CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 30,816: 11,744 3,762 2,294 16,715 24,745 30,753 30,801: 63 15 Old : 30,816: 11,744 3,762 2,294 16,715 24,745 30,753 30,801: 63 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,933: 460 -25 961 1,493 2,002 2,914 2,938: 19 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 12.2 7.4 54.2 80.3 99.8 100.0: 0.2 0.0 Old : 100.0: 38.1 12.2 7.4 54.2 80.3 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 17 4 3 10 9 28 15: Old : 33: 17 4 3 10 9 28 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 69.8 76.7 91.1 43.8 53.2 55.0 63.4 Old : 49.3 69.8 76.7 91.1 43.8 53.2 55.0 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 26,916: 4,545 7,069 2,086 20,280 17,761 26,911 26,916: 5 0 Old : 26,916: 4,545 7,069 2,086 20,280 17,761 26,911 26,916: 5 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -1,150: 0 -275 375 -1,525 -1,250 -1,150 -1,150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 26.3 7.8 75.3 66.0 100.0 100.0: 0.0 0.0 Old : 100.0: 16.9 26.3 7.8 75.3 66.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 6 5 8 9 17 18: Old : 25: 4 6 5 8 9 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 68.8 91.5 88.9 61.3 60.5 67.7 66.4 Old : 72.3 68.8 91.5 88.9 61.3 60.5 67.7 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 39,513: 2,445 5,025 5,404 31,664 29,084 39,513 39,513: 0 0 Old : 39,513: 2,445 5,025 5,404 31,664 29,084 39,513 39,513: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 35: -5 0 600 -560 -565 35 35: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 12.7 13.7 80.1 73.6 100.0 100.0: 0.0 0.0 Old : 100.0: 6.2 12.7 13.7 80.1 73.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 4 6 6 8 7 18 16: Old : 22: 4 6 6 8 7 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 78.8 85.1 94.6 31.4 33.7 37.4 37.6 Old : 61.9 78.8 85.1 94.6 31.4 33.7 37.4 37.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 47,300: 3,375 5,568 2,349 36,976 28,283 42,700 36,200: 4,600 11,100 Old : 47,300: 3,375 5,568 2,349 36,976 28,283 42,700 36,200: 4,600 11,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,985: -150 478 -100 1,285 1,607 1,035 1,985: 950 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 11.8 5.0 78.2 59.8 90.3 76.5: 9.7 23.5 Old : 100.0: 7.1 11.8 5.0 78.2 59.8 90.3 76.5: 9.7 23.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 6 6 3 11 8 17 17: Old : 26: 6 6 3 11 8 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 48.1 80.0 64.0 52.1 42.8 65.4 52.3 Old : 63.0 48.1 80.0 64.0 52.1 42.8 65.4 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 4,119,599: 333,639 380,547 797,586 2,954,094 2,926,342 4,085,319 4,104,475: 34,280 15,124 Old : 4,119,599: 333,639 380,547 797,586 2,954,094 2,926,342 4,085,319 4,104,475: 34,280 15,124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 216,266: -70,402 -1,812 171,915 114,535 44,624 216,048 214,727: 218 1,539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 9.2 19.4 71.7 71.0 99.2 99.6: 0.8 0.4 Old : 100.0: 8.1 9.2 19.4 71.7 71.0 99.2 99.6: 0.8 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 222: 24 42 50 142 119 200 178: Old : 222: 24 42 50 142 119 200 178: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.2 25.7 39.9 42.0 20.3 24.6 30.3 35.3 Old : 24.2 25.7 39.9 42.0 20.3 24.6 30.3 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 518,665: 281,753 170,717 81,275 155,594 266,207 518,622 518,199: 43 466 Old : 518,665: 281,753 170,717 81,275 155,594 266,207 518,622 518,199: 43 466 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 18,248: 1,076 -1,085 16,267 1,327 2,972 18,670 18,154: -422 94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 32.9 15.7 30.0 51.3 100.0 99.9: 0.0 0.1 Old : 100.0: 54.3 32.9 15.7 30.0 51.3 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 14 19 17 34 29 58 55: Old : 70: 14 19 17 34 29 58 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 54.0 79.7 72.2 60.4 45.7 67.0 59.4 Old : 67.1 54.0 79.7 72.2 60.4 45.7 67.0 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 227,324: 20,932 10,427 3,190 185,055 206,398 209,177 220,015: 18,147 7,309 Old : 227,324: 20,932 10,427 3,190 185,055 206,398 209,177 220,015: 18,147 7,309 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 5,418: 8,266 -2,913 801 -3,218 8,894 5,849 6,782: -431 -1,364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 4.6 1.4 81.4 90.8 92.0 96.8: 8.0 3.2 Old : 100.0: 9.2 4.6 1.4 81.4 90.8 92.0 96.8: 8.0 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 7 5 6 36 27 45 36: Old : 52: 7 5 6 36 27 45 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.8 44.5 46.9 70.5 29.2 36.6 42.6 58.1 Old : 29.8 44.5 46.9 70.5 29.2 36.6 42.6 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 107,698: 766 1,170 1,187 97,350 100,826 99,303 103,183: 8,395 4,515 Old : 107,698: 766 1,170 1,187 97,350 100,826 99,303 103,183: 8,395 4,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -3,361: 749 1,170 -328 -3,387 -3,882 -2,966 -3,040: -395 -321 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 1.1 1.1 90.4 93.6 92.2 95.8: 7.8 4.2 Old : 100.0: 0.7 1.1 1.1 90.4 93.6 92.2 95.8: 7.8 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 1 1 27 29 29 30: Old : 36: 1 1 1 27 29 29 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 45.5 69.8 67.8 47.7 42.1 63.5 59.3 Old : 49.4 45.5 69.8 67.8 47.7 42.1 63.5 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 238,543: 3,433 7,378 9,241 211,945 213,299 224,619 229,918: 13,924 8,625 Old : 238,543: 3,433 7,378 9,241 211,945 213,299 224,619 229,918: 13,924 8,625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 16,857: -87 1,383 4,391 13,893 9,030 18,197 14,804: -1,340 2,053 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 3.1 3.9 88.8 89.4 94.2 96.4: 5.8 3.6 Old : 100.0: 1.4 3.1 3.9 88.8 89.4 94.2 96.4: 5.8 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 4 2 4 28 31 33 36: Old : 46: 4 2 4 28 31 33 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 45.8 68.0 67.6 46.7 45.2 65.0 66.5 Old : 48.6 45.8 68.0 67.6 46.7 45.2 65.0 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 641,996: 6,288 7,424 8,228 617,549 621,267 632,065 636,919: 9,931 5,077 Old : 641,996: 6,288 7,424 8,228 617,549 621,267 632,065 636,919: 9,931 5,077 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 26,089: -1,513 441 2,752 25,462 24,024 26,701 27,217: -612 -1,128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 1.2 1.3 96.2 96.8 98.5 99.2: 1.5 0.8 Old : 100.0: 1.0 1.2 1.3 96.2 96.8 98.5 99.2: 1.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 4 3 6 50 39 57 45: Old : 61: 4 3 6 50 39 57 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 43.3 54.7 71.8 30.2 41.9 49.0 64.8 Old : 31.0 43.3 54.7 71.8 30.2 41.9 49.0 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 304,290: 6,348 4,368 5,023 282,857 286,768 294,228 296,159: 10,062 8,131 Old : 304,290: 6,348 4,368 5,023 282,857 286,768 294,228 296,159: 10,062 8,131 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 147: -471 936 -2,080 -127 471 -2,678 -673: 2,825 820 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 1.4 1.7 93.0 94.2 96.7 97.3: 3.3 2.7 Old : 100.0: 2.1 1.4 1.7 93.0 94.2 96.7 97.3: 3.3 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 3 4 3 33 37 38 42: Old : 58: 3 4 3 33 37 38 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 40.1 66.7 58.8 45.8 39.5 60.1 58.2 Old : 46.8 40.1 66.7 58.8 45.8 39.5 60.1 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 271,500: 0 3,528 3,572 263,986 257,554 267,558 264,654: 3,942 6,846 Old : 271,500: 0 3,528 3,572 263,986 257,554 267,558 264,654: 3,942 6,846 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 19,653: -362 2,174 -344 20,993 23,519 20,287 25,349: -634 -5,696 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 1.3 97.2 94.9 98.5 97.5: 1.5 2.5 Old : 100.0: 0.0 1.3 1.3 97.2 94.9 98.5 97.5: 1.5 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 0 4 4 37 44 41 48: Old : 53: 0 4 4 37 44 41 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 31.8 79.2 51.5 63.5 28.9 76.5 45.8 Old : 63.5 31.8 79.2 51.5 63.5 28.9 76.5 45.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 101,877: 1,720 310 3,048 90,983 90,156 95,751 93,514: 6,126 8,363 Old : 101,877: 1,720 310 3,048 90,983 90,156 95,751 93,514: 6,126 8,363 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,986: 1,655 -1,268 498 1,558 3,656 3,711 2,886: -725 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.3 3.0 89.3 88.5 94.0 91.8: 6.0 8.2 Old : 100.0: 1.7 0.3 3.0 89.3 88.5 94.0 91.8: 6.0 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 2 15 23 17 26: Old : 30: 2 1 2 15 23 17 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.3 48.7 85.5 70.6 73.2 48.2 82.2 69.5 Old : 73.3 48.7 85.5 70.6 73.2 48.2 82.2 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 112,063: 360 10,850 2,159 103,294 89,297 105,813 102,306: 6,250 9,757 Old : 112,063: 360 10,850 2,159 103,294 89,297 105,813 102,306: 6,250 9,757 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 3,840: 0 -117 -8 3,095 2,800 3,087 2,675: 753 1,165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 9.7 1.9 92.2 79.7 94.4 91.3: 5.6 8.7 Old : 100.0: 0.3 9.7 1.9 92.2 79.7 94.4 91.3: 5.6 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 1 6 5 30 25 36 31: Old : 43: 1 6 5 30 25 36 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 39.6 61.3 65.4 46.7 38.9 59.9 60.2 Old : 47.0 39.6 61.3 65.4 46.7 38.9 59.9 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 26,676: 1,533 527 0 24,895 25,498 26,428 26,025: 248 651 Old : 26,676: 1,533 527 0 24,895 25,498 26,428 26,025: 248 651 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 2.0 0.0 93.3 95.6 99.1 97.6: 0.9 2.4 Old : 100.0: 5.7 2.0 0.0 93.3 95.6 99.1 97.6: 0.9 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 0 13 9 14 10: Old : 20: 1 1 0 13 9 14 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 80.8 88.1 94.5 65.8 73.7 83.8 83.5 Old : 67.1 80.8 88.1 94.5 65.8 73.7 83.8 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 83,732: 0 2,912 1,896 72,907 66,714 74,803 71,522: 8,929 12,210 Old : 83,732: 0 2,912 1,896 72,907 66,714 74,803 71,522: 8,929 12,210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 9,179: -296 -217 444 9,333 11,828 9,481 12,055: -302 -2,876 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.5 2.3 87.1 79.7 89.3 85.4: 10.7 14.6 Old : 100.0: 0.0 3.5 2.3 87.1 79.7 89.3 85.4: 10.7 14.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 2 20 18 22 20: Old : 27: 0 2 2 20 18 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 43.2 74.2 65.6 59.2 41.2 71.7 61.7 Old : 60.6 43.2 74.2 65.6 59.2 41.2 71.7 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 170,958: 0 2,782 0 166,383 165,281 166,383 168,063: 4,575 2,895 Old : 170,958: 0 2,782 0 166,383 165,281 166,383 168,063: 4,575 2,895 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,134: 0 0 0 2,340 2,227 2,340 2,227: -206 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 97.3 96.7 97.3 98.3: 2.7 1.7 Old : 100.0: 0.0 1.6 0.0 97.3 96.7 97.3 98.3: 2.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 1 0 29 21 29 22: Old : 36: 0 1 0 29 21 29 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 68.2 66.5 82.2 40.4 67.8 61.6 79.7 Old : 42.9 68.2 66.5 82.2 40.4 67.8 61.6 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 89,633: 0 0 0 81,569 87,643 81,569 87,643: 8,064 1,990 Old : 89,633: 0 0 0 81,569 87,643 81,569 87,643: 8,064 1,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 888: 0 0 0 888 888 888 888: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.0 97.8 91.0 97.8: 9.0 2.2 Old : 100.0: 0.0 0.0 0.0 91.0 97.8 91.0 97.8: 9.0 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 0 0 20 17 20 17: Old : 29: 0 0 0 20 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 60.7 68.2 86.9 47.1 58.0 64.0 81.7 Old : 48.4 60.7 68.2 86.9 47.1 58.0 64.0 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 336,334: 4,016 4,726 4,099 321,177 321,435 329,292 330,260: 7,042 6,074 Old : 336,334: 4,016 4,726 4,099 321,177 321,435 329,292 330,260: 7,042 6,074 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -2,306: 126 1,830 -920 -997 1,877 -1,791 2,787: -515 -5,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 1.4 1.2 95.5 95.6 97.9 98.2: 2.1 1.8 Old : 100.0: 1.2 1.4 1.2 95.5 95.6 97.9 98.2: 2.1 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 2 5 4 48 42 53 48: Old : 64: 2 5 4 48 42 53 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 54.4 51.1 69.9 29.4 50.7 48.2 64.5 Old : 31.2 54.4 51.1 69.9 29.4 50.7 48.2 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 64,729: 0 1,163 2,676 51,847 53,248 54,523 57,087: 10,206 7,642 Old : 64,729: 0 1,163 2,676 51,847 53,248 54,523 57,087: 10,206 7,642 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 4,468: -2,419 1,163 1,166 6,083 1,892 4,830 4,221: -362 247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 4.1 80.1 82.3 84.2 88.2: 15.8 11.8 Old : 100.0: 0.0 1.8 4.1 80.1 82.3 84.2 88.2: 15.8 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 2 2 18 20 20 22: Old : 26: 0 2 2 18 20 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.2 45.4 73.4 64.9 55.6 40.0 63.9 56.4 Old : 58.2 45.4 73.4 64.9 55.6 40.0 63.9 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 70,639: 0 2,202 997 65,680 63,072 66,677 66,271: 3,962 4,368 Old : 70,639: 0 2,202 997 65,680 63,072 66,677 66,271: 3,962 4,368 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,303: 0 1,258 -354 2,094 1,122 1,740 2,026: 563 277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 1.4 93.0 89.3 94.4 93.8: 5.6 6.2 Old : 100.0: 0.0 3.1 1.4 93.0 89.3 94.4 93.8: 5.6 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 2 2 16 20 18 22: Old : 23: 0 2 2 16 20 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 58.1 80.6 73.5 44.3 54.0 67.2 65.1 Old : 50.0 58.1 80.6 73.5 44.3 54.0 67.2 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 77,528: 12,128 3,022 0 63,539 73,843 75,667 76,865: 1,861 663 Old : 77,528: 12,128 3,022 0 63,539 73,843 75,667 76,865: 1,861 663 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 13,408: 7,068 3,022 0 6,853 11,679 13,921 14,701: -513 -1,293 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 3.9 0.0 82.0 95.2 97.6 99.1: 2.4 0.9 Old : 100.0: 15.6 3.9 0.0 82.0 95.2 97.6 99.1: 2.4 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 4 2 0 22 21 26 23: Old : 40: 4 2 0 22 21 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 62.9 61.5 79.5 30.4 57.3 49.8 69.3 Old : 41.3 62.9 61.5 79.5 30.4 57.3 49.8 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 115,878: 31,720 14,198 3,689 79,601 97,247 115,010 115,134: 868 744 Old : 115,878: 31,720 14,198 3,689 79,601 97,247 115,010 115,134: 868 744 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 11,227: 3,627 -124 3,441 4,190 8,158 11,258 11,475: -31 -248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 12.3 3.2 68.7 83.9 99.3 99.4: 0.7 0.6 Old : 100.0: 27.4 12.3 3.2 68.7 83.9 99.3 99.4: 0.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 69: 11 10 1 35 26 47 36: Old : 69: 11 10 1 35 26 47 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 57.5 54.8 78.3 36.6 49.9 50.6 61.4 Old : 39.3 57.5 54.8 78.3 36.6 49.9 50.6 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 73,309: 3,007 0 0 69,837 72,143 72,844 72,143: 465 1,166 Old : 73,309: 3,007 0 0 69,837 72,143 72,844 72,143: 465 1,166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,767: 0 0 0 1,953 1,736 1,953 1,736: -186 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.0 0.0 95.3 98.4 99.4 98.4: 0.6 1.6 Old : 100.0: 4.1 0.0 0.0 95.3 98.4 99.4 98.4: 0.6 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 0 0 16 23 17 23: Old : 34: 1 0 0 16 23 17 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.0 62.5 92.5 79.9 81.0 61.8 91.6 78.3 Old : 81.0 62.5 92.5 79.9 81.0 61.8 91.6 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 208,495: 338 19 3,359 198,567 196,245 202,264 199,623: 6,231 8,872 Old : 208,495: 338 19 3,359 198,567 196,245 202,264 199,623: 6,231 8,872 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 70: 338 -827 -48 -337 1,072 -47 197: 117 -127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 1.6 95.2 94.1 97.0 95.7: 3.0 4.3 Old : 100.0: 0.2 0.0 1.6 95.2 94.1 97.0 95.7: 3.0 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 1 1 2 38 35 40 37: Old : 47: 1 1 2 38 35 40 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 40.8 67.3 61.5 49.2 30.3 57.1 44.2 Old : 51.1 40.8 67.3 61.5 49.2 30.3 57.1 44.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 23,476: 0 1,860 0 22,864 18,636 22,864 20,496: 612 2,980 Old : 23,476: 0 1,860 0 22,864 18,636 22,864 20,496: 612 2,980 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 6,246: 0 558 0 6,184 5,626 6,184 6,184: 62 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.9 0.0 97.4 79.4 97.4 87.3: 2.6 12.7 Old : 100.0: 0.0 7.9 0.0 97.4 79.4 97.4 87.3: 2.6 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 3 0 15 10 15 13: Old : 23: 0 3 0 15 10 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.6 63.6 88.7 78.5 76.6 62.5 86.1 73.3 Old : 76.6 63.6 88.7 78.5 76.6 62.5 86.1 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 102,209: 615 9,844 2,032 93,860 79,960 96,507 91,836: 5,702 10,373 Old : 102,209: 615 9,844 2,032 93,860 79,960 96,507 91,836: 5,702 10,373 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,005: 115 -455 95 2,011 1,973 2,221 1,613: -1,216 -608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 9.6 2.0 91.8 78.2 94.4 89.9: 5.6 10.1 Old : 100.0: 0.6 9.6 2.0 91.8 78.2 94.4 89.9: 5.6 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 2 2 21 28 23 32: Old : 38: 2 2 2 21 28 23 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 37.1 76.8 58.6 56.5 30.1 66.9 46.1 Old : 56.5 37.1 76.8 58.6 56.5 30.1 66.9 46.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 105,411: 10,651 372 1,308 84,996 101,475 96,955 103,155: 8,456 2,256 Old : 105,411: 10,651 372 1,308 84,996 101,475 96,955 103,155: 8,456 2,256 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,167: 445 372 -65 1,121 1,398 1,501 1,705: -334 -538 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 0.4 1.2 80.6 96.3 92.0 97.9: 8.0 2.1 Old : 100.0: 10.1 0.4 1.2 80.6 96.3 92.0 97.9: 8.0 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 5 1 2 21 20 26 23: Old : 34: 5 1 2 21 20 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 63.1 71.1 80.5 42.7 53.7 58.6 69.0 Old : 51.5 63.1 71.1 80.5 42.7 53.7 58.6 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 115,042: 3,643 0 0 106,767 110,869 110,410 110,869: 4,632 4,173 Old : 115,042: 3,643 0 0 106,767 110,869 110,410 110,869: 4,632 4,173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 675: 62 0 0 714 652 776 652: -101 23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.0 0.0 92.8 96.4 96.0 96.4: 4.0 3.6 Old : 100.0: 3.2 0.0 0.0 92.8 96.4 96.0 96.4: 4.0 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 0 0 19 15 21 15: Old : 25: 2 0 0 19 15 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 71.7 77.6 91.6 46.1 54.7 59.2 70.7 Old : 60.0 71.7 77.6 91.6 46.1 54.7 59.2 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 114,602: 1,120 353 664 107,758 110,165 109,542 111,182: 5,060 3,420 Old : 114,602: 1,120 353 664 107,758 110,165 109,542 111,182: 5,060 3,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 3,127: 1,120 -457 661 2,688 3,257 4,469 3,461: -1,342 -334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.3 0.6 94.0 96.1 95.6 97.0: 4.4 3.0 Old : 100.0: 1.0 0.3 0.6 94.0 96.1 95.6 97.0: 4.4 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 2 19 17 21 19: Old : 26: 1 1 2 19 17 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.8 60.9 82.7 84.1 63.0 58.2 75.4 80.1 Old : 67.8 60.9 82.7 84.1 63.0 58.2 75.4 80.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 141,154: 0 7,596 1,578 121,691 119,700 123,269 128,874: 17,885 12,280 Old : 141,154: 0 7,596 1,578 121,691 119,700 123,269 128,874: 17,885 12,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 204: 0 396 -122 -391 -1,234 -513 -960: 717 1,164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 1.1 86.2 84.8 87.3 91.3: 12.7 8.7 Old : 100.0: 0.0 5.4 1.1 86.2 84.8 87.3 91.3: 12.7 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 4 2 25 23 27 27: Old : 34: 0 4 2 25 23 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 51.9 62.8 67.9 42.5 51.7 57.8 64.9 Old : 45.9 51.9 62.8 67.9 42.5 51.7 57.8 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 22,965: 0 3,193 124 22,717 19,276 22,841 22,593: 124 372 Old : 22,965: 0 3,193 124 22,717 19,276 22,841 22,593: 124 372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,302: 0 -124 124 1,364 1,364 1,488 1,364: -186 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 13.9 0.5 98.9 83.9 99.5 98.4: 0.5 1.6 Old : 100.0: 0.0 13.9 0.5 98.9 83.9 99.5 98.4: 0.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 5 1 17 14 18 19: Old : 29: 0 5 1 17 14 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.4 51.5 84.3 74.6 68.4 51.5 83.0 69.2 Old : 68.4 51.5 84.3 74.6 68.4 51.5 83.0 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 48,742: 0 806 0 46,444 46,789 46,444 47,595: 2,298 1,147 Old : 48,742: 0 806 0 46,444 46,789 46,444 47,595: 2,298 1,147 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 8,168: 0 310 0 7,709 7,358 7,709 7,668: 459 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 0.0 95.3 96.0 95.3 97.6: 4.7 2.4 Old : 100.0: 0.0 1.7 0.0 95.3 96.0 95.3 97.6: 4.7 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 0 14 17 14 19: Old : 27: 0 2 0 14 17 14 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 76.9 88.5 88.4 61.6 76.9 80.2 81.8 Old : 63.3 76.9 88.5 88.4 61.6 76.9 80.2 81.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 194,504: 0 8,226 1,223 184,715 177,019 185,938 186,468: 8,566 8,036 Old : 194,504: 0 8,226 1,223 184,715 177,019 185,938 186,468: 8,566 8,036 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 7,567: -1,846 1,252 -363 8,584 6,128 6,375 7,017: 1,192 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.2 0.6 95.0 91.0 95.6 95.9: 4.4 4.1 Old : 100.0: 0.0 4.2 0.6 95.0 91.0 95.6 95.9: 4.4 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 0 8 3 38 35 41 43: Old : 54: 0 8 3 38 35 41 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 49.1 67.0 63.0 47.2 44.7 63.9 57.5 Old : 47.7 49.1 67.0 63.0 47.2 44.7 63.9 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 95,989: 0 0 0 86,264 91,976 86,264 91,976: 9,725 4,013 Old : 95,989: 0 0 0 86,264 91,976 86,264 91,976: 9,725 4,013 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 5,461: 0 0 0 4,394 5,432 4,394 5,432: 1,067 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 89.9 95.8 89.9 95.8: 10.1 4.2 Old : 100.0: 0.0 0.0 0.0 89.9 95.8 89.9 95.8: 10.1 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 19 17 19 17: Old : 24: 0 0 0 19 17 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 65.4 78.9 82.6 58.8 59.0 68.9 70.5 Old : 61.1 65.4 78.9 82.6 58.8 59.0 68.9 70.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 77,715: 0 0 0 67,687 68,761 67,687 68,761: 10,028 8,954 Old : 77,715: 0 0 0 67,687 68,761 67,687 68,761: 10,028 8,954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 704: 0 0 0 2,353 826 2,353 826: -1,649 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.1 88.5 87.1 88.5: 12.9 11.5 Old : 100.0: 0.0 0.0 0.0 87.1 88.5 87.1 88.5: 12.9 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 16 17 16 17: Old : 24: 0 0 0 16 17 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 60.2 75.1 78.1 54.7 59.9 66.5 71.9 Old : 55.0 60.2 75.1 78.1 54.7 59.9 66.5 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 74,164: 0 0 0 66,383 70,193 66,383 70,193: 7,781 3,971 Old : 74,164: 0 0 0 66,383 70,193 66,383 70,193: 7,781 3,971 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,042: 0 0 0 1,378 1,652 1,378 1,652: 664 390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 89.5 94.6 89.5 94.6: 10.5 5.4 Old : 100.0: 0.0 0.0 0.0 89.5 94.6 89.5 94.6: 10.5 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 20 17 20 17: Old : 26: 0 0 0 20 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 68.8 72.2 85.0 52.0 67.6 64.7 79.4 Old : 53.9 68.8 72.2 85.0 52.0 67.6 64.7 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MM Btus : : : : All : 92,488: 3,772 0 0 80,489 86,188 84,261 86,188: 8,227 6,300 Old : 92,488: 3,772 0 0 80,489 86,188 84,261 86,188: 8,227 6,300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,397: 0 0 0 1,840 1,735 1,840 1,735: -443 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.0 0.0 87.0 93.2 91.1 93.2: 8.9 6.8 Old : 100.0: 4.1 0.0 0.0 87.0 93.2 91.1 93.2: 8.9 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 0 15 11 16 11: Old : 23: 1 0 0 15 11 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 72.7 76.5 89.6 61.5 71.7 76.1 87.7 Old : 61.5 72.7 76.5 89.6 61.5 71.7 76.1 87.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 800 MWh) : : : : All : 138,057: 20,180 12,837 8,121 109,056 116,737 137,357 137,695: 700 362 Old : 138,057: 20,180 12,837 8,121 109,056 116,737 137,357 137,695: 700 362 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,829: -1,056 1,103 632 2,233 31 1,809 1,766: 20 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 9.3 5.9 79.0 84.6 99.5 99.7: 0.5 0.3 Old : 100.0: 14.6 9.3 5.9 79.0 84.6 99.5 99.7: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 83: 11 19 15 47 51 68 75: Old : 83: 11 19 15 47 51 68 75: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 31.3 64.4 48.2 30.1 19.4 37.8 29.9 Old : 48.0 31.3 64.4 48.2 30.1 19.4 37.8 29.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 MWh) : : : : All : 53,101: 1,403 616 233 51,290 52,077 52,926 52,926: 175 175 Old : 53,101: 1,403 616 233 51,290 52,077 52,926 52,926: 175 175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,163: 87 27 -104 1,005 1,065 988 988: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 1.2 0.4 96.6 98.1 99.7 99.7: 0.3 0.3 Old : 100.0: 2.6 1.2 0.4 96.6 98.1 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 3 2 27 27 31 30: Old : 38: 2 3 2 27 27 31 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 44.0 72.1 72.6 38.8 31.2 48.5 47.8 Old : 52.7 44.0 72.1 72.6 38.8 31.2 48.5 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 457,920: 9,921 0 4,079 443,032 452,953 457,032 457,032: 888 888 Old : 457,920: 9,921 0 4,079 443,032 452,953 457,032 457,032: 888 888 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -392: 5,652 -2,244 324 -7,256 640 -1,280 -1,280: 888 888 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.0 0.9 96.7 98.9 99.8 99.8: 0.2 0.2 Old : 100.0: 2.2 0.0 0.9 96.7 98.9 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 0 3 19 18 22 21: Old : 27: 3 0 3 19 18 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 55.8 75.6 80.4 48.5 48.6 62.8 64.7 Old : 51.9 55.8 75.6 80.4 48.5 48.6 62.8 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 Megawatt Hours) : : : : All : 1,586,446: 59,425 53,750 24,352 1,502,669 1,508,344 1,586,446 1,586,446: 0 0 Old : 1,586,446: 59,425 53,750 24,352 1,502,669 1,508,344 1,586,446 1,586,446: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -4,691: 4,696 -897 424 -9,811 -4,218 -4,691 -4,691: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 3.4 1.5 94.7 95.1 100.0 100.0: 0.0 0.0 Old : 100.0: 3.7 3.4 1.5 94.7 95.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 4 7 5 39 41 45 51: Old : 57: 4 7 5 39 41 45 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 50.0 74.0 68.2 42.7 35.0 54.0 45.3 Old : 60.4 50.0 74.0 68.2 42.7 35.0 54.0 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 Megawatt Hours) : : : : All : 69,346: 2,492 3,110 1,361 65,493 64,875 69,346 69,346: 0 0 Old : 69,346: 2,492 3,110 1,361 65,493 64,875 69,346 69,346: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -416: 176 36 128 -720 -580 -416 -416: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 4.5 2.0 94.4 93.6 100.0 100.0: 0.0 0.0 Old : 100.0: 3.6 4.5 2.0 94.4 93.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 4 5 5 19 20 26 27: Old : 35: 4 5 5 19 20 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 63.8 82.1 81.7 56.5 55.9 72.2 66.7 Old : 64.1 63.8 82.1 81.7 56.5 55.9 72.2 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 Megawatt Hours) : : : : All : 517,164: 0 14,544 3,392 513,772 499,228 517,164 517,164: 0 0 Old : 517,164: 0 14,544 3,392 513,772 499,228 517,164 517,164: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -1,120: 0 976 0 -1,120 -2,096 -1,120 -1,120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.8 0.7 99.3 96.5 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 2.8 0.7 99.3 96.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 3 1 21 19 22 22: Old : 32: 0 3 1 21 19 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 68.4 80.1 88.4 49.6 61.2 64.6 72.7 Old : 61.3 68.4 80.1 88.4 49.6 61.2 64.6 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 430,665: 424 1,544 0 430,241 429,121 430,665 430,665: 0 0 Old : 430,665: 424 1,544 0 430,241 429,121 430,665 430,665: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 5,873: 424 0 0 5,449 5,873 5,873 5,873: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.4 0.0 99.9 99.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.1 0.4 0.0 99.9 99.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 2 0 27 32 28 34: Old : 39: 1 2 0 27 32 28 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 52.0 77.3 71.6 49.4 49.0 65.7 66.7 Old : 52.5 52.0 77.3 71.6 49.4 49.0 65.7 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 40,973: 345 924 298 39,562 38,755 40,205 39,977: 768 996 Old : 40,973: 345 924 298 39,562 38,755 40,205 39,977: 768 996 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -17: -101 0 0 361 197 260 197: -277 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 2.3 0.7 96.6 94.6 98.1 97.6: 1.9 2.4 Old : 100.0: 0.8 2.3 0.7 96.6 94.6 98.1 97.6: 1.9 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 5 2 2 30 26 36 29: Old : 40: 5 2 2 30 26 36 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 58.9 72.1 76.1 44.5 57.5 64.4 69.7 Old : 47.8 58.9 72.1 76.1 44.5 57.5 64.4 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 49,707: 7 0 98 49,444 49,562 49,549 49,660: 158 47 Old : 49,707: 7 0 98 49,444 49,562 49,549 49,660: 158 47 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 635: 0 0 0 635 635 635 635: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.2 99.5 99.7 99.7 99.9: 0.3 0.1 Old : 100.0: 0.0 0.0 0.2 99.5 99.7 99.7 99.9: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 1 0 1 37 32 38 33: Old : 44: 1 0 1 37 32 38 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 51.7 68.2 73.8 48.8 42.5 59.6 62.1 Old : 52.1 51.7 68.2 73.8 48.8 42.5 59.6 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 68,138: 62 0 98 67,747 68,010 67,907 68,108: 231 30 Old : 68,138: 62 0 98 67,747 68,010 67,907 68,108: 231 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,410: 0 0 0 1,410 1,410 1,410 1,410: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.1 99.4 99.8 99.7 100.0: 0.3 0.0 Old : 100.0: 0.1 0.0 0.1 99.4 99.8 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 2 0 1 36 33 38 34: Old : 45: 2 0 1 36 33 38 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 50.3 67.1 74.2 44.9 45.6 61.5 64.2 Old : 46.3 50.3 67.1 74.2 44.9 45.6 61.5 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,992: 0 0 0 17,862 17,872 17,862 17,872: 130 120 Old : 17,992: 0 0 0 17,862 17,872 17,862 17,872: 130 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7 Old : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 21 19 21 19: Old : 28: 0 0 0 21 19 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 72.0 83.2 92.3 53.9 72.0 71.2 78.5 Old : 61.0 72.0 83.2 92.3 53.9 72.0 71.2 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 255,088: 392 424 0 254,696 254,664 255,088 255,088: 0 0 Old : 255,088: 392 424 0 254,696 254,664 255,088 255,088: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 3,048: 0 0 0 3,048 3,048 3,048 3,048: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.2 0.0 99.8 99.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.2 0.2 0.0 99.8 99.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 1 0 26 23 27 24: Old : 34: 1 1 0 26 23 27 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 71.0 65.4 86.7 42.4 63.6 60.7 71.0 Old : 42.7 71.0 65.4 86.7 42.4 63.6 60.7 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 8,351: 1,108 44 0 7,199 7,834 8,307 7,878: 44 473 Old : 8,351: 1,108 44 0 7,199 7,834 8,307 7,878: 44 473 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 207: 0 0 0 248 205 248 205: -41 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 0.5 0.0 86.2 93.8 99.5 94.3: 0.5 5.7 Old : 100.0: 13.3 0.5 0.0 86.2 93.8 99.5 94.3: 0.5 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 0 18 16 19 17: Old : 23: 1 1 0 18 16 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 59.7 77.2 82.0 53.2 54.0 72.2 69.0 Old : 54.3 59.7 77.2 82.0 53.2 54.0 72.2 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 7,565: 0 300 0 7,480 7,195 7,480 7,495: 85 70 Old : 7,565: 0 300 0 7,480 7,195 7,480 7,495: 85 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 100: 0 0 0 75 100 75 100: 25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.0 0.0 98.9 95.1 98.9 99.1: 1.1 0.9 Old : 100.0: 0.0 4.0 0.0 98.9 95.1 98.9 99.1: 1.1 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 14 10 14 11: Old : 20: 0 1 0 14 10 14 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 80.0 85.3 95.4 37.0 52.4 58.9 65.6 Old : 57.8 80.0 85.3 95.4 37.0 52.4 58.9 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 7,831: 0 300 50 7,356 7,481 7,406 7,831: 425 0 Old : 7,831: 0 300 50 7,356 7,481 7,406 7,831: 425 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 500: -50 250 50 500 200 500 500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.8 0.6 93.9 95.5 94.6 100.0: 5.4 0.0 Old : 100.0: 0.0 3.8 0.6 93.9 95.5 94.6 100.0: 5.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 1 12 14 13 16: Old : 20: 0 2 1 12 14 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.1 52.1 88.4 80.9 42.8 40.5 52.9 54.3 Old : 72.1 52.1 88.4 80.9 42.8 40.5 52.9 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,050: 0 500 0 22,045 21,415 22,045 21,915: 5 135 Old : 22,050: 0 500 0 22,045 21,415 22,045 21,915: 5 135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,400: 0 0 0 2,400 2,400 2,400 2,400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 100.0 97.1 100.0 99.4: 0.0 0.6 Old : 100.0: 0.0 2.3 0.0 100.0 97.1 100.0 99.4: 0.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 2 0 21 19 21 21: Old : 32: 0 2 0 21 19 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 56.7 80.3 81.3 47.0 52.8 67.8 67.3 Old : 54.4 56.7 80.3 81.3 47.0 52.8 67.8 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,465: 0 75 0 21,285 21,310 21,285 21,385: 180 80 Old : 21,465: 0 75 0 21,285 21,310 21,285 21,385: 180 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -147: 0 0 0 -147 -147 -147 -147: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.0 99.2 99.3 99.2 99.6: 0.8 0.4 Old : 100.0: 0.0 0.3 0.0 99.2 99.3 99.2 99.6: 0.8 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 1 0 26 26 26 27: Old : 31: 0 1 0 26 26 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 64.4 67.1 84.4 30.8 47.5 45.7 55.5 Old : 46.1 64.4 67.1 84.4 30.8 47.5 45.7 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 19,645: 170 82 66 19,043 18,794 19,279 18,942: 366 703 Old : 19,645: 170 82 66 19,043 18,794 19,279 18,942: 366 703 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 831: 0 0 0 831 831 831 831: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.4 0.3 96.9 95.7 98.1 96.4: 1.9 3.6 Old : 100.0: 0.9 0.4 0.3 96.9 95.7 98.1 96.4: 1.9 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 1 2 25 27 28 29: Old : 35: 2 1 2 25 27 28 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 56.5 59.2 77.0 35.2 48.9 53.3 62.3 Old : 37.2 56.5 59.2 77.0 35.2 48.9 53.3 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 62,157: 325 5,634 5 61,508 56,248 61,838 61,887: 319 270 Old : 62,157: 325 5,634 5 61,508 56,248 61,838 61,887: 319 270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -109: -82 235 -63 -43 -331 -188 -159: 79 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 9.1 0.0 99.0 90.5 99.5 99.6: 0.5 0.4 Old : 100.0: 0.5 9.1 0.0 99.0 90.5 99.5 99.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 3 4 1 33 29 37 33: Old : 44: 3 4 1 33 29 37 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 40.8 74.8 66.9 53.1 39.8 72.3 63.7 Old : 53.9 40.8 74.8 66.9 53.1 39.8 72.3 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 74,856: 280 12,285 1,001 73,560 61,535 74,841 74,821: 15 35 Old : 74,856: 280 12,285 1,001 73,560 61,535 74,841 74,821: 15 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,935: 180 187 54 1,692 1,699 1,926 1,940: 9 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 16.4 1.3 98.3 82.2 100.0 100.0: 0.0 0.0 Old : 100.0: 0.4 16.4 1.3 98.3 82.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 2 9 5 36 37 42 47: Old : 52: 2 9 5 36 37 42 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 45.6 67.1 64.6 48.2 42.0 62.6 59.2 Old : 48.6 45.6 67.1 64.6 48.2 42.0 62.6 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 49,945: 910 0 0 49,025 49,945 49,935 49,945: 10 0 Old : 49,945: 910 0 0 49,025 49,945 49,935 49,945: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,250: 0 0 0 2,250 2,250 2,250 2,250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 0.0 0.0 98.2 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.8 0.0 0.0 98.2 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 0 0 30 16 31 16: Old : 33: 1 0 0 30 16 31 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 95.1 76.2 97.8 57.2 91.1 71.7 91.2 Old : 58.9 95.1 76.2 97.8 57.2 91.1 71.7 91.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 55,040: 765 0 0 54,215 55,040 54,980 55,040: 60 0 Old : 55,040: 765 0 0 54,215 55,040 54,980 55,040: 60 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,460: 0 0 0 2,460 2,460 2,460 2,460: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.0 98.5 100.0 99.9 100.0: 0.1 0.0 Old : 100.0: 1.4 0.0 0.0 98.5 100.0 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 0 0 30 17 31 17: Old : 34: 1 0 0 30 17 31 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 93.3 74.3 97.5 56.7 89.1 70.5 89.4 Old : 60.6 93.3 74.3 97.5 56.7 89.1 70.5 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 363,654: 32,546 26,528 2,007 329,101 335,119 363,654 363,654: 0 0 Old : 363,654: 32,546 26,528 2,007 329,101 335,119 363,654 363,654: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 19,904: 1,040 0 0 18,864 19,904 19,904 19,904: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 7.3 0.6 90.5 92.2 100.0 100.0: 0.0 0.0 Old : 100.0: 8.9 7.3 0.6 90.5 92.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 3 2 26 33 29 38: Old : 42: 3 3 2 26 33 29 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 41.0 73.5 62.6 35.4 39.0 57.7 58.0 Old : 46.4 41.0 73.5 62.6 35.4 39.0 57.7 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 25,719: 5,019 2,477 316 20,214 22,415 25,549 25,208: 170 511 Old : 25,719: 5,019 2,477 316 20,214 22,415 25,549 25,208: 170 511 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -148: -403 0 21 191 -125 -191 -104: 43 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 9.6 1.2 78.6 87.2 99.3 98.0: 0.7 2.0 Old : 100.0: 19.5 9.6 1.2 78.6 87.2 99.3 98.0: 0.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 4 5 4 25 32 30 40: Old : 43: 4 5 4 25 32 30 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 35.8 79.2 55.9 47.4 34.8 72.4 54.5 Old : 50.7 35.8 79.2 55.9 47.4 34.8 72.4 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 32,976: 180 3,264 1,386 31,410 28,326 32,976 32,976: 0 0 Old : 32,976: 180 3,264 1,386 31,410 28,326 32,976 32,976: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 849: 25 81 154 670 614 849 849: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 9.9 4.2 95.3 85.9 100.0 100.0: 0.0 0.0 Old : 100.0: 0.5 9.9 4.2 95.3 85.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 6 2 14 13 18 19: Old : 28: 2 6 2 14 13 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 73.2 86.4 89.2 61.7 69.8 73.2 77.2 Old : 69.0 73.2 86.4 89.2 61.7 69.8 73.2 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 327,785: 0 784 0 327,785 327,001 327,785 327,785: 0 0 Old : 327,785: 0 784 0 327,785 327,001 327,785 327,785: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -5,581: 0 0 0 -5,581 -5,581 -5,581 -5,581: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 1 0 22 19 22 20: Old : 30: 0 1 0 22 19 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 84.7 85.0 94.5 64.3 74.8 80.2 82.2 Old : 65.1 84.7 85.0 94.5 64.3 74.8 80.2 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 28,708: 740 217 0 27,607 27,938 28,347 28,155: 361 553 Old : 28,708: 740 217 0 27,607 27,938 28,347 28,155: 361 553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 808: 21 0 0 448 680 469 680: 339 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.8 0.0 96.2 97.3 98.7 98.1: 1.3 1.9 Old : 100.0: 2.6 0.8 0.0 96.2 97.3 98.7 98.1: 1.3 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 2 0 18 21 21 23: Old : 31: 3 2 0 18 21 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.5 80.8 83.6 90.3 59.9 69.7 72.9 76.1 Old : 64.5 80.8 83.6 90.3 59.9 69.7 72.9 76.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 127,946: 0 6,664 0 127,946 121,282 127,946 127,946: 0 0 Old : 127,946: 0 6,664 0 127,946 121,282 127,946 127,946: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 11 12 11 13: Old : 21: 0 1 0 11 12 11 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0 Old : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 16,012: 2,384 0 239 13,324 15,307 15,947 15,546: 65 466 Old : 16,012: 2,384 0 239 13,324 15,307 15,947 15,546: 65 466 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 144: -43 0 63 124 355 144 418: 0 -274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 0.0 1.5 83.2 95.6 99.6 97.1: 0.4 2.9 Old : 100.0: 14.9 0.0 1.5 83.2 95.6 99.6 97.1: 0.4 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 0 2 21 22 25 24: Old : 31: 4 0 2 21 22 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 45.4 68.6 65.5 35.5 35.1 51.4 51.0 Old : 46.2 45.4 68.6 65.5 35.5 35.1 51.4 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 200,520: 18,971 0 1,586 179,963 198,934 200,520 200,520: 0 0 Old : 200,520: 18,971 0 1,586 179,963 198,934 200,520 200,520: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 9,800: 0 0 0 9,800 9,800 9,800 9,800: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 0.0 0.8 89.7 99.2 100.0 100.0: 0.0 0.0 Old : 100.0: 9.5 0.0 0.8 89.7 99.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 0 1 21 24 24 25: Old : 32: 3 0 1 21 24 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 53.2 76.8 74.1 49.8 46.9 61.4 62.9 Old : 58.8 53.2 76.8 74.1 49.8 46.9 61.4 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 14,762: 0 1,120 63 14,699 13,304 14,762 14,487: 0 275 Old : 14,762: 0 1,120 63 14,699 13,304 14,762 14,487: 0 275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -49: 0 20 0 -49 -69 -49 -49: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.6 0.4 99.6 90.1 100.0 98.1: 0.0 1.9 Old : 100.0: 0.0 7.6 0.4 99.6 90.1 100.0 98.1: 0.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 3 1 20 22 21 25: Old : 31: 0 3 1 20 22 21 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 48.0 78.6 68.2 50.8 43.3 65.3 59.8 Old : 54.7 48.0 78.6 68.2 50.8 43.3 65.3 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 167,796: 2,884 96 2,661 162,251 165,039 167,796 167,796: 0 0 Old : 167,796: 2,884 96 2,661 162,251 165,039 167,796 167,796: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,107: 0 0 0 2,107 2,107 2,107 2,107: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.1 1.6 96.7 98.4 100.0 100.0: 0.0 0.0 Old : 100.0: 1.7 0.1 1.6 96.7 98.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 1 2 22 19 24 21: Old : 28: 1 1 2 22 19 24 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 63.6 84.0 81.6 54.7 55.0 68.1 66.8 Old : 63.2 63.6 84.0 81.6 54.7 55.0 68.1 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 8,550: 0 300 0 8,310 8,180 8,310 8,480: 240 70 Old : 8,550: 0 300 0 8,310 8,180 8,310 8,480: 240 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 360: 0 0 0 360 360 360 360: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.5 0.0 97.2 95.7 97.2 99.2: 2.8 0.8 Old : 100.0: 0.0 3.5 0.0 97.2 95.7 97.2 99.2: 2.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 13 13 13 14: Old : 20: 0 1 0 13 13 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 77.6 87.0 93.1 42.7 53.0 64.3 68.5 Old : 59.8 77.6 87.0 93.1 42.7 53.0 64.3 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 17,988: 153 0 0 17,835 17,988 17,988 17,988: 0 0 Old : 17,988: 153 0 0 17,835 17,988 17,988 17,988: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 305: 75 0 0 230 305 305 305: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 0 15 20 16 20: Old : 23: 1 0 0 15 20 16 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.9 62.2 94.2 84.2 45.6 36.8 49.6 46.2 Old : 85.9 62.2 94.2 84.2 45.6 36.8 49.6 46.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 166,401: 688 0 0 165,713 166,401 166,401 166,401: 0 0 Old : 166,401: 688 0 0 165,713 166,401 166,401 166,401: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 15 16 16 16: Old : 20: 1 0 0 15 16 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.5 70.1 92.2 88.9 31.9 31.6 37.2 39.6 Old : 72.5 70.1 92.2 88.9 31.9 31.6 37.2 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 6,775: 0 0 0 6,560 6,700 6,560 6,700: 215 75 Old : 6,775: 0 0 0 6,560 6,700 6,560 6,700: 215 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.8 98.9 96.8 98.9: 3.2 1.1 Old : 100.0: 0.0 0.0 0.0 96.8 98.9 96.8 98.9: 3.2 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 15 9 15 9: Old : 20: 0 0 0 15 9 15 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 84.1 85.7 98.2 60.3 83.0 78.0 88.7 Old : 64.6 84.1 85.7 98.2 60.3 83.0 78.0 88.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 9,590: 0 1,180 0 9,465 8,405 9,465 9,585: 125 5 Old : 9,590: 0 1,180 0 9,465 8,405 9,465 9,585: 125 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.3 0.0 98.7 87.6 98.7 99.9: 1.3 0.1 Old : 100.0: 0.0 12.3 0.0 98.7 87.6 98.7 99.9: 1.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 0 20 16 20 17: Old : 27: 0 1 0 20 16 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 72.8 80.3 86.8 54.7 69.7 69.4 78.6 Old : 59.7 72.8 80.3 86.8 54.7 69.7 69.4 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Any Multiple of 800 800MWhs : : : : All : 18,092: 6,375 510 92 11,370 17,490 17,837 18,092: 255 0 Old : 18,092: 6,375 510 92 11,370 17,490 17,837 18,092: 255 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 2.8 0.5 62.8 96.7 98.6 100.0: 1.4 0.0 Old : 100.0: 35.2 2.8 0.5 62.8 96.7 98.6 100.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 5 1 1 14 10 19 12: Old : 24: 5 1 1 14 10 19 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 85.5 82.1 98.4 56.2 85.1 79.5 96.5 Old : 58.7 85.5 82.1 98.4 56.2 85.1 79.5 96.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,825: 0 0 0 21,455 21,575 21,455 21,575: 370 250 Old : 21,825: 0 0 0 21,455 21,575 21,455 21,575: 370 250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.3 98.9 98.3 98.9: 1.7 1.1 Old : 100.0: 0.0 0.0 0.0 98.3 98.9 98.3 98.9: 1.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 16 11 16 11: Old : 20: 0 0 0 16 11 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6 Old : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,985: 0 450 0 22,670 22,535 22,670 22,985: 315 0 Old : 22,985: 0 450 0 22,670 22,535 22,670 22,985: 315 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -40: 0 0 0 -40 -40 -40 -40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0 Old : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 0 22 17 22 18: Old : 28: 0 1 0 22 17 22 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 79.4 82.5 93.1 56.6 74.2 75.6 82.4 Old : 60.3 79.4 82.5 93.1 56.6 74.2 75.6 82.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,615: 0 450 0 19,230 19,100 19,230 19,550: 385 65 Old : 19,615: 0 450 0 19,230 19,100 19,230 19,550: 385 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -80: 0 0 0 -80 -80 -80 -80: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 0.3 Old : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 19 13 19 14: Old : 24: 0 1 0 19 13 19 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 88.5 83.5 95.7 60.2 86.2 79.7 91.0 Old : 62.3 88.5 83.5 95.7 60.2 86.2 79.7 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,649: 550 75 0 21,099 21,574 21,649 21,649: 0 0 Old : 21,649: 550 75 0 21,099 21,574 21,649 21,649: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 200: 300 0 0 -100 200 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.3 0.0 97.5 99.7 100.0 100.0: 0.0 0.0 Old : 100.0: 2.5 0.3 0.0 97.5 99.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 1 0 22 20 24 21: Old : 34: 2 1 0 22 20 24 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 65.6 75.0 86.7 52.2 64.5 72.3 82.2 Old : 54.1 65.6 75.0 86.7 52.2 64.5 72.3 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,174: 250 0 0 19,924 20,174 20,174 20,174: 0 0 Old : 20,174: 250 0 0 19,924 20,174 20,174 20,174: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 60: 0 0 0 60 60 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 20 16 21 16: Old : 27: 1 0 0 20 16 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 73.0 79.3 93.0 59.3 69.4 76.1 84.9 Old : 60.8 73.0 79.3 93.0 59.3 69.4 76.1 84.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,450: 0 300 0 20,850 21,150 20,850 21,450: 600 0 Old : 21,450: 0 300 0 20,850 21,150 20,850 21,450: 600 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,530: 0 0 0 1,530 1,530 1,530 1,530: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.4 0.0 97.2 98.6 97.2 100.0: 2.8 0.0 Old : 100.0: 0.0 1.4 0.0 97.2 98.6 97.2 100.0: 2.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 2 0 16 11 16 13: Old : 23: 0 2 0 16 11 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.0 93.0 88.7 97.1 74.7 93.0 87.0 96.0 Old : 76.0 93.0 88.7 97.1 74.7 93.0 87.0 96.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,440: 0 50 0 17,055 17,270 17,055 17,320: 385 120 Old : 17,440: 0 50 0 17,055 17,270 17,055 17,320: 385 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -375: 0 0 0 -375 -375 -375 -375: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.0 97.8 99.0 97.8 99.3: 2.2 0.7 Old : 100.0: 0.0 0.3 0.0 97.8 99.0 97.8 99.3: 2.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 0 23 13 23 14: Old : 27: 0 1 0 23 13 23 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 87.4 72.6 97.3 52.2 78.4 68.1 83.8 Old : 55.6 87.4 72.6 97.3 52.2 78.4 68.1 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,565: 0 250 0 18,280 18,195 18,280 18,445: 285 120 Old : 18,565: 0 250 0 18,280 18,195 18,280 18,445: 285 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -215: 0 0 0 -215 -215 -215 -215: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.0 98.5 98.0 98.5 99.4: 1.5 0.6 Old : 100.0: 0.0 1.3 0.0 98.5 98.0 98.5 99.4: 1.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 2 0 24 17 24 19: Old : 31: 0 2 0 24 17 24 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.5 85.6 72.4 95.2 48.7 80.2 67.5 87.1 Old : 53.5 85.6 72.4 95.2 48.7 80.2 67.5 87.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 120,404: 1,510 730 50 118,844 119,624 120,404 120,404: 0 0 Old : 120,404: 1,510 730 50 118,844 119,624 120,404 120,404: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 915: 0 -50 0 915 965 915 915: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.6 0.0 98.7 99.4 100.0 100.0: 0.0 0.0 Old : 100.0: 1.3 0.6 0.0 98.7 99.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 3 3 1 34 33 37 37: Old : 49: 3 3 1 34 33 37 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 60.3 62.9 78.3 40.1 53.7 55.9 64.9 Old : 43.1 60.3 62.9 78.3 40.1 53.7 55.9 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 129,319: 2,710 1,805 400 126,209 127,027 129,319 129,232: 0 87 Old : 129,319: 2,710 1,805 400 126,209 127,027 129,319 129,232: 0 87 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,730: -375 150 50 3,055 2,530 2,730 2,730: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 1.4 0.3 97.6 98.2 100.0 99.9: 0.0 0.1 Old : 100.0: 2.1 1.4 0.3 97.6 98.2 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 4 4 3 36 35 41 41: Old : 52: 4 4 3 36 35 41 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 59.9 62.1 75.6 41.1 53.3 56.2 64.4 Old : 44.4 59.9 62.1 75.6 41.1 53.3 56.2 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 154,370: 7,352 13,590 8,852 137,936 131,878 154,140 154,320: 230 50 Old : 154,370: 7,352 13,590 8,852 137,936 131,878 154,140 154,320: 230 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,120: -4,677 -1,002 2,118 4,662 1,017 2,103 2,133: 17 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 8.8 5.7 89.4 85.4 99.9 100.0: 0.1 0.0 Old : 100.0: 4.8 8.8 5.7 89.4 85.4 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 74: 7 13 12 47 42 62 60: Old : 74: 7 13 12 47 42 62 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.4 52.3 48.8 66.1 30.0 45.4 42.0 54.4 Old : 31.4 52.3 48.8 66.1 30.0 45.4 42.0 54.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 107,887: 1,735 2,345 2,325 103,558 103,127 107,618 107,797: 269 90 Old : 107,887: 1,735 2,345 2,325 103,558 103,127 107,618 107,797: 269 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,065: 25 0 -25 1,065 1,090 1,065 1,065: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 2.2 2.2 96.0 95.6 99.8 99.9: 0.2 0.1 Old : 100.0: 1.6 2.2 2.2 96.0 95.6 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 4 3 4 40 36 46 41: Old : 49: 4 3 4 40 36 46 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.5 67.1 46.3 80.2 26.6 59.8 40.7 66.8 Old : 29.5 67.1 46.3 80.2 26.6 59.8 40.7 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,745: 370 760 60 22,315 21,865 22,745 22,685: 0 60 Old : 22,745: 370 760 60 22,315 21,865 22,745 22,685: 0 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 145: 0 0 0 145 145 145 145: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 3.3 0.3 98.1 96.1 100.0 99.7: 0.0 0.3 Old : 100.0: 1.6 3.3 0.3 98.1 96.1 100.0 99.7: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 2 1 26 14 27 17: Old : 32: 1 2 1 26 14 27 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 81.9 76.8 95.2 58.1 81.7 76.4 91.4 Old : 58.1 81.9 76.8 95.2 58.1 81.7 76.4 91.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,040: 0 50 150 17,870 17,760 18,020 17,960: 20 80 Old : 18,040: 0 50 150 17,870 17,760 18,020 17,960: 20 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 110: 0 0 0 110 110 110 110: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.8 99.1 98.4 99.9 99.6: 0.1 0.4 Old : 100.0: 0.0 0.3 0.8 99.1 98.4 99.9 99.6: 0.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 23 11 24 12: Old : 26: 0 1 1 23 11 24 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 85.2 77.6 97.8 56.6 84.7 77.0 91.2 Old : 56.6 85.2 77.6 97.8 56.6 84.7 77.0 91.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 mwh : : : : All : 30,603: 334 300 5 30,214 30,233 30,553 30,538: 50 65 Old : 30,603: 334 300 5 30,214 30,233 30,553 30,538: 50 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 540: 0 0 0 560 740 560 740: -20 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 1.0 0.0 98.7 98.8 99.8 99.8: 0.2 0.2 Old : 100.0: 1.1 1.0 0.0 98.7 98.8 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 1 1 30 31 32 33: Old : 38: 2 1 1 30 31 32 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 54.1 60.8 71.0 37.2 42.6 49.5 54.9 Old : 42.8 54.1 60.8 71.0 37.2 42.6 49.5 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 Mwh : : : : All : 13,245: 0 0 0 13,245 13,245 13,245 13,245: 0 0 Old : 13,245: 0 0 0 13,245 13,245 13,245 13,245: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 0: 0 0 0 0 120 0 120: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 19 18 19 18: Old : 22: 0 0 0 19 18 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 68.2 76.8 89.2 47.0 59.9 64.5 70.9 Old : 49.8 68.2 76.8 89.2 47.0 59.9 64.5 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,155: 0 0 0 14,697 15,155 14,697 15,155: 458 0 Old : 15,155: 0 0 0 14,697 15,155 14,697 15,155: 458 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.0 100.0 97.0 100.0: 3.0 0.0 Old : 100.0: 0.0 0.0 0.0 97.0 100.0 97.0 100.0: 3.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 16 10 16 10: Old : 20: 0 0 0 16 10 16 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 86.6 78.8 98.5 44.1 66.4 61.7 69.9 Old : 50.6 86.6 78.8 98.5 44.1 66.4 61.7 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 28,124: 2,645 1,795 100 25,249 26,224 27,994 28,119: 130 5 Old : 28,124: 2,645 1,795 100 25,249 26,224 27,994 28,119: 130 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -276: 0 0 0 -216 -216 -216 -216: -60 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 6.4 0.4 89.8 93.2 99.5 100.0: 0.5 0.0 Old : 100.0: 9.4 6.4 0.4 89.8 93.2 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 4 2 1 20 27 24 30: Old : 37: 4 2 1 20 27 24 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 42.5 77.4 68.4 51.8 42.5 67.1 66.3 Old : 60.9 42.5 77.4 68.4 51.8 42.5 67.1 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,025: 690 0 80 23,181 23,945 23,951 24,025: 74 0 Old : 24,025: 690 0 80 23,181 23,945 23,951 24,025: 74 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -55: -300 0 0 215 -25 -85 -25: 30 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.0 0.3 96.5 99.7 99.7 100.0: 0.3 0.0 Old : 100.0: 2.9 0.0 0.3 96.5 99.7 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 0 1 23 24 25 25: Old : 33: 2 0 1 23 24 25 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 60.8 83.5 79.7 41.3 45.7 60.0 59.6 Old : 59.0 60.8 83.5 79.7 41.3 45.7 60.0 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 34,075: 590 1,071 30 33,405 32,965 34,025 34,066: 50 9 Old : 34,075: 590 1,071 30 33,405 32,965 34,025 34,066: 50 9 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 395: 320 20 -65 140 431 395 386: 0 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 3.1 0.1 98.0 96.7 99.9 100.0: 0.1 0.0 Old : 100.0: 1.7 3.1 0.1 98.0 96.7 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 3 2 30 29 32 33: Old : 39: 1 3 2 30 29 32 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 61.3 72.2 80.7 53.1 60.4 68.5 77.0 Old : 55.5 61.3 72.2 80.7 53.1 60.4 68.5 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,416: 0 35 195 22,811 23,176 23,006 23,406: 410 10 Old : 23,416: 0 35 195 22,811 23,176 23,006 23,406: 410 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 525: -25 0 25 525 620 525 645: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.1 0.8 97.4 99.0 98.2 100.0: 1.8 0.0 Old : 100.0: 0.0 0.1 0.8 97.4 99.0 98.2 100.0: 1.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 2 1 27 26 28 28: Old : 34: 0 2 1 27 26 28 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 70.0 72.1 89.2 43.6 65.3 59.3 76.4 Old : 53.6 70.0 72.1 89.2 43.6 65.3 59.3 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,146: 0 590 0 20,065 19,179 20,065 19,769: 81 377 Old : 20,146: 0 590 0 20,065 19,179 20,065 19,769: 81 377 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 696: 0 0 0 745 655 745 655: -49 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.9 0.0 99.6 95.2 99.6 98.1: 0.4 1.9 Old : 100.0: 0.0 2.9 0.0 99.6 95.2 99.6 98.1: 0.4 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 19 18 19 19: Old : 26: 0 1 0 19 18 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 61.3 84.9 79.6 54.7 60.1 78.1 75.6 Old : 55.8 61.3 84.9 79.6 54.7 60.1 78.1 75.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,463: 0 300 0 15,349 14,949 15,349 15,249: 114 214 Old : 15,463: 0 300 0 15,349 14,949 15,349 15,249: 114 214 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 40: 0 0 0 40 40 40 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 0.0 99.3 96.7 99.3 98.6: 0.7 1.4 Old : 100.0: 0.0 1.9 0.0 99.3 96.7 99.3 98.6: 0.7 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 18 14 18 15: Old : 23: 0 1 0 18 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 65.8 77.4 86.8 45.2 63.0 70.3 76.2 Old : 46.7 65.8 77.4 86.8 45.2 63.0 70.3 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 37,579: 1,064 900 10 36,315 36,494 37,389 37,404: 190 175 Old : 37,579: 1,064 900 10 36,315 36,494 37,389 37,404: 190 175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,030: -25 0 0 2,075 2,070 2,050 2,070: -20 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 2.4 0.0 96.6 97.1 99.5 99.5: 0.5 0.5 Old : 100.0: 2.8 2.4 0.0 96.6 97.1 99.5 99.5: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 2 1 30 27 34 30: Old : 41: 4 2 1 30 27 34 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 43.2 61.8 71.9 38.9 39.7 56.0 62.4 Old : 42.4 43.2 61.8 71.9 38.9 39.7 56.0 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 15,849: 940 0 0 14,789 15,849 15,729 15,849: 120 0 Old : 15,849: 940 0 0 14,789 15,849 15,729 15,849: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -20: 30 0 0 -50 -20 -20 -20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 0.0 0.0 93.3 100.0 99.2 100.0: 0.8 0.0 Old : 100.0: 5.9 0.0 0.0 93.3 100.0 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 22 20 23 20: Old : 27: 1 0 0 22 20 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 66.3 73.8 86.7 49.7 60.3 68.4 77.0 Old : 49.8 66.3 73.8 86.7 49.7 60.3 68.4 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Commitments of Traders - Futures Only, December 22, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 14,657: 1,903 125 0 12,624 14,532 14,527 14,657: 130 0 Old : 14,657: 1,903 125 0 12,624 14,532 14,527 14,657: 130 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 90: 30 0 0 60 90 90 90: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 0.9 0.0 86.1 99.1 99.1 100.0: 0.9 0.0 Old : 100.0: 13.0 0.9 0.0 86.1 99.1 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 2 0 24 23 25 25: Old : 31: 1 2 0 24 23 25 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 69.3 64.0 84.6 35.8 63.6 55.0 72.2 Old : 41.2 69.3 64.0 84.6 35.8 63.6 55.0 72.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015