CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 6,749: 2,446 581 175 4,118 5,992 6,739 6,748: 10 1 Old : 6,749: 2,446 581 175 4,118 5,992 6,739 6,748: 10 1 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -100: -100 0 0 0 -100 -100 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 8.6 2.6 61.0 88.8 99.9 100.0: 0.1 0.0 Old : 100.0: 36.2 8.6 2.6 61.0 88.8 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 : 20: 7 3 2 7 7 15 11: Old : 20: 7 3 2 7 7 15 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 : 72.8 83.6 95.0 96.0 65.1 80.3 82.4 85.5 Old : 72.8 83.6 95.0 96.0 65.1 80.3 82.4 85.5 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 25,938: 16,641 6,955 1,568 7,674 17,415 25,883 25,938: 55 0 Old : 25,938: 16,641 6,955 1,568 7,674 17,415 25,883 25,938: 55 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 427: 403 359 118 -99 -50 422 427: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 26.8 6.0 29.6 67.1 99.8 100.0: 0.2 0.0 Old : 100.0: 64.2 26.8 6.0 29.6 67.1 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 : 37: 15 8 8 8 11 27 23: Old : 37: 15 8 8 8 11 27 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 : 69.3 54.7 86.8 78.6 65.9 54.6 77.2 73.6 Old : 69.3 54.7 86.8 78.6 65.9 54.6 77.2 73.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 8,734: 2,384 7,113 0 6,350 1,621 8,734 8,734: 0 0 Old : 8,734: 2,384 7,113 0 6,350 1,621 8,734 8,734: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 9: 9 9 0 0 0 9 9: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 81.4 0.0 72.7 18.6 100.0 100.0: 0.0 0.0 Old : 100.0: 27.3 81.4 0.0 72.7 18.6 100.0 100.0: 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 : 21: 5 7 0 6 4 11 11: Old : 21: 5 7 0 6 4 11 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 : 75.4 83.6 94.8 97.9 70.2 83.6 89.7 94.0 Old : 75.4 83.6 94.8 97.9 70.2 83.6 89.7 94.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 31,925: 17,550 25,545 650 13,725 5,730 31,925 31,925: 0 0 Old : 31,925: 17,550 25,545 650 13,725 5,730 31,925 31,925: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 200: -300 150 0 500 50 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 80.0 2.0 43.0 17.9 100.0 100.0: 0.0 0.0 Old : 100.0: 55.0 80.0 2.0 43.0 17.9 100.0 100.0: 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 : 24: 8 6 3 8 4 18 11: Old : 24: 8 6 3 8 4 18 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 : 68.9 80.7 85.4 96.5 65.5 79.9 81.0 93.0 Old : 68.9 80.7 85.4 96.5 65.5 79.9 81.0 93.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 17,920: 6,160 14,585 1,045 10,715 2,250 17,920 17,880: 0 40 Old : 17,920: 6,160 14,585 1,045 10,715 2,250 17,920 17,880: 0 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 150: 150 150 0 0 0 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 81.4 5.8 59.8 12.6 100.0 99.8: 0.0 0.2 Old : 100.0: 34.4 81.4 5.8 59.8 12.6 100.0 99.8: 0.0 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: 9 9 4 8 4 20 14: Old : 27: 9 9 4 8 4 20 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 : 58.8 73.5 80.6 90.8 56.0 71.1 73.2 83.0 Old : 58.8 73.5 80.6 90.8 56.0 71.1 73.2 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 42,473: 3,820 8,312 2,500 36,133 31,621 42,453 42,433: 20 40 Old : 42,473: 3,820 8,312 2,500 36,133 31,621 42,453 42,433: 20 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 31: 50 21 0 -19 10 31 31: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 19.6 5.9 85.1 74.4 100.0 99.9: 0.0 0.1 Old : 100.0: 9.0 19.6 5.9 85.1 74.4 100.0 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 : 32: 5 10 1 10 12 16 22: Old : 32: 5 10 1 10 12 16 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 : 56.8 62.6 81.8 84.8 50.8 56.0 69.8 69.9 Old : 56.8 62.6 81.8 84.8 50.8 56.0 69.8 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 13,960: 8,225 8,160 650 5,075 5,150 13,950 13,960: 10 0 Old : 13,960: 8,225 8,160 650 5,075 5,150 13,950 13,960: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 150: 0 -100 150 0 100 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 58.5 4.7 36.4 36.9 99.9 100.0: 0.1 0.0 Old : 100.0: 58.9 58.5 4.7 36.4 36.9 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 : 23: 8 6 2 5 5 15 11: Old : 23: 8 6 2 5 5 15 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 : 65.4 70.3 87.4 94.8 65.4 67.4 87.4 92.0 Old : 65.4 70.3 87.4 94.8 65.4 67.4 87.4 92.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 10,600: 5,125 4,170 320 5,135 6,110 10,580 10,600: 20 0 Old : 10,600: 5,125 4,170 320 5,135 6,110 10,580 10,600: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 600: 700 550 0 -100 50 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.3 39.3 3.0 48.4 57.6 99.8 100.0: 0.2 0.0 Old : 100.0: 48.3 39.3 3.0 48.4 57.6 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 : 24: 10 3 1 6 7 16 11: Old : 24: 10 3 1 6 7 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 : 60.7 63.9 82.4 94.2 60.2 63.9 76.7 84.7 Old : 60.7 63.9 82.4 94.2 60.2 63.9 76.7 84.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 14,570: 5,520 7,770 600 8,450 6,200 14,570 14,570: 0 0 Old : 14,570: 5,520 7,770 600 8,450 6,200 14,570 14,570: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 150: 100 0 0 50 150 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 53.3 4.1 58.0 42.6 100.0 100.0: 0.0 0.0 Old : 100.0: 37.9 53.3 4.1 58.0 42.6 100.0 100.0: 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: 8 5 2 6 5 15 11: Old : 22: 8 5 2 6 5 15 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 : 56.8 66.4 82.9 93.0 55.4 60.9 77.6 84.7 Old : 56.8 66.4 82.9 93.0 55.4 60.9 77.6 84.7 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 4,560,799: 829,812 97,345 702,703 2,981,437 3,747,429 4,513,952 4,547,477: 46,847 13,322 Old : 4,560,799: 829,812 97,345 702,703 2,981,437 3,747,429 4,513,952 4,547,477: 46,847 13,322 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -226,423: -42,064 -11,862 -25,929 -119,285 -156,713 -187,278 -194,504: -39,145 -31,919 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 2.1 15.4 65.4 82.2 99.0 99.7: 1.0 0.3 Old : 100.0: 18.2 2.1 15.4 65.4 82.2 99.0 99.7: 1.0 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 : 231: 60 19 60 144 123 214 193: Old : 231: 60 19 60 144 123 214 193: 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 : 26.3 29.8 41.7 45.7 21.9 29.5 34.1 41.2 Old : 26.3 29.8 41.7 45.7 21.9 29.5 34.1 41.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 204,442: 41,408 44,577 34,609 126,101 125,101 202,118 204,287: 2,324 155 Old : 204,442: 41,408 44,577 34,609 126,101 125,101 202,118 204,287: 2,324 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 2,010: 1,744 2,730 -778 1,044 58 2,010 2,010: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 21.8 16.9 61.7 61.2 98.9 99.9: 1.1 0.1 Old : 100.0: 20.3 21.8 16.9 61.7 61.2 98.9 99.9: 1.1 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 : 62: 9 15 12 33 32 50 51: Old : 62: 9 15 12 33 32 50 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 : 39.8 48.7 59.5 71.1 27.3 35.0 39.7 50.2 Old : 39.8 48.7 59.5 71.1 27.3 35.0 39.7 50.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 266,156: 20,684 0 7,232 217,239 254,509 245,155 261,741: 21,001 4,415 Old : 266,156: 20,684 0 7,232 217,239 254,509 245,155 261,741: 21,001 4,415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -6,634: -6,707 0 443 -4,240 -6,716 -10,504 -6,273: 3,870 -361 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 0.0 2.7 81.6 95.6 92.1 98.3: 7.9 1.7 Old : 100.0: 7.8 0.0 2.7 81.6 95.6 92.1 98.3: 7.9 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 : 57: 11 0 6 37 33 49 39: Old : 57: 11 0 6 37 33 49 39: 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 : 30.0 52.4 45.4 70.8 24.2 48.3 35.8 59.4 Old : 30.0 52.4 45.4 70.8 24.2 48.3 35.8 59.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 148,981: 1,252 6,441 2,299 138,943 131,431 142,494 140,171: 6,487 8,810 Old : 148,981: 1,252 6,441 2,299 138,943 131,431 142,494 140,171: 6,487 8,810 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -5,597: 380 -730 -851 -4,003 -6,211 -4,474 -7,792: -1,123 2,195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 4.3 1.5 93.3 88.2 95.6 94.1: 4.4 5.9 Old : 100.0: 0.8 4.3 1.5 93.3 88.2 95.6 94.1: 4.4 5.9 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: 2 5 4 26 31 30 38: Old : 40: 2 5 4 26 31 30 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 : 67.6 45.7 81.8 64.0 58.3 41.7 66.0 55.2 Old : 67.6 45.7 81.8 64.0 58.3 41.7 66.0 55.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 227,415: 1,303 1,089 3,151 209,219 215,706 213,673 219,946: 13,742 7,469 Old : 227,415: 1,303 1,089 3,151 209,219 215,706 213,673 219,946: 13,742 7,469 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 344: -1,453 202 578 1,458 170 583 950: -239 -606 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.5 1.4 92.0 94.9 94.0 96.7: 6.0 3.3 Old : 100.0: 0.6 0.5 1.4 92.0 94.9 94.0 96.7: 6.0 3.3 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 : 48: 3 2 3 33 36 37 40: Old : 48: 3 2 3 33 36 37 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 : 48.2 45.1 67.2 69.3 44.2 40.7 59.4 59.4 Old : 48.2 45.1 67.2 69.3 44.2 40.7 59.4 59.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 788,671: 1,239 6,213 4,704 768,466 772,274 774,409 783,191: 14,262 5,480 Old : 788,671: 1,239 6,213 4,704 768,466 772,274 774,409 783,191: 14,262 5,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -52,402: 254 -2,094 -703 -51,788 -49,673 -52,237 -52,470: -165 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.8 0.6 97.4 97.9 98.2 99.3: 1.8 0.7 Old : 100.0: 0.2 0.8 0.6 97.4 97.9 98.2 99.3: 1.8 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 : 61: 4 3 3 53 35 58 40: Old : 61: 4 3 3 53 35 58 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 : 33.1 46.7 55.1 75.8 31.9 45.6 49.1 71.6 Old : 33.1 46.7 55.1 75.8 31.9 45.6 49.1 71.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 345,392: 5,382 94 1,177 332,599 334,632 339,158 335,903: 6,234 9,489 Old : 345,392: 5,382 94 1,177 332,599 334,632 339,158 335,903: 6,234 9,489 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 1,933: -680 -152 -124 3,492 1,544 2,688 1,268: -755 665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.0 0.3 96.3 96.9 98.2 97.3: 1.8 2.7 Old : 100.0: 1.6 0.0 0.3 96.3 96.9 98.2 97.3: 1.8 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 : 61: 1 1 1 43 43 45 44: Old : 61: 1 1 1 43 43 45 44: 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 : 51.2 39.0 72.3 56.3 46.8 38.8 67.3 56.0 Old : 51.2 39.0 72.3 56.3 46.8 38.8 67.3 56.0 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 302,665: 5,122 2,415 2,230 287,024 280,876 294,376 285,521: 8,289 17,144 Old : 302,665: 5,122 2,415 2,230 287,024 280,876 294,376 285,521: 8,289 17,144 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 3,863: -1,208 -54 -153 4,163 -11,938 2,802 -12,145: 1,061 16,008 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.8 0.7 94.8 92.8 97.3 94.3: 2.7 5.7 Old : 100.0: 1.7 0.8 0.7 94.8 92.8 97.3 94.3: 2.7 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 : 57: 1 4 4 41 44 46 48: Old : 57: 1 4 4 41 44 46 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 : 52.8 35.3 69.1 53.4 52.1 28.8 62.1 44.0 Old : 52.8 35.3 69.1 53.4 52.1 28.8 62.1 44.0 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 111,948: 2,408 1,565 2,633 90,129 93,751 95,170 97,949: 16,778 13,999 Old : 111,948: 2,408 1,565 2,633 90,129 93,751 95,170 97,949: 16,778 13,999 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 481: -58 -220 187 -11,659 -579 -11,530 -612: 12,011 1,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 1.4 2.4 80.5 83.7 85.0 87.5: 15.0 12.5 Old : 100.0: 2.2 1.4 2.4 80.5 83.7 85.0 87.5: 15.0 12.5 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 : 34: 1 3 2 23 23 25 27: Old : 34: 1 3 2 23 23 25 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 : 52.7 44.3 64.5 63.3 51.1 40.7 62.0 58.6 Old : 52.7 44.3 64.5 63.3 51.1 40.7 62.0 58.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 132,794: 159 13,760 3,748 120,948 111,079 124,855 128,587: 7,939 4,207 Old : 132,794: 159 13,760 3,748 120,948 111,079 124,855 128,587: 7,939 4,207 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 161: 0 -1,509 315 -1,260 1,720 -945 526: 1,106 -365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 10.4 2.8 91.1 83.6 94.0 96.8: 6.0 3.2 Old : 100.0: 0.1 10.4 2.8 91.1 83.6 94.0 96.8: 6.0 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 : 44: 1 5 4 33 28 37 34: Old : 44: 1 5 4 33 28 37 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 : 53.6 33.7 69.8 57.5 48.4 31.5 60.1 52.6 Old : 53.6 33.7 69.8 57.5 48.4 31.5 60.1 52.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 27,567: 0 0 0 26,710 27,381 26,710 27,381: 857 186 Old : 27,567: 0 0 0 26,710 27,381 26,710 27,381: 857 186 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 -240 0 -240 0: 240 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.9 99.3 96.9 99.3: 3.1 0.7 Old : 100.0: 0.0 0.0 0.0 96.9 99.3 96.9 99.3: 3.1 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 : 24: 0 0 0 18 11 18 11: Old : 24: 0 0 0 18 11 18 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 : 58.4 78.0 82.0 95.5 56.0 69.3 71.7 83.9 Old : 58.4 78.0 82.0 95.5 56.0 69.3 71.7 83.9 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 111,390: 614 1,129 1,911 99,626 100,043 102,151 103,083: 9,239 8,307 Old : 111,390: 614 1,129 1,911 99,626 100,043 102,151 103,083: 9,239 8,307 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -6: -354 -438 561 -399 -969 -192 -846: 186 840 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 1.0 1.7 89.4 89.8 91.7 92.5: 8.3 7.5 Old : 100.0: 0.6 1.0 1.7 89.4 89.8 91.7 92.5: 8.3 7.5 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 : 33: 1 1 2 21 22 23 24: Old : 33: 1 1 2 21 22 23 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 : 66.7 54.1 78.3 72.1 66.5 54.1 75.7 69.4 Old : 66.7 54.1 78.3 72.1 66.5 54.1 75.7 69.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 161,533: 0 0 0 154,685 150,928 154,685 150,928: 6,848 10,605 Old : 161,533: 0 0 0 154,685 150,928 154,685 150,928: 6,848 10,605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 609: 0 0 0 651 -461 651 -461: -42 1,070 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.8 93.4 95.8 93.4: 4.2 6.6 Old : 100.0: 0.0 0.0 0.0 95.8 93.4 95.8 93.4: 4.2 6.6 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 : 36: 0 0 0 29 26 29 26: Old : 36: 0 0 0 29 26 29 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 : 42.3 67.7 62.9 79.8 41.5 65.1 61.5 76.8 Old : 42.3 67.7 62.9 79.8 41.5 65.1 61.5 76.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 76,893: 0 0 0 68,224 70,047 68,224 70,047: 8,669 6,846 Old : 76,893: 0 0 0 68,224 70,047 68,224 70,047: 8,669 6,846 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 -124 -651 -124 -651: 124 651 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 88.7 91.1 88.7 91.1: 11.3 8.9 Old : 100.0: 0.0 0.0 0.0 88.7 91.1 88.7 91.1: 11.3 8.9 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 : 25: 0 0 0 18 15 18 15: Old : 25: 0 0 0 18 15 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 : 54.2 61.9 72.8 84.1 52.7 61.5 68.4 79.5 Old : 54.2 61.9 72.8 84.1 52.7 61.5 68.4 79.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 23,883: 1,290 0 0 19,552 22,503 20,842 22,503: 3,041 1,380 Old : 23,883: 1,290 0 0 19,552 22,503 20,842 22,503: 3,041 1,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 -630 0 -630 0: 630 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 0.0 0.0 81.9 94.2 87.3 94.2: 12.7 5.8 Old : 100.0: 5.4 0.0 0.0 81.9 94.2 87.3 94.2: 12.7 5.8 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: 2 0 0 9 15 11 15: Old : 23: 2 0 0 9 15 11 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 : 57.1 59.7 77.3 79.8 56.3 59.7 75.3 79.8 Old : 57.1 59.7 77.3 79.8 56.3 59.7 75.3 79.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 362,290: 3,002 920 4,121 343,400 345,185 350,523 350,226: 11,767 12,064 Old : 362,290: 3,002 920 4,121 343,400 345,185 350,523 350,226: 11,767 12,064 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 11,730: 133 -594 -120 9,499 9,472 9,512 8,758: 2,218 2,972 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.3 1.1 94.8 95.3 96.8 96.7: 3.2 3.3 Old : 100.0: 0.8 0.3 1.1 94.8 95.3 96.8 96.7: 3.2 3.3 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 : 68: 5 1 4 51 44 56 49: Old : 68: 5 1 4 51 44 56 49: 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 : 28.3 55.2 46.5 71.0 26.7 54.8 43.4 68.4 Old : 28.3 55.2 46.5 71.0 26.7 54.8 43.4 68.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 86,608: 930 1,921 921 79,375 74,014 81,226 76,856: 5,382 9,752 Old : 86,608: 930 1,921 921 79,375 74,014 81,226 76,856: 5,382 9,752 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 525: 0 -114 -192 562 463 370 157: 155 368 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 2.2 1.1 91.6 85.5 93.8 88.7: 6.2 11.3 Old : 100.0: 1.1 2.2 1.1 91.6 85.5 93.8 88.7: 6.2 11.3 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 : 30: 2 2 2 18 17 22 19: Old : 30: 2 2 2 18 17 22 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 : 63.6 58.1 81.8 76.5 62.7 57.6 79.9 75.9 Old : 63.6 58.1 81.8 76.5 62.7 57.6 79.9 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 17,617: 1,232 0 0 14,678 14,632 15,910 14,632: 1,707 2,985 Old : 17,617: 1,232 0 0 14,678 14,632 15,910 14,632: 1,707 2,985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 -270 0 -270 0: 270 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.0 0.0 83.3 83.1 90.3 83.1: 9.7 16.9 Old : 100.0: 7.0 0.0 0.0 83.3 83.1 90.3 83.1: 9.7 16.9 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 : 22: 3 0 0 11 13 14 13: Old : 22: 3 0 0 11 13 14 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 : 59.1 46.6 78.3 70.9 58.3 38.3 72.4 59.7 Old : 59.1 46.6 78.3 70.9 58.3 38.3 72.4 59.7 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 78,474: 4,570 5,933 725 66,918 65,740 72,213 72,398: 6,261 6,076 Old : 78,474: 4,570 5,933 725 66,918 65,740 72,213 72,398: 6,261 6,076 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -340: 128 91 -279 -251 -741 -402 -929: 62 589 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 7.6 0.9 85.3 83.8 92.0 92.3: 8.0 7.7 Old : 100.0: 5.8 7.6 0.9 85.3 83.8 92.0 92.3: 8.0 7.7 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 : 26: 2 2 2 18 15 21 18: Old : 26: 2 2 2 18 15 21 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 : 42.5 56.7 70.4 80.4 38.9 50.1 59.9 66.5 Old : 42.5 56.7 70.4 80.4 38.9 50.1 59.9 66.5 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 90,822: 12,064 2,604 0 66,618 85,574 78,682 88,178: 12,140 2,644 Old : 90,822: 12,064 2,604 0 66,618 85,574 78,682 88,178: 12,140 2,644 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 1,157: -8,153 -837 0 627 1,095 -7,526 258: 8,683 899 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 2.9 0.0 73.4 94.2 86.6 97.1: 13.4 2.9 Old : 100.0: 13.3 2.9 0.0 73.4 94.2 86.6 97.1: 13.4 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 : 48: 3 3 0 23 31 26 34: Old : 48: 3 3 0 23 31 26 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 : 41.8 43.3 61.9 62.4 39.0 40.8 49.6 55.2 Old : 41.8 43.3 61.9 62.4 39.0 40.8 49.6 55.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 146,249: 44,259 6,741 0 86,822 136,163 131,081 142,904: 15,168 3,345 Old : 146,249: 44,259 6,741 0 86,822 136,163 131,081 142,904: 15,168 3,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 1,095: -11,670 -990 0 -405 307 -12,075 -683: 13,170 1,778 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 4.6 0.0 59.4 93.1 89.6 97.7: 10.4 2.3 Old : 100.0: 30.3 4.6 0.0 59.4 93.1 89.6 97.7: 10.4 2.3 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 : 73: 15 5 0 34 38 49 43: Old : 73: 15 5 0 34 38 49 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 : 29.9 37.6 48.8 55.0 24.7 32.6 39.2 46.3 Old : 29.9 37.6 48.8 55.0 24.7 32.6 39.2 46.3 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 61,563: 0 0 0 60,643 59,801 60,643 59,801: 920 1,762 Old : 61,563: 0 0 0 60,643 59,801 60,643 59,801: 920 1,762 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 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 98.5 97.1 98.5 97.1: 1.5 2.9 Old : 100.0: 0.0 0.0 0.0 98.5 97.1 98.5 97.1: 1.5 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 : 35: 0 0 0 22 21 22 21: Old : 35: 0 0 0 22 21 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 : 56.6 53.9 78.4 76.2 33.2 36.3 50.2 52.5 Old : 56.6 53.9 78.4 76.2 33.2 36.3 50.2 52.5 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 216,308: 386 0 936 205,501 206,967 206,823 207,903: 9,485 8,405 Old : 216,308: 386 0 936 205,501 206,967 206,823 207,903: 9,485 8,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 44: 271 0 -36 -652 80 -417 44: 461 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.4 95.0 95.7 95.6 96.1: 4.4 3.9 Old : 100.0: 0.2 0.0 0.4 95.0 95.7 95.6 96.1: 4.4 3.9 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 : 39: 1 0 1 34 33 35 34: Old : 39: 1 0 1 34 33 35 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 : 55.7 56.6 70.4 74.1 52.9 44.6 61.2 55.8 Old : 55.7 56.6 70.4 74.1 52.9 44.6 61.2 55.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 32,844: 0 635 644 30,145 28,784 30,789 30,063: 2,055 2,781 Old : 32,844: 0 635 644 30,145 28,784 30,789 30,063: 2,055 2,781 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -61: 0 0 0 -1,321 -61 -1,321 -61: 1,260 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 2.0 91.8 87.6 93.7 91.5: 6.3 8.5 Old : 100.0: 0.0 1.9 2.0 91.8 87.6 93.7 91.5: 6.3 8.5 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 : 29: 0 2 1 19 16 20 18: Old : 29: 0 2 1 19 16 20 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 : 63.7 54.8 78.5 75.9 62.7 50.1 73.9 70.2 Old : 63.7 54.8 78.5 75.9 62.7 50.1 73.9 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 53,824: 0 2,976 1,452 46,530 44,031 47,982 48,459: 5,842 5,365 Old : 53,824: 0 2,976 1,452 46,530 44,031 47,982 48,459: 5,842 5,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 1,812: 0 -140 515 1,511 693 2,026 1,068: -214 744 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.5 2.7 86.4 81.8 89.1 90.0: 10.9 10.0 Old : 100.0: 0.0 5.5 2.7 86.4 81.8 89.1 90.0: 10.9 10.0 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 : 29: 0 4 2 20 20 22 24: Old : 29: 0 4 2 20 20 22 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 : 55.3 46.2 73.6 61.9 50.4 36.5 60.3 46.5 Old : 55.3 46.2 73.6 61.9 50.4 36.5 60.3 46.5 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 105,705: 0 11,037 926 96,719 86,998 97,645 98,961: 8,060 6,744 Old : 105,705: 0 11,037 926 96,719 86,998 97,645 98,961: 8,060 6,744 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 -527 0 -527: 0 527 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.4 0.9 91.5 82.3 92.4 93.6: 7.6 6.4 Old : 100.0: 0.0 10.4 0.9 91.5 82.3 92.4 93.6: 7.6 6.4 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 : 41: 0 3 2 22 28 24 31: Old : 41: 0 3 2 22 28 24 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 : 60.0 43.3 75.8 63.4 60.0 39.0 75.1 57.6 Old : 60.0 43.3 75.8 63.4 60.0 39.0 75.1 57.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 122,876: 7,690 0 1,582 104,355 113,502 113,627 115,084: 9,249 7,792 Old : 122,876: 7,690 0 1,582 104,355 113,502 113,627 115,084: 9,249 7,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 354: 62 0 0 261 265 323 265: 31 89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 0.0 1.3 84.9 92.4 92.5 93.7: 7.5 6.3 Old : 100.0: 6.3 0.0 1.3 84.9 92.4 92.5 93.7: 7.5 6.3 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 : 30: 5 0 2 20 15 25 17: Old : 30: 5 0 2 20 15 25 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 : 45.8 73.1 63.6 85.1 44.9 71.3 61.4 79.3 Old : 45.8 73.1 63.6 85.1 44.9 71.3 61.4 79.3 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 104,174: 682 0 0 100,085 102,386 100,767 102,386: 3,407 1,788 Old : 104,174: 682 0 0 100,085 102,386 100,767 102,386: 3,407 1,788 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 1,160: 0 0 0 1,369 1,122 1,369 1,122: -209 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.0 96.1 98.3 96.7 98.3: 3.3 1.7 Old : 100.0: 0.7 0.0 0.0 96.1 98.3 96.7 98.3: 3.3 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 : 28: 1 0 0 24 16 25 16: Old : 28: 1 0 0 24 16 25 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 : 54.5 66.5 77.9 88.1 51.2 58.9 69.7 75.5 Old : 54.5 66.5 77.9 88.1 51.2 58.9 69.7 75.5 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 111,025: 1,528 248 512 103,168 106,798 105,208 107,558: 5,817 3,467 Old : 111,025: 1,528 248 512 103,168 106,798 105,208 107,558: 5,817 3,467 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -165: -276 0 124 36 -608 -116 -484: -49 319 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.2 0.5 92.9 96.2 94.8 96.9: 5.2 3.1 Old : 100.0: 1.4 0.2 0.5 92.9 96.2 94.8 96.9: 5.2 3.1 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 : 30: 3 1 1 20 19 23 21: Old : 30: 3 1 1 20 19 23 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 : 61.0 52.6 78.5 78.5 52.5 48.7 64.1 68.2 Old : 61.0 52.6 78.5 78.5 52.5 48.7 64.1 68.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 118,450: 1,383 6,158 2,359 97,156 99,943 100,898 108,460: 17,552 9,990 Old : 118,450: 1,383 6,158 2,359 97,156 99,943 100,898 108,460: 17,552 9,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -2,294: -58 -3,214 27 -3,510 -28 -3,541 -3,215: 1,247 921 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 5.2 2.0 82.0 84.4 85.2 91.6: 14.8 8.4 Old : 100.0: 1.2 5.2 2.0 82.0 84.4 85.2 91.6: 14.8 8.4 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 : 43: 1 4 2 30 31 32 36: Old : 43: 1 4 2 30 31 32 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 : 35.7 42.5 54.4 60.6 24.7 30.8 38.7 43.9 Old : 35.7 42.5 54.4 60.6 24.7 30.8 38.7 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 19,890: 0 2,798 240 17,270 14,235 17,510 17,273: 2,380 2,617 Old : 19,890: 0 2,798 240 17,270 14,235 17,510 17,273: 2,380 2,617 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: -390 -1,050 0 0 0 -390 -1,050: 390 1,050 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 14.1 1.2 86.8 71.6 88.0 86.8: 12.0 13.2 Old : 100.0: 0.0 14.1 1.2 86.8 71.6 88.0 86.8: 12.0 13.2 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 : 21: 0 3 1 12 10 13 13: Old : 21: 0 3 1 12 10 13 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 : 74.6 64.3 83.2 80.2 74.6 61.8 81.9 76.8 Old : 74.6 64.3 83.2 80.2 74.6 61.8 81.9 76.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 53,388: 4,153 914 0 46,234 52,200 50,387 53,114: 3,001 274 Old : 53,388: 4,153 914 0 46,234 52,200 50,387 53,114: 3,001 274 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 620: 0 0 0 256 620 256 620: 364 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 1.7 0.0 86.6 97.8 94.4 99.5: 5.6 0.5 Old : 100.0: 7.8 1.7 0.0 86.6 97.8 94.4 99.5: 5.6 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 : 35: 3 2 0 23 22 26 24: Old : 35: 3 2 0 23 22 26 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 : 42.8 57.8 64.2 78.0 41.7 49.9 58.5 65.2 Old : 42.8 57.8 64.2 78.0 41.7 49.9 58.5 65.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 48,913: 217 1,255 0 46,087 47,354 46,304 48,609: 2,609 304 Old : 48,913: 217 1,255 0 46,087 47,354 46,304 48,609: 2,609 304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 31: 0 0 0 -1,234 31 -1,234 31: 1,265 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 2.6 0.0 94.2 96.8 94.7 99.4: 5.3 0.6 Old : 100.0: 0.4 2.6 0.0 94.2 96.8 94.7 99.4: 5.3 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: 1 2 0 20 17 21 19: Old : 31: 1 2 0 20 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 : 53.8 69.9 78.7 87.4 52.8 68.7 74.6 83.9 Old : 53.8 69.9 78.7 87.4 52.8 68.7 74.6 83.9 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 207,145: 8,628 5,786 2,396 187,600 193,430 198,624 201,612: 8,521 5,533 Old : 207,145: 8,628 5,786 2,396 187,600 193,430 198,624 201,612: 8,521 5,533 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 4,497: 647 716 -125 832 4,491 1,354 5,082: 3,143 -585 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 2.8 1.2 90.6 93.4 95.9 97.3: 4.1 2.7 Old : 100.0: 4.2 2.8 1.2 90.6 93.4 95.9 97.3: 4.1 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 : 62: 4 7 6 42 42 49 52: Old : 62: 4 7 6 42 42 49 52: 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 : 31.9 54.1 51.2 65.8 29.6 49.9 44.6 60.5 Old : 31.9 54.1 51.2 65.8 29.6 49.9 44.6 60.5 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 109,353: 0 0 0 100,074 102,512 100,074 102,512: 9,279 6,841 Old : 109,353: 0 0 0 100,074 102,512 100,074 102,512: 9,279 6,841 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 545: 0 0 0 177 362 177 362: 368 183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.5 93.7 91.5 93.7: 8.5 6.3 Old : 100.0: 0.0 0.0 0.0 91.5 93.7 91.5 93.7: 8.5 6.3 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 : 25: 0 0 0 16 19 16 19: Old : 25: 0 0 0 16 19 16 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 : 61.4 59.2 80.8 79.4 55.1 58.0 74.4 74.1 Old : 61.4 59.2 80.8 79.4 55.1 58.0 74.4 74.1 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 84,470: 0 0 0 74,160 76,922 74,160 76,922: 10,310 7,548 Old : 84,470: 0 0 0 74,160 76,922 74,160 76,922: 10,310 7,548 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -2,116: 0 0 0 -3,675 -1,625 -3,675 -1,625: 1,559 -491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.8 91.1 87.8 91.1: 12.2 8.9 Old : 100.0: 0.0 0.0 0.0 87.8 91.1 87.8 91.1: 12.2 8.9 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 : 27: 0 0 0 18 19 18 19: Old : 27: 0 0 0 18 19 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 : 52.1 62.1 72.2 76.1 45.5 56.4 61.4 67.4 Old : 52.1 62.1 72.2 76.1 45.5 56.4 61.4 67.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 91,231: 626 465 490 79,256 83,840 80,372 84,795: 10,859 6,436 Old : 91,231: 626 465 490 79,256 83,840 80,372 84,795: 10,859 6,436 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 644: 0 0 0 -1,682 950 -1,682 950: 2,326 -306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.5 0.5 86.9 91.9 88.1 92.9: 11.9 7.1 Old : 100.0: 0.7 0.5 0.5 86.9 91.9 88.1 92.9: 11.9 7.1 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: 1 1 1 20 18 21 20: Old : 27: 1 1 1 20 18 21 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 : 60.4 68.9 73.1 85.8 60.4 68.2 71.6 82.3 Old : 60.4 68.9 73.1 85.8 60.4 68.2 71.6 82.3 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MM Btus : : : : All : 98,493: 2,294 0 0 83,929 93,255 86,223 93,255: 12,270 5,238 Old : 98,493: 2,294 0 0 83,929 93,255 86,223 93,255: 12,270 5,238 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 1,919: -403 0 0 257 1,797 -146 1,797: 2,065 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.0 0.0 85.2 94.7 87.5 94.7: 12.5 5.3 Old : 100.0: 2.3 0.0 0.0 85.2 94.7 87.5 94.7: 12.5 5.3 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 : 27: 1 0 0 17 13 18 13: Old : 27: 1 0 0 17 13 18 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 : 58.0 73.8 73.9 89.4 58.0 71.2 73.9 86.2 Old : 58.0 73.8 73.9 89.4 58.0 71.2 73.9 86.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 139,264: 27,094 11,689 8,125 103,098 117,908 138,317 137,722: 947 1,542 Old : 139,264: 27,094 11,689 8,125 103,098 117,908 138,317 137,722: 947 1,542 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 1,733: 129 -66 -49 1,276 856 1,356 741: 377 992 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 8.4 5.8 74.0 84.7 99.3 98.9: 0.7 1.1 Old : 100.0: 19.5 8.4 5.8 74.0 84.7 99.3 98.9: 0.7 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 : 89: 17 14 17 52 52 79 73: Old : 89: 17 14 17 52 52 79 73: 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 : 50.4 29.0 62.3 47.3 40.5 26.4 49.5 39.7 Old : 50.4 29.0 62.3 47.3 40.5 26.4 49.5 39.7 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 39,928: 1,076 687 259 38,566 38,955 39,901 39,901: 27 27 Old : 39,928: 1,076 687 259 38,566 38,955 39,901 39,901: 27 27 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -5,478: -627 -986 -77 -4,801 -4,442 -5,505 -5,505: 27 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 1.7 0.6 96.6 97.6 99.9 99.9: 0.1 0.1 Old : 100.0: 2.7 1.7 0.6 96.6 97.6 99.9 99.9: 0.1 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 : 38: 4 3 1 27 22 31 26: Old : 38: 4 3 1 27 22 31 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 : 53.1 49.6 76.1 76.6 45.0 31.8 50.8 45.2 Old : 53.1 49.6 76.1 76.6 45.0 31.8 50.8 45.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 316,550: 936 624 1,288 314,326 314,638 316,550 316,550: 0 0 Old : 316,550: 936 624 1,288 314,326 314,638 316,550 316,550: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -56,896: -4,544 16 944 -53,296 -57,856 -56,896 -56,896: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.2 0.4 99.3 99.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.3 0.2 0.4 99.3 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 : 28: 1 2 2 22 21 25 23: Old : 28: 1 2 2 22 21 25 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 : 61.2 52.9 80.5 82.6 56.2 46.9 66.4 68.6 Old : 61.2 52.9 80.5 82.6 56.2 46.9 66.4 68.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,537,685: 43,050 80,605 66,993 1,416,234 1,380,519 1,526,277 1,528,117: 11,408 9,568 Old : 1,537,685: 43,050 80,605 66,993 1,416,234 1,380,519 1,526,277 1,528,117: 11,408 9,568 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 6,337: 408 -432 -408 -5,071 -2,391 -5,071 -3,231: 11,408 9,568 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 5.2 4.4 92.1 89.8 99.3 99.4: 0.7 0.6 Old : 100.0: 2.8 5.2 4.4 92.1 89.8 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 : 61: 4 9 4 40 42 46 53: Old : 61: 4 9 4 40 42 46 53: 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 : 53.2 39.4 69.0 61.3 45.3 36.3 56.4 51.8 Old : 53.2 39.4 69.0 61.3 45.3 36.3 56.4 51.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 67,178: 4,273 7,229 490 62,415 59,459 67,178 67,178: 0 0 Old : 67,178: 4,273 7,229 490 62,415 59,459 67,178 67,178: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 172: 231 316 -25 -34 -119 172 172: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 10.8 0.7 92.9 88.5 100.0 100.0: 0.0 0.0 Old : 100.0: 6.4 10.8 0.7 92.9 88.5 100.0 100.0: 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 : 43: 5 8 4 24 26 31 36: Old : 43: 5 8 4 24 26 31 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 : 54.5 57.7 81.4 78.1 50.9 47.2 68.6 62.7 Old : 54.5 57.7 81.4 78.1 50.9 47.2 68.6 62.7 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 381,777: 2,872 616 320 378,585 380,841 381,777 381,777: 0 0 Old : 381,777: 2,872 616 320 378,585 380,841 381,777 381,777: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 312: 0 0 0 312 312 312 312: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.2 0.1 99.2 99.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.8 0.2 0.1 99.2 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 : 27: 1 2 1 18 18 20 20: Old : 27: 1 2 1 18 18 20 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 : 64.2 68.6 87.1 88.3 45.7 52.9 60.9 62.6 Old : 64.2 68.6 87.1 88.3 45.7 52.9 60.9 62.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 416,376: 4,768 728 8,632 402,976 407,016 416,376 416,376: 0 0 Old : 416,376: 4,768 728 8,632 402,976 407,016 416,376 416,376: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 3,457: 0 0 0 3,457 3,457 3,457 3,457: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.2 2.1 96.8 97.8 100.0 100.0: 0.0 0.0 Old : 100.0: 1.1 0.2 2.1 96.8 97.8 100.0 100.0: 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 : 40: 2 1 1 27 29 30 30: Old : 40: 2 1 1 27 29 30 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 : 43.5 54.4 70.9 74.9 41.7 44.1 60.5 57.9 Old : 43.5 54.4 70.9 74.9 41.7 44.1 60.5 57.9 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 39,228: 1,720 469 513 36,421 37,654 38,654 38,636: 574 592 Old : 39,228: 1,720 469 513 36,421 37,654 38,654 38,636: 574 592 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 159: 126 0 -40 96 242 182 202: -23 -43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 1.2 1.3 92.8 96.0 98.5 98.5: 1.5 1.5 Old : 100.0: 4.4 1.2 1.3 92.8 96.0 98.5 98.5: 1.5 1.5 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 : 44: 8 2 2 31 27 39 31: Old : 44: 8 2 2 31 27 39 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 : 47.3 56.4 66.1 75.8 44.3 52.6 59.0 68.0 Old : 47.3 56.4 66.1 75.8 44.3 52.6 59.0 68.0 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 55,998: 290 0 0 54,719 55,825 55,009 55,825: 989 173 Old : 55,998: 290 0 0 54,719 55,825 55,009 55,825: 989 173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 40: 0 0 0 -475 -110 -475 -110: 515 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.0 97.7 99.7 98.2 99.7: 1.8 0.3 Old : 100.0: 0.5 0.0 0.0 97.7 99.7 98.2 99.7: 1.8 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 : 42: 1 0 0 31 32 32 32: Old : 42: 1 0 0 31 32 32 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 : 57.3 50.6 71.7 71.4 55.9 48.7 68.2 64.4 Old : 57.3 50.6 71.7 71.4 55.9 48.7 68.2 64.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 85,698: 1,883 50 0 82,479 85,446 84,362 85,496: 1,336 202 Old : 85,698: 1,883 50 0 82,479 85,446 84,362 85,496: 1,336 202 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 395: -11 0 0 -695 240 -706 240: 1,101 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.1 0.0 96.2 99.7 98.4 99.8: 1.6 0.2 Old : 100.0: 2.2 0.1 0.0 96.2 99.7 98.4 99.8: 1.6 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 : 49: 5 1 0 35 31 40 32: Old : 49: 5 1 0 35 31 40 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 : 52.3 58.1 69.6 73.8 51.7 55.7 66.1 69.8 Old : 52.3 58.1 69.6 73.8 51.7 55.7 66.1 69.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,710: 900 1,275 0 19,248 19,315 20,148 20,590: 562 120 Old : 20,710: 900 1,275 0 19,248 19,315 20,148 20,590: 562 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 470: 0 300 0 470 170 470 470: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 6.2 0.0 92.9 93.3 97.3 99.4: 2.7 0.6 Old : 100.0: 4.3 6.2 0.0 92.9 93.3 97.3 99.4: 2.7 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 : 29: 2 2 0 18 15 20 17: Old : 29: 2 2 0 18 15 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 : 51.8 63.4 74.1 85.9 45.3 57.5 61.8 75.3 Old : 51.8 63.4 74.1 85.9 45.3 57.5 61.8 75.3 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 319,264: 3,688 0 752 314,824 318,512 319,264 319,264: 0 0 Old : 319,264: 3,688 0 752 314,824 318,512 319,264 319,264: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 2,608: 0 0 0 2,608 2,608 2,608 2,608: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.2 98.6 99.8 100.0 100.0: 0.0 0.0 Old : 100.0: 1.2 0.0 0.2 98.6 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 : 29: 1 0 1 22 18 23 19: Old : 29: 1 0 1 22 18 23 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 : 46.8 81.9 68.6 92.3 44.5 74.9 62.6 78.6 Old : 46.8 81.9 68.6 92.3 44.5 74.9 62.6 78.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 9,501: 1,670 984 191 7,531 8,304 9,392 9,479: 109 22 Old : 9,501: 1,670 984 191 7,531 8,304 9,392 9,479: 109 22 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 121: 19 46 23 122 52 164 121: -43 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 10.4 2.0 79.3 87.4 98.9 99.8: 1.1 0.2 Old : 100.0: 17.6 10.4 2.0 79.3 87.4 98.9 99.8: 1.1 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 : 33: 5 2 3 23 18 30 21: Old : 33: 5 2 3 23 18 30 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 : 37.2 62.4 61.7 79.2 37.2 52.6 60.0 66.7 Old : 37.2 62.4 61.7 79.2 37.2 52.6 60.0 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,705: 7,150 0 0 7,495 14,585 14,645 14,585: 60 120 Old : 14,705: 7,150 0 0 7,495 14,585 14,645 14,585: 60 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.6 0.0 0.0 51.0 99.2 99.6 99.2: 0.4 0.8 Old : 100.0: 48.6 0.0 0.0 51.0 99.2 99.6 99.2: 0.4 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 : 23: 4 0 0 12 16 16 16: Old : 23: 4 0 0 12 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 : 61.2 59.7 85.7 81.8 60.2 56.6 79.2 71.2 Old : 61.2 59.7 85.7 81.8 60.2 56.6 79.2 71.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 12,190: 2,005 300 575 8,910 11,270 11,490 12,145: 700 45 Old : 12,190: 2,005 300 575 8,910 11,270 11,490 12,145: 700 45 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -300: 0 0 0 -375 -345 -375 -345: 75 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 2.5 4.7 73.1 92.5 94.3 99.6: 5.7 0.4 Old : 100.0: 16.4 2.5 4.7 73.1 92.5 94.3 99.6: 5.7 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 : 23: 2 1 2 12 16 14 19: Old : 23: 2 1 2 12 16 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 : 68.0 61.0 84.7 79.8 41.5 41.4 50.9 53.3 Old : 68.0 61.0 84.7 79.8 41.5 41.4 50.9 53.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 8,193: 0 0 0 8,088 8,010 8,088 8,010: 105 183 Old : 8,193: 0 0 0 8,088 8,010 8,088 8,010: 105 183 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 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 98.7 97.8 98.7 97.8: 1.3 2.2 Old : 100.0: 0.0 0.0 0.0 98.7 97.8 98.7 97.8: 1.3 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 : 20: 0 0 0 14 11 14 11: Old : 20: 0 0 0 14 11 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 : 77.4 85.7 90.4 94.8 77.4 85.7 87.9 88.9 Old : 77.4 85.7 90.4 94.8 77.4 85.7 87.9 88.9 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 28,831: 350 1,850 0 28,481 26,846 28,831 28,696: 0 135 Old : 28,831: 350 1,850 0 28,481 26,846 28,831 28,696: 0 135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 1,075: 0 300 0 1,075 775 1,075 1,075: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 6.4 0.0 98.8 93.1 100.0 99.5: 0.0 0.5 Old : 100.0: 1.2 6.4 0.0 98.8 93.1 100.0 99.5: 0.0 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 : 37: 2 2 0 25 25 27 27: Old : 37: 2 2 0 25 25 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 : 45.7 48.1 69.7 69.3 40.5 43.1 57.5 56.2 Old : 45.7 48.1 69.7 69.3 40.5 43.1 57.5 56.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,008: 110 75 600 23,113 23,283 23,823 23,958: 185 50 Old : 24,008: 110 75 600 23,113 23,283 23,823 23,958: 185 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 330: 0 0 0 330 330 330 330: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.3 2.5 96.3 97.0 99.2 99.8: 0.8 0.2 Old : 100.0: 0.5 0.3 2.5 96.3 97.0 99.2 99.8: 0.8 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 : 31: 2 1 1 24 22 26 24: Old : 31: 2 1 1 24 22 26 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 : 39.1 63.0 63.7 83.3 34.7 48.4 51.5 58.8 Old : 39.1 63.0 63.7 83.3 34.7 48.4 51.5 58.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 23,003: 845 354 87 21,770 21,901 22,702 22,342: 301 661 Old : 23,003: 845 354 87 21,770 21,901 22,702 22,342: 301 661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 528: 0 80 0 528 448 528 528: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 1.5 0.4 94.6 95.2 98.7 97.1: 1.3 2.9 Old : 100.0: 3.7 1.5 0.4 94.6 95.2 98.7 97.1: 1.3 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 : 40: 5 2 2 28 25 34 28: Old : 40: 5 2 2 28 25 34 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 : 36.3 58.4 59.1 76.0 34.7 48.2 54.7 60.0 Old : 36.3 58.4 59.1 76.0 34.7 48.2 54.7 60.0 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 58,620: 2,005 4,102 677 55,918 53,695 58,600 58,474: 20 146 Old : 58,620: 2,005 4,102 677 55,918 53,695 58,600 58,474: 20 146 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 143: 104 19 -29 68 153 143 143: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 7.0 1.2 95.4 91.6 100.0 99.8: 0.0 0.2 Old : 100.0: 3.4 7.0 1.2 95.4 91.6 100.0 99.8: 0.0 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 : 43: 3 3 4 33 30 38 35: Old : 43: 3 3 4 33 30 38 35: 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 : 45.0 42.0 64.6 66.5 42.4 41.1 59.1 62.6 Old : 45.0 42.0 64.6 66.5 42.4 41.1 59.1 62.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 76,466: 1,797 5,824 3,869 70,730 66,768 76,396 76,461: 70 5 Old : 76,466: 1,797 5,824 3,869 70,730 66,768 76,396 76,461: 70 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 374: 106 469 -116 354 21 344 374: 30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 7.6 5.1 92.5 87.3 99.9 100.0: 0.1 0.0 Old : 100.0: 2.4 7.6 5.1 92.5 87.3 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 : 57: 6 8 10 37 37 48 50: Old : 57: 6 8 10 37 37 48 50: 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 : 37.4 42.2 53.5 63.9 37.1 37.1 51.6 52.9 Old : 37.4 42.2 53.5 63.9 37.1 37.1 51.6 52.9 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 52,325: 900 0 0 50,670 52,325 51,570 52,325: 755 0 Old : 52,325: 900 0 0 50,670 52,325 51,570 52,325: 755 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 450: 20 0 0 30 450 50 450: 400 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.0 0.0 96.8 100.0 98.6 100.0: 1.4 0.0 Old : 100.0: 1.7 0.0 0.0 96.8 100.0 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 : 31: 1 0 0 26 14 27 14: Old : 31: 1 0 0 26 14 27 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 : 57.0 95.7 77.0 98.8 55.9 92.3 73.7 93.2 Old : 57.0 95.7 77.0 98.8 55.9 92.3 73.7 93.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 59,815: 1,545 0 0 57,670 59,815 59,215 59,815: 600 0 Old : 59,815: 1,545 0 0 57,670 59,815 59,215 59,815: 600 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 180: 0 0 0 -385 180 -385 180: 565 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 0.0 96.4 100.0 99.0 100.0: 1.0 0.0 Old : 100.0: 2.6 0.0 0.0 96.4 100.0 99.0 100.0: 1.0 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 0 0 27 20 28 20: Old : 34: 1 0 0 27 20 28 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 : 56.6 88.6 73.6 96.3 55.5 88.0 71.1 92.0 Old : 56.6 88.6 73.6 96.3 55.5 88.0 71.1 92.0 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 369,471: 46,524 22,745 1,584 321,363 345,142 369,471 369,471: 0 0 Old : 369,471: 46,524 22,745 1,584 321,363 345,142 369,471 369,471: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -2,392: -2,880 -3,672 40 448 1,240 -2,392 -2,392: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 6.2 0.4 87.0 93.4 100.0 100.0: 0.0 0.0 Old : 100.0: 12.6 6.2 0.4 87.0 93.4 100.0 100.0: 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 : 42: 4 3 2 30 30 34 35: Old : 42: 4 3 2 30 30 34 35: 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 : 45.3 47.7 67.4 68.2 43.3 44.4 62.9 61.3 Old : 45.3 47.7 67.4 68.2 43.3 44.4 62.9 61.3 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 28,737: 1,785 2,157 2,349 24,477 23,976 28,611 28,482: 126 255 Old : 28,737: 1,785 2,157 2,349 24,477 23,976 28,611 28,482: 126 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 255: 23 0 -23 255 278 255 255: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 7.5 8.2 85.2 83.4 99.6 99.1: 0.4 0.9 Old : 100.0: 6.2 7.5 8.2 85.2 83.4 99.6 99.1: 0.4 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 : 45: 4 5 7 27 32 34 41: Old : 45: 4 5 7 27 32 34 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 : 47.2 44.5 70.5 59.4 44.2 43.7 63.0 54.6 Old : 47.2 44.5 70.5 59.4 44.2 43.7 63.0 54.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 38,061: 1,314 1,658 102 36,645 36,301 38,061 38,061: 0 0 Old : 38,061: 1,314 1,658 102 36,645 36,301 38,061 38,061: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 25: 0 -25 0 25 50 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 4.4 0.3 96.3 95.4 100.0 100.0: 0.0 0.0 Old : 100.0: 3.5 4.4 0.3 96.3 95.4 100.0 100.0: 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 : 31: 3 4 1 19 13 23 17: Old : 31: 3 4 1 19 13 23 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 : 69.1 77.4 90.6 93.7 67.0 73.4 78.5 80.5 Old : 69.1 77.4 90.6 93.7 67.0 73.4 78.5 80.5 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 289,729: 0 19,184 0 289,729 270,545 289,729 289,729: 0 0 Old : 289,729: 0 19,184 0 289,729 270,545 289,729 289,729: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -4,328: 0 0 0 -4,328 -4,328 -4,328 -4,328: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.6 0.0 100.0 93.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 6.6 0.0 100.0 93.4 100.0 100.0: 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: 0 2 0 21 18 21 20: Old : 28: 0 2 0 21 18 21 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 : 62.9 66.3 80.7 83.2 53.8 60.9 64.0 69.2 Old : 62.9 66.3 80.7 83.2 53.8 60.9 64.0 69.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 22,474: 655 1,147 0 21,649 20,839 22,304 21,986: 170 488 Old : 22,474: 655 1,147 0 21,649 20,839 22,304 21,986: 170 488 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 60: 37 0 0 0 17 37 17: 23 43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 5.1 0.0 96.3 92.7 99.2 97.8: 0.8 2.2 Old : 100.0: 2.9 5.1 0.0 96.3 92.7 99.2 97.8: 0.8 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 : 28: 2 2 0 20 21 22 23: Old : 28: 2 2 0 20 21 22 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 : 61.0 75.0 80.0 86.1 52.2 69.0 67.4 73.4 Old : 61.0 75.0 80.0 86.1 52.2 69.0 67.4 73.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 13,997: 1,865 215 702 11,026 11,698 13,593 12,615: 404 1,382 Old : 13,997: 1,865 215 702 11,026 11,698 13,593 12,615: 404 1,382 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -146: 0 0 0 -188 -256 -188 -256: 42 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 1.5 5.0 78.8 83.6 97.1 90.1: 2.9 9.9 Old : 100.0: 13.3 1.5 5.0 78.8 83.6 97.1 90.1: 2.9 9.9 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 : 28: 5 2 2 16 18 21 22: Old : 28: 5 2 2 16 18 21 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 : 51.7 49.6 71.4 73.9 38.5 41.4 55.1 58.9 Old : 51.7 49.6 71.4 73.9 38.5 41.4 55.1 58.9 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 178,807: 9,313 4,746 1,520 167,590 171,789 178,423 178,055: 384 752 Old : 178,807: 9,313 4,746 1,520 167,590 171,789 178,423 178,055: 384 752 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 800: 0 0 0 800 432 800 432: 0 368 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 2.7 0.9 93.7 96.1 99.8 99.6: 0.2 0.4 Old : 100.0: 5.2 2.7 0.9 93.7 96.1 99.8 99.6: 0.2 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 : 32: 3 2 1 18 17 22 19: Old : 32: 3 2 1 18 17 22 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 : 59.4 56.7 79.9 82.3 47.7 56.1 67.6 68.8 Old : 59.4 56.7 79.9 82.3 47.7 56.1 67.6 68.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 19,300: 0 3,004 453 18,334 15,137 18,787 18,594: 513 706 Old : 19,300: 0 3,004 453 18,334 15,137 18,787 18,594: 513 706 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -28: 0 23 -46 -114 -137 -160 -160: 132 132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 15.6 2.3 95.0 78.4 97.3 96.3: 2.7 3.7 Old : 100.0: 0.0 15.6 2.3 95.0 78.4 97.3 96.3: 2.7 3.7 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 5 3 26 25 29 30: Old : 34: 0 5 3 26 25 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 : 56.4 39.9 73.7 58.9 51.0 39.0 60.4 50.4 Old : 56.4 39.9 73.7 58.9 51.0 39.0 60.4 50.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 205,599: 0 10,030 408 204,087 195,161 204,495 205,599: 1,104 0 Old : 205,599: 0 10,030 408 204,087 195,161 204,495 205,599: 1,104 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 375: 0 760 -385 -344 0 -729 375: 1,104 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.9 0.2 99.3 94.9 99.5 100.0: 0.5 0.0 Old : 100.0: 0.0 4.9 0.2 99.3 94.9 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 : 31: 0 3 1 22 18 23 21: Old : 31: 0 3 1 22 18 23 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 : 57.4 63.3 78.5 82.3 39.3 53.1 53.6 60.2 Old : 57.4 63.3 78.5 82.3 39.3 53.1 53.6 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7 Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : MW : : : : All : 8,735: 0 660 250 8,125 7,680 8,375 8,590: 360 145 Old : 8,735: 0 660 250 8,125 7,680 8,375 8,590: 360 145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 50: 0 0 0 215 -95 215 -95: -165 145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.6 2.9 93.0 87.9 95.9 98.3: 4.1 1.7 Old : 100.0: 0.0 7.6 2.9 93.0 87.9 95.9 98.3: 4.1 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 : 22: 0 3 1 13 16 14 19: Old : 22: 0 3 1 13 16 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 : 63.1 54.6 84.9 77.0 28.9 27.0 42.6 39.8 Old : 63.1 54.6 84.9 77.0 28.9 27.0 42.6 39.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,710: 100 675 0 10,535 9,655 10,635 10,330: 75 380 Old : 10,710: 100 675 0 10,535 9,655 10,635 10,330: 75 380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 -15 -345 -15 -345: 15 345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 6.3 0.0 98.4 90.1 99.3 96.5: 0.7 3.5 Old : 100.0: 0.9 6.3 0.0 98.4 90.1 99.3 96.5: 0.7 3.5 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: 1 3 0 16 13 17 16: Old : 24: 1 3 0 16 13 17 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 : 60.0 76.4 83.7 89.2 35.2 52.3 55.8 60.7 Old : 60.0 76.4 83.7 89.2 35.2 52.3 55.8 60.7 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 23,612: 304 790 0 23,308 22,822 23,612 23,612: 0 0 Old : 23,612: 304 790 0 23,308 22,822 23,612 23,612: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -2,024: -390 -182 0 -1,634 -1,842 -2,024 -2,024: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 3.3 0.0 98.7 96.7 100.0 100.0: 0.0 0.0 Old : 100.0: 1.3 3.3 0.0 98.7 96.7 100.0 100.0: 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 : 27: 1 2 0 18 17 19 19: Old : 27: 1 2 0 18 17 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 : 82.9 49.1 91.3 76.2 58.2 43.2 63.1 59.1 Old : 82.9 49.1 91.3 76.2 58.2 43.2 63.1 59.1 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 209,343: 0 0 0 209,343 209,343 209,343 209,343: 0 0 Old : 209,343: 0 0 0 209,343 209,343 209,343 209,343: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -10,016: 0 0 0 -10,016 -10,016 -10,016 -10,016: 0 0 : : : : : 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 : 20: 0 0 0 14 14 14 14: Old : 20: 0 0 0 14 14 14 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 : 82.8 69.4 93.6 90.0 49.3 49.3 58.4 61.2 Old : 82.8 69.4 93.6 90.0 49.3 49.3 58.4 61.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 12,010: 420 1,400 0 11,135 10,555 11,555 11,955: 455 55 Old : 12,010: 420 1,400 0 11,135 10,555 11,555 11,955: 455 55 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -50: 0 0 0 -320 -70 -320 -70: 270 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 11.7 0.0 92.7 87.9 96.2 99.5: 3.8 0.5 Old : 100.0: 3.5 11.7 0.0 92.7 87.9 96.2 99.5: 3.8 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 : 20: 1 1 0 14 13 15 14: Old : 20: 1 1 0 14 13 15 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 : 66.5 79.8 82.5 94.9 60.7 76.3 74.8 87.2 Old : 66.5 79.8 82.5 94.9 60.7 76.3 74.8 87.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,295: 400 3,330 200 13,155 10,690 13,755 14,220: 540 75 Old : 14,295: 400 3,330 200 13,155 10,690 13,755 14,220: 540 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -30: 0 0 0 -360 -30 -360 -30: 330 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 23.3 1.4 92.0 74.8 96.2 99.5: 3.8 0.5 Old : 100.0: 2.8 23.3 1.4 92.0 74.8 96.2 99.5: 3.8 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 : 24: 2 2 1 16 13 18 16: Old : 24: 2 2 1 16 13 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 : 62.5 76.9 79.5 90.6 55.5 73.9 69.7 81.6 Old : 62.5 76.9 79.5 90.6 55.5 73.9 69.7 81.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : 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 : 10,132: 3,175 254 0 5,461 8,382 8,636 8,636: 1,496 1,496 Old : 10,132: 3,175 254 0 5,461 8,382 8,636 8,636: 1,496 1,496 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: -550 -44 0 -946 -1,452 -1,496 -1,496: 1,496 1,496 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 2.5 0.0 53.9 82.7 85.2 85.2: 14.8 14.8 Old : 100.0: 31.3 2.5 0.0 53.9 82.7 85.2 85.2: 14.8 14.8 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 : 22: 5 1 0 10 7 15 8: Old : 22: 5 1 0 10 7 15 8: 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 : 51.4 74.0 71.4 85.2 50.1 74.0 70.2 84.0 Old : 51.4 74.0 71.4 85.2 50.1 74.0 70.2 84.0 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,910: 0 45 0 19,440 19,805 19,440 19,850: 470 60 Old : 19,910: 0 45 0 19,440 19,805 19,440 19,850: 470 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 15: 0 0 0 -210 -45 -210 -45: 225 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.0 97.6 99.5 97.6 99.7: 2.4 0.3 Old : 100.0: 0.0 0.2 0.0 97.6 99.5 97.6 99.7: 2.4 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 : 26: 0 1 0 16 15 16 16: Old : 26: 0 1 0 16 15 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 : 66.0 82.0 90.6 94.6 62.9 82.0 84.8 91.3 Old : 66.0 82.0 90.6 94.6 62.9 82.0 84.8 91.3 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,731: 1,175 200 0 21,981 23,281 23,156 23,481: 575 250 Old : 23,731: 1,175 200 0 21,981 23,281 23,156 23,481: 575 250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 25: 0 0 0 -430 -225 -430 -225: 455 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 0.8 0.0 92.6 98.1 97.6 98.9: 2.4 1.1 Old : 100.0: 5.0 0.8 0.0 92.6 98.1 97.6 98.9: 2.4 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 : 31: 4 1 0 19 18 23 19: Old : 31: 4 1 0 19 18 23 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 : 68.5 76.7 82.3 90.8 64.3 72.5 76.5 83.1 Old : 68.5 76.7 82.3 90.8 64.3 72.5 76.5 83.1 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 16,470: 225 325 0 15,507 15,845 15,732 16,170: 738 300 Old : 16,470: 225 325 0 15,507 15,845 15,732 16,170: 738 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 -440 -300 -440 -300: 440 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 2.0 0.0 94.2 96.2 95.5 98.2: 4.5 1.8 Old : 100.0: 1.4 2.0 0.0 94.2 96.2 95.5 98.2: 4.5 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 : 27: 2 1 0 17 17 19 18: Old : 27: 2 1 0 17 17 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 : 67.9 70.0 83.5 87.4 60.7 65.7 75.1 77.4 Old : 67.9 70.0 83.5 87.4 60.7 65.7 75.1 77.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,800: 0 900 0 23,425 22,820 23,425 23,720: 375 80 Old : 23,800: 0 900 0 23,425 22,820 23,425 23,720: 375 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 110: 0 0 0 -155 80 -155 80: 265 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.8 0.0 98.4 95.9 98.4 99.7: 1.6 0.3 Old : 100.0: 0.0 3.8 0.0 98.4 95.9 98.4 99.7: 1.6 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 : 27: 0 3 0 17 15 17 18: Old : 27: 0 3 0 17 15 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 : 69.1 78.9 88.7 91.0 64.0 75.8 78.1 82.8 Old : 69.1 78.9 88.7 91.0 64.0 75.8 78.1 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,930: 0 200 0 17,515 17,690 17,515 17,890: 415 40 Old : 17,930: 0 200 0 17,515 17,690 17,515 17,890: 415 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 400: 0 0 0 340 360 340 360: 60 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.1 0.0 97.7 98.7 97.7 99.8: 2.3 0.2 Old : 100.0: 0.0 1.1 0.0 97.7 98.7 97.7 99.8: 2.3 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 : 21: 0 1 0 17 10 17 11: Old : 21: 0 1 0 17 10 17 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 : 66.6 86.0 86.5 97.5 61.5 82.3 80.8 89.0 Old : 66.6 86.0 86.5 97.5 61.5 82.3 80.8 89.0 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,680: 330 0 70 20,855 21,265 21,255 21,335: 425 345 Old : 21,680: 330 0 70 20,855 21,265 21,255 21,335: 425 345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 -35 -275 -35 -275: 35 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.3 96.2 98.1 98.0 98.4: 2.0 1.6 Old : 100.0: 1.5 0.0 0.3 96.2 98.1 98.0 98.4: 2.0 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 : 21: 1 0 1 16 11 17 12: Old : 21: 1 0 1 16 11 17 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 : 70.8 86.0 85.6 96.3 59.7 78.8 71.3 80.1 Old : 70.8 86.0 85.6 96.3 59.7 78.8 71.3 80.1 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,512: 900 0 50 22,117 23,117 23,067 23,167: 445 345 Old : 23,512: 900 0 50 22,117 23,117 23,067 23,167: 445 345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: -80 0 0 50 -275 -30 -275: 30 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.0 0.2 94.1 98.3 98.1 98.5: 1.9 1.5 Old : 100.0: 3.8 0.0 0.2 94.1 98.3 98.1 98.5: 1.9 1.5 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 : 22: 2 0 1 16 11 18 12: Old : 22: 2 0 1 16 11 18 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 : 65.4 90.1 81.6 96.8 50.1 78.2 66.1 79.9 Old : 65.4 90.1 81.6 96.8 50.1 78.2 66.1 79.9 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 117,438: 4,595 2,185 265 111,558 114,223 116,418 116,673: 1,020 765 Old : 117,438: 4,595 2,185 265 111,558 114,223 116,418 116,673: 1,020 765 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 35: 0 100 0 -985 -640 -985 -540: 1,020 575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 1.9 0.2 95.0 97.3 99.1 99.3: 0.9 0.7 Old : 100.0: 3.9 1.9 0.2 95.0 97.3 99.1 99.3: 0.9 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 : 50: 5 5 2 38 32 44 38: Old : 50: 5 5 2 38 32 44 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 : 37.1 48.3 58.8 73.2 28.7 41.8 44.3 51.3 Old : 37.1 48.3 58.8 73.2 28.7 41.8 44.3 51.3 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 134,737: 1,778 6,195 2,967 128,872 124,930 133,617 134,092: 1,120 645 Old : 134,737: 1,778 6,195 2,967 128,872 124,930 133,617 134,092: 1,120 645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 226: -1,197 -31 762 -459 -970 -894 -239: 1,120 465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 4.6 2.2 95.6 92.7 99.2 99.5: 0.8 0.5 Old : 100.0: 1.3 4.6 2.2 95.6 92.7 99.2 99.5: 0.8 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 : 58: 4 8 3 41 35 47 44: Old : 58: 4 8 3 41 35 47 44: 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 : 40.1 48.1 58.7 69.2 30.9 41.3 46.3 53.9 Old : 40.1 48.1 58.7 69.2 30.9 41.3 46.3 53.9 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 178,994: 11,363 17,998 10,714 155,983 147,915 178,060 176,627: 934 2,367 Old : 178,994: 11,363 17,998 10,714 155,983 147,915 178,060 176,627: 934 2,367 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 583: 253 788 -248 -48 -2,303 -43 -1,763: 626 2,346 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 10.1 6.0 87.1 82.6 99.5 98.7: 0.5 1.3 Old : 100.0: 6.3 10.1 6.0 87.1 82.6 99.5 98.7: 0.5 1.3 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 : 79: 11 13 14 47 50 67 69: Old : 79: 11 13 14 47 50 67 69: 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 : 35.7 53.3 51.3 66.5 34.2 47.6 48.3 55.2 Old : 35.7 53.3 51.3 66.5 34.2 47.6 48.3 55.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 128,178: 4,580 2,875 1,615 121,073 121,663 127,268 126,153: 910 2,025 Old : 128,178: 4,580 2,875 1,615 121,073 121,663 127,268 126,153: 910 2,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -794: -10 0 -15 -1,629 -2,804 -1,654 -2,819: 860 2,025 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 2.2 1.3 94.5 94.9 99.3 98.4: 0.7 1.6 Old : 100.0: 3.6 2.2 1.3 94.5 94.9 99.3 98.4: 0.7 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 : 50: 3 4 4 40 36 44 43: Old : 50: 3 4 4 40 36 44 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 : 28.9 63.4 45.9 79.4 28.3 56.7 42.4 63.9 Old : 28.9 63.4 45.9 79.4 28.3 56.7 42.4 63.9 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 39,760: 1,525 900 535 37,055 37,850 39,115 39,285: 645 475 Old : 39,760: 1,525 900 535 37,055 37,850 39,115 39,285: 645 475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 -645 -475 -645 -475: 645 475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 2.3 1.3 93.2 95.2 98.4 98.8: 1.6 1.2 Old : 100.0: 3.8 2.3 1.3 93.2 95.2 98.4 98.8: 1.6 1.2 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: 3 1 1 23 14 26 16: Old : 30: 3 1 1 23 14 26 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 : 57.8 87.7 75.2 95.0 56.3 84.1 70.8 85.6 Old : 57.8 87.7 75.2 95.0 56.3 84.1 70.8 85.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 35,320: 1,185 200 255 33,375 34,660 34,815 35,115: 505 205 Old : 35,320: 1,185 200 255 33,375 34,660 34,815 35,115: 505 205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 -485 -205 -485 -205: 485 205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 0.6 0.7 94.5 98.1 98.6 99.4: 1.4 0.6 Old : 100.0: 3.4 0.6 0.7 94.5 98.1 98.6 99.4: 1.4 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 : 28: 2 1 2 22 12 24 15: Old : 28: 2 1 2 22 12 24 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 : 58.5 91.2 77.5 96.6 55.1 80.2 69.3 81.4 Old : 58.5 91.2 77.5 96.6 55.1 80.2 69.3 81.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 mwh : : : : All : 34,118: 1,050 0 300 32,299 33,553 33,649 33,853: 469 265 Old : 34,118: 1,050 0 300 32,299 33,553 33,649 33,853: 469 265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -125: 0 0 0 -330 -175 -330 -175: 205 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 0.0 0.9 94.7 98.3 98.6 99.2: 1.4 0.8 Old : 100.0: 3.1 0.0 0.9 94.7 98.3 98.6 99.2: 1.4 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 : 35: 2 0 1 30 28 32 29: Old : 35: 2 0 1 30 28 32 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 : 39.4 55.4 56.7 73.5 35.9 47.8 47.9 60.0 Old : 39.4 55.4 56.7 73.5 35.9 47.8 47.9 60.0 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 Mwh : : : : All : 14,302: 225 0 0 14,077 14,152 14,302 14,152: 0 150 Old : 14,302: 225 0 0 14,077 14,152 14,302 14,152: 0 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.0 0.0 98.4 99.0 100.0 99.0: 0.0 1.0 Old : 100.0: 1.6 0.0 0.0 98.4 99.0 100.0 99.0: 0.0 1.0 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 21 15 22 15: Old : 23: 1 0 0 21 15 22 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 : 35.9 70.5 62.9 88.8 25.9 60.6 42.9 64.6 Old : 35.9 70.5 62.9 88.8 25.9 60.6 42.9 64.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 28,356: 1,759 2,487 606 25,711 24,912 28,076 28,005: 280 351 Old : 28,356: 1,759 2,487 606 25,711 24,912 28,076 28,005: 280 351 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -24: 0 0 5 -9 -255 -4 -250: -20 226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 8.8 2.1 90.7 87.9 99.0 98.8: 1.0 1.2 Old : 100.0: 6.2 8.8 2.1 90.7 87.9 99.0 98.8: 1.0 1.2 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 : 42: 5 4 3 30 25 36 31: Old : 42: 5 4 3 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 : 47.4 37.0 67.7 60.5 43.2 36.2 57.4 57.2 Old : 47.4 37.0 67.7 60.5 43.2 36.2 57.4 57.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,204: 1,866 0 50 18,903 20,771 20,819 20,821: 385 383 Old : 21,204: 1,866 0 50 18,903 20,771 20,819 20,821: 385 383 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 40: 25 0 0 15 -313 40 -313: 0 353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 0.0 0.2 89.1 98.0 98.2 98.2: 1.8 1.8 Old : 100.0: 8.8 0.0 0.2 89.1 98.0 98.2 98.2: 1.8 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 : 34: 3 0 2 25 24 28 26: Old : 34: 3 0 2 25 24 28 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 : 49.5 54.4 71.1 78.4 44.2 51.5 62.0 64.8 Old : 49.5 54.4 71.1 78.4 44.2 51.5 62.0 64.8 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 42,329: 2,780 4,730 1,241 38,072 35,688 42,093 41,659: 236 670 Old : 42,329: 2,780 4,730 1,241 38,072 35,688 42,093 41,659: 236 670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 345: -25 110 40 199 -445 214 -295: 131 640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 11.2 2.9 89.9 84.3 99.4 98.4: 0.6 1.6 Old : 100.0: 6.6 11.2 2.9 89.9 84.3 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 : 43: 4 4 4 29 29 35 35: Old : 43: 4 4 4 29 29 35 35: 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 : 50.4 55.0 68.7 73.6 46.4 54.9 60.3 69.4 Old : 50.4 55.0 68.7 73.6 46.4 54.9 60.3 69.4 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,612: 383 0 12 20,481 21,558 20,876 21,570: 736 42 Old : 21,612: 383 0 12 20,481 21,558 20,876 21,570: 736 42 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 635: -20 0 0 529 608 509 608: 126 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 0.0 0.1 94.8 99.8 96.6 99.8: 3.4 0.2 Old : 100.0: 1.8 0.0 0.1 94.8 99.8 96.6 99.8: 3.4 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 : 32: 2 0 1 27 21 29 22: Old : 32: 2 0 1 27 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 : 49.6 56.8 69.6 86.2 41.3 51.4 58.9 71.6 Old : 49.6 56.8 69.6 86.2 41.3 51.4 58.9 71.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,588: 0 1,498 571 23,808 22,424 24,379 24,493: 209 95 Old : 24,588: 0 1,498 571 23,808 22,424 24,379 24,493: 209 95 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 125: 0 0 0 -32 35 -32 35: 157 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.1 2.3 96.8 91.2 99.1 99.6: 0.9 0.4 Old : 100.0: 0.0 6.1 2.3 96.8 91.2 99.1 99.6: 0.9 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 : 29: 0 3 1 21 18 22 21: Old : 29: 0 3 1 21 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 : 53.0 47.4 79.6 69.3 50.5 41.8 67.4 59.6 Old : 53.0 47.4 79.6 69.3 50.5 41.8 67.4 59.6 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 16,498: 0 376 130 16,059 15,824 16,189 16,330: 309 168 Old : 16,498: 0 376 130 16,059 15,824 16,189 16,330: 309 168 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 110: 0 0 0 -167 110 -167 110: 277 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.8 97.3 95.9 98.1 99.0: 1.9 1.0 Old : 100.0: 0.0 2.3 0.8 97.3 95.9 98.1 99.0: 1.9 1.0 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: 0 3 1 16 16 17 19: Old : 27: 0 3 1 16 16 17 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 : 62.9 55.4 83.4 79.0 62.5 53.2 81.1 75.5 Old : 62.9 55.4 83.4 79.0 62.5 53.2 81.1 75.5 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 40,283: 700 250 300 38,694 39,383 39,694 39,933: 589 350 Old : 40,283: 700 250 300 38,694 39,383 39,694 39,933: 589 350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 105: 0 0 0 -125 -15 -125 -15: 230 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.6 0.7 96.1 97.8 98.5 99.1: 1.5 0.9 Old : 100.0: 1.7 0.6 0.7 96.1 97.8 98.5 99.1: 1.5 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: 2 2 1 29 26 32 29: Old : 40: 2 2 1 29 26 32 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 : 46.7 53.0 66.7 72.9 44.9 48.9 61.6 64.2 Old : 46.7 53.0 66.7 72.9 44.9 48.9 61.6 64.2 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 16,637: 445 0 32 15,520 16,291 15,997 16,323: 640 314 Old : 16,637: 445 0 32 15,520 16,291 15,997 16,323: 640 314 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 14: -20 0 14 -190 -138 -196 -124: 210 138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.0 0.2 93.3 97.9 96.2 98.1: 3.8 1.9 Old : 100.0: 2.7 0.0 0.2 93.3 97.9 96.2 98.1: 3.8 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 : 25: 1 0 1 20 16 21 17: Old : 25: 1 0 1 20 16 21 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 : 42.0 72.3 63.3 85.9 37.6 64.5 56.5 74.1 Old : 42.0 72.3 63.3 85.9 37.6 64.5 56.5 74.1 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, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 14,746: 1,038 0 49 13,559 14,589 14,646 14,638: 100 108 Old : 14,746: 1,038 0 49 13,559 14,589 14,646 14,638: 100 108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -50: 0 0 0 -105 -116 -105 -116: 55 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.0 0.3 92.0 98.9 99.3 99.3: 0.7 0.7 Old : 100.0: 7.0 0.0 0.3 92.0 98.9 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 : 30: 1 0 1 24 20 25 21: Old : 30: 1 0 1 24 20 25 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 : 39.7 65.4 64.7 85.4 35.8 57.2 59.3 68.2 Old : 39.7 65.4 64.7 85.4 35.8 57.2 59.3 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016