,990    7,322    6,767       88      643

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        -56)
       0      -60       20      414       29      434      -11     -490      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      9.9      0.5     92.5     80.8     98.8     91.3      1.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       20       19       22       21                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,618
COMMITMENTS
       0    1,100        0   42,613   41,408   42,613   42,508        5      110

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,345)
       0      600        0    3,345    2,745    3,345    3,345        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.0    100.0     97.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       25       23       25       24                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,831
COMMITMENTS
   1,000        0        0   24,651   25,831   25,651   25,831      180        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      260      340      260      340      -30     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      0.0     95.4    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       22       21       24       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,352
COMMITMENTS
   1,116       86      422   17,535   18,244   19,073   18,752      279      600

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        304)
       0       86        0      346      196      346      282      -42       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.4      2.2     90.6     94.3     98.6     96.9      1.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       23       21       26       24                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,474
COMMITMENTS
     330    4,878      370   56,747   52,036   57,447   57,284       27      190

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,371)
       0      500      -10    1,371      882    1,361    1,372       10       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      8.5      0.6     98.7     90.5    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        3       31       24       35       29                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       78,070
COMMITMENTS
     861   16,986    1,160   75,993   59,853   78,014   77,999       56       71

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        926)
      50       33      -25      891      918      916      926       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     21.8      1.5     97.3     76.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        7        5       33       31       42       41                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,605
COMMITMENTS
   1,455        0        0   37,875   39,365   39,330   39,365      275      240

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        915)
       0        0        0      915      915      915      915        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.0      0.0     95.6     99.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       20       10       22       10                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,415
COMMITMENTS
   2,030    2,400        0   45,170   45,015   47,200   47,415      215        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      5.1      0.0     95.3     94.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       24       13       26       14                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      290,446
COMMITMENTS
  52,786      450    1,910  235,750  288,086  290,446  290,446        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     14,119)
     -90        0        0   14,209   14,119   14,119   14,119        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2      0.2      0.7     81.2     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       24       27       27       29                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,713
COMMITMENTS
   6,665    1,041      982   16,278   22,414   23,925   24,437      788      276

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        319)
      16      -25      -60      363      404      319      319        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0      4.2      4.0     65.9     90.7     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        4       23       30       28       36                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       38,663
COMMITMENTS
     948      243      381   37,334   38,039   38,663   38,663        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,048)
       4        0      202      842      846    1,048    1,048        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.6      1.0     96.6     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        2       17       17       21       20                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      315,741
COMMITMENTS
   4,680   15,692    3,108  307,953  296,941  315,741  315,741        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     11,664)
       0        0        0   11,664   11,664   11,664   11,664        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      5.0      1.0     97.5     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       17       21       18                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       19,451
COMMITMENTS
     945      606    1,102   16,616   16,805   18,663   18,513      788      938

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        625)
       0        0        0      625      625      625      625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      3.1      5.7     85.4     86.4     95.9     95.2      4.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       15       19       17                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,593
COMMITMENTS
     106      749      256   13,125   12,011   13,487   13,016      106      577

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        661)
       0      -22        0      684      683      684      661      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      5.5      1.9     96.6     88.4     99.2     95.8      0.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        3       21       20       24       25                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      160,980
COMMITMENTS
       0    6,280        0  160,980  154,700  160,980  160,980        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      5,159)
       0        0        0    5,159    5,159    5,159    5,159        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.9      0.0    100.0     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       16       21       17                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,533
COMMITMENTS
     134      767    1,411   18,988   18,355   20,533   20,533        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          0)
       0       25      -25       25        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.7      6.9     92.5     89.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       19       15       21       18                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      186,472
COMMITMENTS
       0    3,232        0  186,472  183,240  186,472  186,472        0        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0    100.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       14       14       15                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,515
COMMITMENTS
     650        0      395   16,700   18,120   17,745   18,515      770        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         90)
     -50        0       50       90       40       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      2.1     90.2     97.9     95.8    100.0      4.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       21       17       24       20                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,765
COMMITMENTS
     500        0      550   17,415   18,215   18,465   18,765      300        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         90)
     -50        0       50       90       40       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      2.9     92.8     97.1     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        3       24       18       27       21                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      553,211
COMMITMENTS
       0   76,002   84,023  468,248  392,023  552,271  552,048      940    1,163

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      8,288)
       0    1,856    3,325    4,964    3,078    8,289    8,259       -1       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.7     15.2     84.6     70.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        4       17       18       21       23                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,110
COMMITMENTS
     180        0        0   11,630   12,110   11,810   12,110      300        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     96.0    100.0     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       11       12       12       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,475
COMMITMENTS
   1,150        0        0   32,917   34,445   34,067   34,445      408       30

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        965)
     825        0      -75      210    1,040      960      965        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.0     95.5     99.9     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       18       15       20       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,245
COMMITMENTS
   1,320        0       15   30,515   32,230   31,850   32,245      395        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,080)
     925        0      -75      225    1,155    1,075    1,080        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.0      0.0     94.6    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        1       18       14       22       15                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,835
COMMITMENTS
       0      550        0   15,635   15,225   15,635   15,775      200       60

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         45)
       0        0        0      325       45      325       45     -280        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0     98.7     96.1     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       14       15       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,293
COMMITMENTS
       0      650       75   20,178   19,563   20,253   20,288       40        5

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        400)
       0      400        0      430        0      430      400      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      0.4     99.4     96.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       15       18       16       21                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,082
COMMITMENTS
     100      450       25   21,917   21,602   22,042   22,077       40        5

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        395)
       0      300        0      450       95      450      395      -55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.0      0.1     99.3     97.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       16       15       17       18                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      106,809
COMMITMENTS
     640    3,187      575  105,554  103,047  106,769  106,809       40        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -745)
     295      320       30     -915   -1,095     -590     -745     -155        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      3.0      0.5     98.8     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        7        3       37       34       42       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      127,902
COMMITMENTS
     680    6,772      615  126,577  120,510  127,872  127,897       30        5

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        130)
     210     -375     -100       55      630      165      155      -35      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      5.3      0.5     99.0     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        7        6       39       35       46       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      195,590
COMMITMENTS
   9,507   24,696   11,986  174,047  158,851  195,540  195,533       50       57

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,131)
     773       44      157    1,208    1,931    2,138    2,132       -7       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     12.6      6.1     89.0     81.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       9       13       12       43       44       59       62                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      126,463
COMMITMENTS
   1,023    9,078    2,330  123,061  115,015  126,414  126,423       49       40

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      2,057)
     608      -20        0    1,457    2,077    2,065    2,057       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      7.2      1.8     97.3     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        8        2       36       34       39       43                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,595
COMMITMENTS
   1,015      575       30   48,430   48,965   49,475   49,570      120       25

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        500)
       0      100        0      500      400      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.2      0.1     97.7     98.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       24       12       27       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,235
COMMITMENTS
     595      650        0   45,545   45,515   46,140   46,165       95       70

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        145)
     -50      100        0      195       45      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.4      0.0     98.5     98.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       23       11       24       13                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       29,961
COMMITMENTS
     950        0      250   28,596   29,641   29,796   29,891      165       70

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -216)
       0        0        0     -216     -226     -216     -226        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.8     95.4     98.9     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       20,969
COMMITMENTS
   2,000        0        0   18,969   20,849   20,969   20,849        0      120

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -236)
       0        0        0     -236     -236     -236     -236        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.0      0.0     90.5     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       20       18       22       18                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,376
COMMITMENTS
   1,464    2,075        0   26,190   26,025   27,654   28,100      722      276

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -465)
       0        0        0     -465     -465     -465     -465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      7.3      0.0     92.3     91.7     97.5     99.0      2.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        0       19       19       21       21                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,965
COMMITMENTS
   1,152        0        7   16,146   17,663   17,305   17,670      660      295

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      0.0      0.0     89.9     98.3     96.3     98.4      3.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       17       17       19       18                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,103
COMMITMENTS
   1,567    4,202      420   32,912   30,409   34,899   35,031      204       72

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,251)
       0       90        0    1,251    1,161    1,251    1,251        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     12.0      1.2     93.8     86.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        4        2       28       22       32       28                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,239
COMMITMENTS
      45        0        5   22,109   22,119   22,159   22,124       80      115

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,268)
       0        0        0    1,433    1,268    1,433    1,268     -165        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     99.4     99.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       24       19       25       20                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,090
COMMITMENTS
       0    1,605       85   21,860   20,400   21,945   22,090      145        0

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        900)
       0        0        0    1,276      900    1,276      900     -376        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.3      0.4     99.0     92.3     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       23       16       24       19                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,432
COMMITMENTS
      50      525        0   35,127   34,527   35,177   35,052      255      380

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -209)
       0        0        0     -204     -214     -204     -214       -5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.5      0.0     99.1     97.4     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       27       23       28       24                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       18,450
COMMITMENTS
     505        0        8   17,867   18,102   18,380   18,110       70      340

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -190)
       0        0        0      179     -166      179     -166     -369      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     96.8     98.1     99.6     98.2      0.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       21       17       22       18                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,265
COMMITMENTS
     695        0        0   12,900   13,740   13,595   13,740      670      525

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:        295)
       0        0        0      235      355      235      355       60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.0      0.0     90.4     96.3     95.3     96.3      4.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       20       16       21       16                  

Updated June 6, 2017