CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 Commitments of Traders - Futures Only, September 06, 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 : 6,478: 1,736 606 225 4,497 5,646 6,458 6,477: 20 1 Old : 6,478: 1,736 606 225 4,497 5,646 6,458 6,477: 20 1 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 9.4 3.5 69.4 87.2 99.7 100.0: 0.3 0.0 Old : 100.0: 26.8 9.4 3.5 69.4 87.2 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 6 3 1 9 6 15 10: Old : 20: 6 3 1 9 6 15 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.4 87.1 93.5 97.7 66.8 83.7 83.5 88.4 Old : 73.4 87.1 93.5 97.7 66.8 83.7 83.5 88.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders - Futures Only, September 06, 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 : 27,457: 18,163 7,485 519 8,725 19,453 27,407 27,457: 50 0 Old : 27,457: 18,163 7,485 519 8,725 19,453 27,407 27,457: 50 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 27.3 1.9 31.8 70.8 99.8 100.0: 0.2 0.0 Old : 100.0: 66.2 27.3 1.9 31.8 70.8 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 : 34: 12 8 2 8 11 22 19: Old : 34: 12 8 2 8 11 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 : 71.8 52.4 89.6 74.1 66.2 52.3 76.7 70.0 Old : 71.8 52.4 89.6 74.1 66.2 52.3 76.7 70.0 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 33,775: 17,500 27,745 650 15,625 5,380 33,775 33,775: 0 0 Old : 33,775: 17,500 27,745 650 15,625 5,380 33,775 33,775: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 0: 0 400 0 0 -400 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 82.1 1.9 46.3 15.9 100.0 100.0: 0.0 0.0 Old : 100.0: 51.8 82.1 1.9 46.3 15.9 100.0 100.0: 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 : 25: 6 8 3 9 4 17 13: Old : 25: 6 8 3 9 4 17 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 : 67.8 76.6 86.3 93.7 64.2 75.0 82.8 90.0 Old : 67.8 76.6 86.3 93.7 64.2 75.0 82.8 90.0 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 21,920: 4,690 16,835 1,795 15,415 3,250 21,900 21,880: 20 40 Old : 21,920: 4,690 16,835 1,795 15,415 3,250 21,900 21,880: 20 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 500: 100 600 0 400 0 500 600: 0 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 76.8 8.2 70.3 14.8 99.9 99.8: 0.1 0.2 Old : 100.0: 21.4 76.8 8.2 70.3 14.8 99.9 99.8: 0.1 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 : 25: 6 9 4 9 4 19 13: Old : 25: 6 9 4 9 4 19 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 : 64.5 74.3 84.0 92.7 62.2 67.8 78.1 80.6 Old : 64.5 74.3 84.0 92.7 62.2 67.8 78.1 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y Commitments of Traders - Futures Only, September 06, 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 : 22,404: 3,163 1,110 280 18,961 21,014 22,404 22,404: 0 0 Old : 22,404: 3,163 1,110 280 18,961 21,014 22,404 22,404: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 5.0 1.2 84.6 93.8 100.0 100.0: 0.0 0.0 Old : 100.0: 14.1 5.0 1.2 84.6 93.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 7 2 1 10 6 17 9: Old : 21: 7 2 1 10 6 17 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.9 89.4 88.9 99.7 61.5 74.2 72.9 79.1 Old : 74.9 89.4 88.9 99.7 61.5 74.2 72.9 79.1 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, September 06, 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 : 44,827: 5,945 4,528 2,600 36,262 37,659 44,807 44,787: 20 40 Old : 44,827: 5,945 4,528 2,600 36,262 37,659 44,807 44,787: 20 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 669: 610 440 0 59 229 669 669: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 10.1 5.8 80.9 84.0 100.0 99.9: 0.0 0.1 Old : 100.0: 13.3 10.1 5.8 80.9 84.0 100.0 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 : 30: 4 8 2 11 12 17 20: Old : 30: 4 8 2 11 12 17 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 : 54.9 63.3 81.3 84.8 50.6 57.7 72.0 69.3 Old : 54.9 63.3 81.3 84.8 50.6 57.7 72.0 69.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 15,560: 7,075 8,660 650 7,825 6,250 15,550 15,560: 10 0 Old : 15,560: 7,075 8,660 650 7,825 6,250 15,550 15,560: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.5 55.7 4.2 50.3 40.2 99.9 100.0: 0.1 0.0 Old : 100.0: 45.5 55.7 4.2 50.3 40.2 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 : 24: 7 7 2 6 5 15 12: Old : 24: 7 7 2 6 5 15 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 : 63.5 66.9 88.7 95.1 63.5 64.3 88.7 92.5 Old : 63.5 66.9 88.7 95.1 63.5 64.3 88.7 92.5 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, September 06, 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 : 14,400: 5,775 5,370 320 8,285 8,710 14,380 14,400: 20 0 Old : 14,400: 5,775 5,370 320 8,285 8,710 14,380 14,400: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -50: 300 0 0 -350 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.1 37.3 2.2 57.5 60.5 99.9 100.0: 0.1 0.0 Old : 100.0: 40.1 37.3 2.2 57.5 60.5 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 : 24: 8 3 1 8 8 16 12: Old : 24: 8 3 1 8 8 16 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 : 65.5 66.2 87.4 93.6 59.6 66.2 75.7 82.8 Old : 65.5 66.2 87.4 93.6 59.6 66.2 75.7 82.8 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, September 06, 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 : 16,965: 6,715 6,800 600 9,650 9,565 16,965 16,965: 0 0 Old : 16,965: 6,715 6,800 600 9,650 9,565 16,965 16,965: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -820: 430 -1,020 0 -1,250 200 -820 -820: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 40.1 3.5 56.9 56.4 100.0 100.0: 0.0 0.0 Old : 100.0: 39.6 40.1 3.5 56.9 56.4 100.0 100.0: 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 : 24: 8 4 2 9 5 18 10: Old : 24: 8 4 2 9 5 18 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 73.6 79.8 97.1 50.6 68.9 77.5 88.4 Old : 51.8 73.6 79.8 97.1 50.6 68.9 77.5 88.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 4,590,026: 902,209 96,106 625,193 2,981,504 3,815,790 4,508,906 4,537,089: 81,120 52,937 Old : 4,590,026: 902,209 96,106 625,193 2,981,504 3,815,790 4,508,906 4,537,089: 81,120 52,937 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 48,894: -81,617 -9,407 30,416 74,698 310 23,497 21,319: 25,397 27,575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 2.1 13.6 65.0 83.1 98.2 98.8: 1.8 1.2 Old : 100.0: 19.7 2.1 13.6 65.0 83.1 98.2 98.8: 1.8 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 : 221: 51 24 59 136 121 205 187: Old : 221: 51 24 59 136 121 205 187: 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 : 27.3 31.1 43.8 46.0 25.1 29.0 37.4 41.6 Old : 27.3 31.1 43.8 46.0 25.1 29.0 37.4 41.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 190,311: 59,252 66,782 11,413 117,426 111,993 188,091 190,188: 2,220 123 Old : 190,311: 59,252 66,782 11,413 117,426 111,993 188,091 190,188: 2,220 123 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 10,118: 2,888 7,196 -507 7,737 3,429 10,118 10,118: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 35.1 6.0 61.7 58.8 98.8 99.9: 1.2 0.1 Old : 100.0: 31.1 35.1 6.0 61.7 58.8 98.8 99.9: 1.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 68: 15 14 15 31 32 54 53: Old : 68: 15 14 15 31 32 54 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 : 44.7 58.4 60.6 75.9 36.4 50.1 48.2 60.2 Old : 44.7 58.4 60.6 75.9 36.4 50.1 48.2 60.2 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, September 06, 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 : 223,944: 18,213 1,233 2,095 182,716 215,754 203,024 219,082: 20,920 4,862 Old : 223,944: 18,213 1,233 2,095 182,716 215,754 203,024 219,082: 20,920 4,862 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -14,621: -4,781 792 -950 -10,025 -13,998 -15,756 -14,156: 1,135 -465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 0.6 0.9 81.6 96.3 90.7 97.8: 9.3 2.2 Old : 100.0: 8.1 0.6 0.9 81.6 96.3 90.7 97.8: 9.3 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 : 54: 9 3 7 35 31 46 39: Old : 54: 9 3 7 35 31 46 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 : 37.9 57.8 54.5 76.2 34.5 54.3 45.1 64.0 Old : 37.9 57.8 54.5 76.2 34.5 54.3 45.1 64.0 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, September 06, 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 : 121,386: 970 4,053 2,600 113,065 108,617 116,635 115,270: 4,751 6,116 Old : 121,386: 970 4,053 2,600 113,065 108,617 116,635 115,270: 4,751 6,116 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,560: -1,540 -896 -64 -5,915 -8,356 -7,519 -9,316: -1,041 756 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 3.3 2.1 93.1 89.5 96.1 95.0: 3.9 5.0 Old : 100.0: 0.8 3.3 2.1 93.1 89.5 96.1 95.0: 3.9 5.0 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: 3 2 4 22 29 27 33: Old : 37: 3 2 4 22 29 27 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 44.6 82.4 63.7 54.8 39.5 65.5 51.6 Old : 62.8 44.6 82.4 63.7 54.8 39.5 65.5 51.6 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, September 06, 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 : 175,910: 5,533 608 1,723 153,065 165,309 160,321 167,640: 15,589 8,270 Old : 175,910: 5,533 608 1,723 153,065 165,309 160,321 167,640: 15,589 8,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -18,030: 3,447 -1,034 -576 -19,522 -17,158 -16,651 -18,768: -1,379 738 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 0.3 1.0 87.0 94.0 91.1 95.3: 8.9 4.7 Old : 100.0: 3.1 0.3 1.0 87.0 94.0 91.1 95.3: 8.9 4.7 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 : 45: 4 1 3 28 33 32 37: Old : 45: 4 1 3 28 33 32 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 44.6 66.7 64.0 45.1 44.5 60.7 60.7 Old : 49.0 44.6 66.7 64.0 45.1 44.5 60.7 60.7 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, September 06, 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 : 766,080: 987 980 3,902 751,229 756,479 756,118 761,361: 9,962 4,719 Old : 766,080: 987 980 3,902 751,229 756,479 756,118 761,361: 9,962 4,719 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -33,827: 777 -571 -259 -32,946 -32,574 -32,428 -33,404: -1,399 -423 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.1 0.5 98.1 98.7 98.7 99.4: 1.3 0.6 Old : 100.0: 0.1 0.1 0.5 98.1 98.7 98.7 99.4: 1.3 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 : 60: 2 1 2 53 39 56 41: Old : 60: 2 1 2 53 39 56 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 : 35.0 51.1 58.6 76.0 31.0 50.6 50.1 73.2 Old : 35.0 51.1 58.6 76.0 31.0 50.6 50.1 73.2 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, September 06, 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 : 334,544: 248 6,527 315 328,646 321,335 329,209 328,177: 5,335 6,367 Old : 334,544: 248 6,527 315 328,646 321,335 329,209 328,177: 5,335 6,367 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,345: -554 1,353 -241 -7,074 -7,833 -7,869 -6,721: -476 -1,624 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 2.0 0.1 98.2 96.1 98.4 98.1: 1.6 1.9 Old : 100.0: 0.1 2.0 0.1 98.2 96.1 98.4 98.1: 1.6 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 : 61: 1 3 2 40 46 43 49: Old : 61: 1 3 2 40 46 43 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 : 65.6 35.6 79.7 56.7 63.6 35.2 76.4 55.8 Old : 65.6 35.6 79.7 56.7 63.6 35.2 76.4 55.8 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, September 06, 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 : 244,342: 0 2,367 795 234,857 239,499 235,652 242,661: 8,690 1,681 Old : 244,342: 0 2,367 795 234,857 239,499 235,652 242,661: 8,690 1,681 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -21,320: -1,118 184 -131 -20,134 -21,318 -21,383 -21,265: 63 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.0 0.3 96.1 98.0 96.4 99.3: 3.6 0.7 Old : 100.0: 0.0 1.0 0.3 96.1 98.0 96.4 99.3: 3.6 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 : 51: 0 3 2 41 41 43 44: Old : 51: 0 3 2 41 41 43 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 : 55.7 39.9 70.3 61.2 54.1 33.0 62.4 49.5 Old : 55.7 39.9 70.3 61.2 54.1 33.0 62.4 49.5 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, September 06, 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 : 83,486: 1,319 0 1,814 76,676 73,064 79,809 74,878: 3,677 8,608 Old : 83,486: 1,319 0 1,814 76,676 73,064 79,809 74,878: 3,677 8,608 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -14,769: 646 -3,067 -907 -13,788 -9,381 -14,049 -13,355: -720 -1,414 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.0 2.2 91.8 87.5 95.6 89.7: 4.4 10.3 Old : 100.0: 1.6 0.0 2.2 91.8 87.5 95.6 89.7: 4.4 10.3 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 0 2 19 21 21 23: Old : 30: 2 0 2 19 21 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.4 42.6 83.2 63.9 63.1 42.0 75.5 62.0 Old : 69.4 42.6 83.2 63.9 63.1 42.0 75.5 62.0 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 105,062: 560 12,862 1,889 98,274 87,997 100,723 102,748: 4,339 2,314 Old : 105,062: 560 12,862 1,889 98,274 87,997 100,723 102,748: 4,339 2,314 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -11,243: 349 -2,067 -421 -10,670 -7,131 -10,742 -9,619: -501 -1,624 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 12.2 1.8 93.5 83.8 95.9 97.8: 4.1 2.2 Old : 100.0: 0.5 12.2 1.8 93.5 83.8 95.9 97.8: 4.1 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 : 42: 1 5 4 31 28 35 34: Old : 42: 1 5 4 31 28 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 : 55.9 34.4 74.4 57.0 49.1 31.6 58.9 51.3 Old : 55.9 34.4 74.4 57.0 49.1 31.6 58.9 51.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 90,445: 191 2,869 810 79,110 81,025 80,111 84,704: 10,334 5,741 Old : 90,445: 191 2,869 810 79,110 81,025 80,111 84,704: 10,334 5,741 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -10,261: 0 -2,450 0 -10,497 -5,961 -10,497 -8,411: 236 -1,850 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 3.2 0.9 87.5 89.6 88.6 93.7: 11.4 6.3 Old : 100.0: 0.2 3.2 0.9 87.5 89.6 88.6 93.7: 11.4 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 : 28: 1 1 1 19 18 20 20: Old : 28: 1 1 1 19 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 : 59.4 63.3 74.1 81.0 59.4 63.3 70.5 78.3 Old : 59.4 63.3 74.1 81.0 59.4 63.3 70.5 78.3 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, September 06, 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 : 135,808: 0 0 0 129,559 129,536 129,559 129,536: 6,249 6,272 Old : 135,808: 0 0 0 129,559 129,536 129,559 129,536: 6,249 6,272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -11,961: 0 0 0 -11,965 -10,960 -11,965 -10,960: 4 -1,001 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.4 95.4 95.4 95.4: 4.6 4.6 Old : 100.0: 0.0 0.0 0.0 95.4 95.4 95.4 95.4: 4.6 4.6 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 25 26 25 26: Old : 36: 0 0 0 25 26 25 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 : 49.8 72.2 69.8 84.1 49.6 70.1 69.6 81.3 Old : 49.8 72.2 69.8 84.1 49.6 70.1 69.6 81.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 56,695: 0 0 0 49,249 52,770 49,249 52,770: 7,446 3,925 Old : 56,695: 0 0 0 49,249 52,770 49,249 52,770: 7,446 3,925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -10,555: 0 0 0 -9,980 -10,920 -9,980 -10,920: -575 365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 86.9 93.1 86.9 93.1: 13.1 6.9 Old : 100.0: 0.0 0.0 0.0 86.9 93.1 86.9 93.1: 13.1 6.9 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 : 24: 0 0 0 18 14 18 14: Old : 24: 0 0 0 18 14 18 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 66.8 76.0 85.5 55.0 66.8 71.1 81.3 Old : 55.2 66.8 76.0 85.5 55.0 66.8 71.1 81.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 377,148: 3,344 8,514 2,789 363,934 355,665 370,067 366,968: 7,081 10,180 Old : 377,148: 3,344 8,514 2,789 363,934 355,665 370,067 366,968: 7,081 10,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -20,585: 527 -661 -474 -20,197 -18,202 -20,144 -19,337: -441 -1,248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 2.3 0.7 96.5 94.3 98.1 97.3: 1.9 2.7 Old : 100.0: 0.9 2.3 0.7 96.5 94.3 98.1 97.3: 1.9 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 : 65: 4 3 1 49 43 53 47: Old : 65: 4 3 1 49 43 53 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 50.3 55.2 64.2 29.4 46.2 45.8 56.2 Old : 37.1 50.3 55.2 64.2 29.4 46.2 45.8 56.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 71,328: 842 1,872 804 60,982 64,416 62,628 67,092: 8,700 4,236 Old : 71,328: 842 1,872 804 60,982 64,416 62,628 67,092: 8,700 4,236 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -5,650: 842 -4,433 355 -6,981 -1,215 -5,784 -5,293: 134 -357 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 2.6 1.1 85.5 90.3 87.8 94.1: 12.2 5.9 Old : 100.0: 1.2 2.6 1.1 85.5 90.3 87.8 94.1: 12.2 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 : 29: 1 3 3 17 17 20 21: Old : 29: 1 3 3 17 17 20 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 : 64.8 52.1 80.1 74.3 63.7 51.5 75.8 71.3 Old : 64.8 52.1 80.1 74.3 63.7 51.5 75.8 71.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 62,919: 3,863 1,420 1,027 53,683 56,732 58,573 59,179: 4,346 3,740 Old : 62,919: 3,863 1,420 1,027 53,683 56,732 58,573 59,179: 4,346 3,740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -5,442: -434 -1,630 -396 -3,587 -2,218 -4,417 -4,244: -1,025 -1,198 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 2.3 1.6 85.3 90.2 93.1 94.1: 6.9 5.9 Old : 100.0: 6.1 2.3 1.6 85.3 90.2 93.1 94.1: 6.9 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 : 26: 2 2 2 17 17 20 20: Old : 26: 2 2 2 17 17 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 : 41.7 62.1 70.2 84.0 41.0 55.7 65.7 72.5 Old : 41.7 62.1 70.2 84.0 41.0 55.7 65.7 72.5 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 32,434: 806 992 0 30,889 29,455 31,695 30,447: 739 1,987 Old : 32,434: 806 992 0 30,889 29,455 31,695 30,447: 739 1,987 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -47,498: -14,766 -7,980 0 -32,228 -40,900 -46,994 -48,880: -504 1,382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 3.1 0.0 95.2 90.8 97.7 93.9: 2.3 6.1 Old : 100.0: 2.5 3.1 0.0 95.2 90.8 97.7 93.9: 2.3 6.1 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 : 23: 1 1 0 17 16 18 17: Old : 23: 1 1 0 17 16 18 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 : 50.5 58.3 76.2 78.6 47.3 48.1 60.2 62.4 Old : 50.5 58.3 76.2 78.6 47.3 48.1 60.2 62.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 70,731: 15,572 8,972 0 54,583 61,333 70,155 70,305: 576 426 Old : 70,731: 15,572 8,972 0 54,583 61,333 70,155 70,305: 576 426 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -45,168: -8,187 -10,397 -772 -35,616 -33,077 -44,575 -44,246: -593 -922 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 12.7 0.0 77.2 86.7 99.2 99.4: 0.8 0.6 Old : 100.0: 22.0 12.7 0.0 77.2 86.7 99.2 99.4: 0.8 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: 5 7 0 30 29 35 36: Old : 61: 5 7 0 30 29 35 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 : 34.2 43.1 54.3 61.0 34.2 37.1 52.4 51.4 Old : 34.2 43.1 54.3 61.0 34.2 37.1 52.4 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders - Futures Only, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 33,824: 0 780 0 33,764 30,736 33,764 31,516: 60 2,308 Old : 33,824: 0 780 0 33,764 30,736 33,764 31,516: 60 2,308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -14,570: 0 93 -93 -14,229 -14,937 -14,322 -14,937: -248 367 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 99.8 90.9 99.8 93.2: 0.2 6.8 Old : 100.0: 0.0 2.3 0.0 99.8 90.9 99.8 93.2: 0.2 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 1 0 16 21 16 22: Old : 33: 0 1 0 16 21 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 : 62.3 56.0 86.0 73.1 61.7 53.0 85.3 70.1 Old : 62.3 56.0 86.0 73.1 61.7 53.0 85.3 70.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 214,113: 0 298 828 208,575 203,094 209,403 204,220: 4,710 9,893 Old : 214,113: 0 298 828 208,575 203,094 209,403 204,220: 4,710 9,893 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -7,647: 0 -185 -83 -7,485 -7,162 -7,568 -7,430: -79 -217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.1 0.4 97.4 94.9 97.8 95.4: 2.2 4.6 Old : 100.0: 0.0 0.1 0.4 97.4 94.9 97.8 95.4: 2.2 4.6 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 : 39: 0 1 1 34 32 35 33: Old : 39: 0 1 1 34 32 35 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 53.5 66.6 72.0 50.0 40.9 60.3 53.5 Old : 51.8 53.5 66.6 72.0 50.0 40.9 60.3 53.5 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 43,988: 1,101 2,093 360 37,544 36,450 39,005 38,903: 4,983 5,085 Old : 43,988: 1,101 2,093 360 37,544 36,450 39,005 38,903: 4,983 5,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -5,123: 390 2,093 -123 -4,497 -5,366 -4,230 -3,396: -893 -1,727 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 4.8 0.8 85.4 82.9 88.7 88.4: 11.3 11.6 Old : 100.0: 2.5 4.8 0.8 85.4 82.9 88.7 88.4: 11.3 11.6 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 : 24: 1 1 2 17 18 19 20: Old : 24: 1 1 2 17 18 19 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 : 63.6 54.7 76.8 70.2 60.6 52.9 71.4 63.2 Old : 63.6 54.7 76.8 70.2 60.6 52.9 71.4 63.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 83,514: 0 2,357 953 78,139 74,299 79,092 77,609: 4,422 5,905 Old : 83,514: 0 2,357 953 78,139 74,299 79,092 77,609: 4,422 5,905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -11,242: 0 -1,922 58 -10,894 -9,500 -10,836 -11,364: -406 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.8 1.1 93.6 89.0 94.7 92.9: 5.3 7.1 Old : 100.0: 0.0 2.8 1.1 93.6 89.0 94.7 92.9: 5.3 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 : 37: 0 1 1 22 27 23 28: Old : 37: 0 1 1 22 27 23 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 : 62.7 42.5 78.8 63.0 61.4 34.2 69.6 51.6 Old : 62.7 42.5 78.8 63.0 61.4 34.2 69.6 51.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 118,934: 8,148 0 578 105,129 111,957 113,855 112,535: 5,079 6,399 Old : 118,934: 8,148 0 578 105,129 111,957 113,855 112,535: 5,079 6,399 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,323: -575 0 -30 -6,725 -7,623 -7,330 -7,653: -993 -670 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 0.0 0.5 88.4 94.1 95.7 94.6: 4.3 5.4 Old : 100.0: 6.9 0.0 0.5 88.4 94.1 95.7 94.6: 4.3 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 0 1 20 16 23 17: Old : 28: 3 0 1 20 16 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 : 49.5 78.4 70.4 88.7 48.8 77.2 68.7 84.0 Old : 49.5 78.4 70.4 88.7 48.8 77.2 68.7 84.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders - Futures Only, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 92,696: 0 0 0 86,985 90,366 86,985 90,366: 5,711 2,330 Old : 92,696: 0 0 0 86,985 90,366 86,985 90,366: 5,711 2,330 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -4,469: -240 0 0 -5,422 -4,441 -5,662 -4,441: 1,193 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.8 97.5 93.8 97.5: 6.2 2.5 Old : 100.0: 0.0 0.0 0.0 93.8 97.5 93.8 97.5: 6.2 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 19 16 19 16: Old : 23: 0 0 0 19 16 19 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 : 54.1 75.2 77.9 90.5 50.2 69.0 68.2 77.8 Old : 54.1 75.2 77.9 90.5 50.2 69.0 68.2 77.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 98,079: 763 0 0 91,974 96,048 92,737 96,048: 5,342 2,031 Old : 98,079: 763 0 0 91,974 96,048 92,737 96,048: 5,342 2,031 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -7,885: -782 0 0 -6,818 -6,836 -7,600 -6,836: -285 -1,049 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.0 93.8 97.9 94.6 97.9: 5.4 2.1 Old : 100.0: 0.8 0.0 0.0 93.8 97.9 94.6 97.9: 5.4 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 0 0 21 19 22 19: Old : 29: 1 0 0 21 19 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 : 66.8 52.6 79.8 76.1 55.5 46.8 62.6 61.4 Old : 66.8 52.6 79.8 76.1 55.5 46.8 62.6 61.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 105,334: 2,608 868 1,017 85,523 92,389 89,148 94,274: 16,186 11,060 Old : 105,334: 2,608 868 1,017 85,523 92,389 89,148 94,274: 16,186 11,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -11,417: 1,633 -3,300 -2,186 -12,252 -7,766 -12,805 -13,252: 1,388 1,835 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.8 1.0 81.2 87.7 84.6 89.5: 15.4 10.5 Old : 100.0: 2.5 0.8 1.0 81.2 87.7 84.6 89.5: 15.4 10.5 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 : 36: 2 1 2 25 27 27 30: Old : 36: 2 1 2 25 27 27 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 : 31.0 41.1 52.9 62.8 24.2 32.1 39.3 47.6 Old : 31.0 41.1 52.9 62.8 24.2 32.1 39.3 47.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 34,473: 3,332 0 0 29,781 33,628 33,113 33,628: 1,360 845 Old : 34,473: 3,332 0 0 29,781 33,628 33,113 33,628: 1,360 845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -13,113: -2,288 0 0 -10,536 -13,404 -12,824 -13,404: -289 291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 0.0 0.0 86.4 97.5 96.1 97.5: 3.9 2.5 Old : 100.0: 9.7 0.0 0.0 86.4 97.5 96.1 97.5: 3.9 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 0 0 16 16 19 16: Old : 27: 3 0 0 16 16 19 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 : 49.6 68.6 74.1 88.1 47.9 64.8 71.3 82.2 Old : 49.6 68.6 74.1 88.1 47.9 64.8 71.3 82.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 38,205: 330 0 0 36,995 38,023 37,325 38,023: 880 182 Old : 38,205: 330 0 0 36,995 38,023 37,325 38,023: 880 182 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -10,672: 0 -434 0 -10,697 -10,176 -10,697 -10,610: 25 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 0.0 96.8 99.5 97.7 99.5: 2.3 0.5 Old : 100.0: 0.9 0.0 0.0 96.8 99.5 97.7 99.5: 2.3 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 : 26: 1 0 0 18 13 19 13: Old : 26: 1 0 0 18 13 19 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 : 52.6 70.0 79.6 93.6 52.6 66.0 77.5 84.7 Old : 52.6 70.0 79.6 93.6 52.6 66.0 77.5 84.7 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, September 06, 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 : 177,208: 8,055 5,465 1,894 160,589 164,186 170,538 171,545: 6,670 5,663 Old : 177,208: 8,055 5,465 1,894 160,589 164,186 170,538 171,545: 6,670 5,663 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -17,832: -632 253 -400 -16,878 -18,410 -17,910 -18,557: 78 725 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 3.1 1.1 90.6 92.7 96.2 96.8: 3.8 3.2 Old : 100.0: 4.5 3.1 1.1 90.6 92.7 96.2 96.8: 3.8 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 : 58: 3 6 5 43 36 48 45: Old : 58: 3 6 5 43 36 48 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.1 52.3 47.3 65.9 23.3 45.9 38.4 56.8 Old : 29.1 52.3 47.3 65.9 23.3 45.9 38.4 56.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 104,291: 3,023 0 0 94,037 97,614 97,060 97,614: 7,231 6,677 Old : 104,291: 3,023 0 0 94,037 97,614 97,060 97,614: 7,231 6,677 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -3,352: 702 0 -60 -2,394 -5,012 -1,752 -5,072: -1,600 1,720 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.0 0.0 90.2 93.6 93.1 93.6: 6.9 6.4 Old : 100.0: 2.9 0.0 0.0 90.2 93.6 93.1 93.6: 6.9 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 : 28: 1 0 0 20 21 21 21: Old : 28: 1 0 0 20 21 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 56.8 77.6 74.4 57.6 54.8 73.2 70.2 Old : 61.3 56.8 77.6 74.4 57.6 54.8 73.2 70.2 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, September 06, 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 : 83,640: 0 0 0 77,478 78,512 77,478 78,512: 6,162 5,128 Old : 83,640: 0 0 0 77,478 78,512 77,478 78,512: 6,162 5,128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 4,665: 0 0 0 4,353 5,201 4,353 5,201: 312 -536 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 92.6 93.9 92.6 93.9: 7.4 6.1 Old : 100.0: 0.0 0.0 0.0 92.6 93.9 92.6 93.9: 7.4 6.1 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 : 28: 0 0 0 20 19 20 19: Old : 28: 0 0 0 20 19 20 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 : 50.2 72.5 71.0 85.3 32.7 54.5 49.4 62.3 Old : 50.2 72.5 71.0 85.3 32.7 54.5 49.4 62.3 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, September 06, 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 : 65,845: 242 0 270 59,344 59,807 59,856 60,077: 5,989 5,768 Old : 65,845: 242 0 270 59,344 59,807 59,856 60,077: 5,989 5,768 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,589: -57 0 -184 -7,676 -8,473 -7,917 -8,657: -672 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.4 90.1 90.8 90.9 91.2: 9.1 8.8 Old : 100.0: 0.4 0.0 0.4 90.1 90.8 90.9 91.2: 9.1 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 0 1 21 17 22 18: Old : 26: 1 0 1 21 17 22 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 69.0 78.9 80.7 66.1 67.1 76.0 74.7 Old : 67.0 69.0 78.9 80.7 66.1 67.1 76.0 74.7 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, September 06, 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 : 112,683: 6,087 0 0 96,504 111,269 102,591 111,269: 10,092 1,414 Old : 112,683: 6,087 0 0 96,504 111,269 102,591 111,269: 10,092 1,414 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -6,959: 1,600 0 0 -6,848 -6,616 -5,248 -6,616: -1,711 -343 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 0.0 0.0 85.6 98.7 91.0 98.7: 9.0 1.3 Old : 100.0: 5.4 0.0 0.0 85.6 98.7 91.0 98.7: 9.0 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 : 32: 2 0 0 24 16 26 16: Old : 32: 2 0 0 24 16 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 : 58.0 81.6 74.7 92.4 58.0 79.8 74.7 90.3 Old : 58.0 81.6 74.7 92.4 58.0 79.8 74.7 90.3 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, September 06, 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 : 127,480: 27,233 8,494 7,027 92,631 111,242 126,891 126,763: 589 717 Old : 127,480: 27,233 8,494 7,027 92,631 111,242 126,891 126,763: 589 717 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -6,722: 51 -183 -981 -5,907 -5,543 -6,837 -6,707: 115 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 6.7 5.5 72.7 87.3 99.5 99.4: 0.5 0.6 Old : 100.0: 21.4 6.7 5.5 72.7 87.3 99.5 99.4: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 77: 13 13 18 46 47 67 70: Old : 77: 13 13 18 46 47 67 70: 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 : 52.6 36.0 66.0 53.2 39.7 30.6 49.7 43.9 Old : 52.6 36.0 66.0 53.2 39.7 30.6 49.7 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders - Futures Only, September 06, 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 : 41,475: 1,619 537 800 39,056 40,138 41,475 41,475: 0 0 Old : 41,475: 1,619 537 800 39,056 40,138 41,475 41,475: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -4,224: -156 -189 -247 -3,821 -3,788 -4,224 -4,224: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 1.3 1.9 94.2 96.8 100.0 100.0: 0.0 0.0 Old : 100.0: 3.9 1.3 1.9 94.2 96.8 100.0 100.0: 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 : 33: 3 2 2 23 22 26 26: Old : 33: 3 2 2 23 22 26 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 : 53.8 47.2 79.5 74.0 40.0 34.5 50.7 51.4 Old : 53.8 47.2 79.5 74.0 40.0 34.5 50.7 51.4 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, September 06, 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 : 332,978: 1,616 5,072 320 331,042 327,586 332,978 332,978: 0 0 Old : 332,978: 1,616 5,072 320 331,042 327,586 332,978 332,978: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -39,008: -624 -7,488 0 -38,384 -31,520 -39,008 -39,008: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 1.5 0.1 99.4 98.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.5 1.5 0.1 99.4 98.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 2 1 22 21 24 23: Old : 28: 1 2 1 22 21 24 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 : 53.6 50.6 77.4 84.0 49.7 50.1 61.7 65.3 Old : 53.6 50.6 77.4 84.0 49.7 50.1 61.7 65.3 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, September 06, 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 : 1,524,857: 29,623 83,619 65,934 1,429,300 1,375,304 1,524,857 1,524,857: 0 0 Old : 1,524,857: 29,623 83,619 65,934 1,429,300 1,375,304 1,524,857 1,524,857: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -59,334: 1,176 -12,301 2,902 -62,211 -48,734 -58,133 -58,133: -1,201 -1,201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 5.5 4.3 93.7 90.2 100.0 100.0: 0.0 0.0 Old : 100.0: 1.9 5.5 4.3 93.7 90.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 5 7 5 38 39 45 49: Old : 57: 5 7 5 38 39 45 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 : 46.4 44.4 67.5 64.7 38.0 38.1 48.2 51.1 Old : 46.4 44.4 67.5 64.7 38.0 38.1 48.2 51.1 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, September 06, 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 : 70,548: 4,107 4,891 3,629 62,812 61,866 70,548 70,386: 0 162 Old : 70,548: 4,107 4,891 3,629 62,812 61,866 70,548 70,386: 0 162 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 830: -381 -95 482 729 281 830 668: 0 162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 6.9 5.1 89.0 87.7 100.0 99.8: 0.0 0.2 Old : 100.0: 5.8 6.9 5.1 89.0 87.7 100.0 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 : 42: 7 5 6 24 26 34 34: Old : 42: 7 5 6 24 26 34 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 58.9 77.8 79.5 48.4 52.9 65.0 63.8 Old : 53.6 58.9 77.8 79.5 48.4 52.9 65.0 63.8 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, September 06, 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 : 315,897: 2,528 8 320 313,049 313,073 315,897 313,401: 0 2,496 Old : 315,897: 2,528 8 320 313,049 313,073 315,897 313,401: 0 2,496 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 321: 0 0 0 321 -2,175 321 -2,175: 0 2,496 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.1 99.1 99.1 100.0 99.2: 0.0 0.8 Old : 100.0: 0.8 0.0 0.1 99.1 99.1 100.0 99.2: 0.0 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 : 24: 1 1 1 17 17 19 18: Old : 24: 1 1 1 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 : 64.6 67.4 91.4 86.2 44.6 53.8 62.6 60.8 Old : 64.6 67.4 91.4 86.2 44.6 53.8 62.6 60.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 428,653: 4,241 2,248 8,632 415,780 417,773 428,653 428,653: 0 0 Old : 428,653: 4,241 2,248 8,632 415,780 417,773 428,653 428,653: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -17,184: -1,504 384 0 -15,680 -17,568 -17,184 -17,184: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.5 2.0 97.0 97.5 100.0 100.0: 0.0 0.0 Old : 100.0: 1.0 0.5 2.0 97.0 97.5 100.0 100.0: 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 : 41: 2 2 1 29 26 32 28: Old : 41: 2 2 1 29 26 32 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 : 47.2 59.3 72.4 79.5 41.4 53.9 57.5 64.8 Old : 47.2 59.3 72.4 79.5 41.4 53.9 57.5 64.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 31,471: 729 42 719 29,373 30,186 30,821 30,947: 650 524 Old : 31,471: 729 42 719 29,373 30,186 30,821 30,947: 650 524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -3,179: -457 -165 -64 -2,923 -3,029 -3,444 -3,258: 265 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.1 2.3 93.3 95.9 97.9 98.3: 2.1 1.7 Old : 100.0: 2.3 0.1 2.3 93.3 95.9 97.9 98.3: 2.1 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 : 37: 6 1 2 23 24 29 27: Old : 37: 6 1 2 23 24 29 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 59.6 68.9 77.5 43.2 55.5 61.7 69.1 Old : 46.4 59.6 68.9 77.5 43.2 55.5 61.7 69.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 51,285: 140 0 0 50,762 51,265 50,902 51,265: 383 20 Old : 51,285: 140 0 0 50,762 51,265 50,902 51,265: 383 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -4,706: -50 0 0 -4,629 -4,705 -4,679 -4,705: -27 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 99.0 100.0 99.3 100.0: 0.7 0.0 Old : 100.0: 0.3 0.0 0.0 99.0 100.0 99.3 100.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 0 0 30 29 31 29: Old : 39: 1 0 0 30 29 31 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 : 59.7 58.8 74.4 73.6 59.4 57.0 71.8 69.3 Old : 59.7 58.8 74.4 73.6 59.4 57.0 71.8 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E Commitments of Traders - Futures Only, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 16 mwh : : : : All : 4,300: 1,100 150 150 2,900 4,000 4,150 4,300: 150 0 Old : 4,300: 1,100 150 150 2,900 4,000 4,150 4,300: 150 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 3.5 3.5 67.4 93.0 96.5 100.0: 3.5 0.0 Old : 100.0: 25.6 3.5 3.5 67.4 93.0 96.5 100.0: 3.5 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 : 23: 2 1 1 13 11 16 12: Old : 23: 2 1 1 13 11 16 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 : 60.5 61.6 77.9 89.5 58.1 61.6 69.8 73.3 Old : 60.5 61.6 77.9 89.5 58.1 61.6 69.8 73.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 72,824: 40 25 0 72,383 72,680 72,423 72,705: 401 119 Old : 72,824: 40 25 0 72,383 72,680 72,423 72,705: 401 119 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,501: -882 25 0 -7,825 -8,525 -8,707 -8,500: 206 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.0 99.4 99.8 99.4 99.8: 0.6 0.2 Old : 100.0: 0.1 0.0 0.0 99.4 99.8 99.4 99.8: 0.6 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 : 42: 1 1 0 33 30 34 31: Old : 42: 1 1 0 33 30 34 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 : 56.6 63.6 73.0 77.6 56.4 61.2 72.2 73.9 Old : 56.6 63.6 73.0 77.6 56.4 61.2 72.2 73.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 27,401: 525 1,175 0 26,292 26,106 26,817 27,281: 584 120 Old : 27,401: 525 1,175 0 26,292 26,106 26,817 27,281: 584 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 1,523: 0 0 0 1,483 1,523 1,483 1,523: 40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 4.3 0.0 96.0 95.3 97.9 99.6: 2.1 0.4 Old : 100.0: 1.9 4.3 0.0 96.0 95.3 97.9 99.6: 2.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 0 19 16 21 18: Old : 28: 2 2 0 19 16 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 : 60.4 69.5 82.3 88.8 59.3 69.2 74.1 79.6 Old : 60.4 69.5 82.3 88.8 59.3 69.2 74.1 79.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 300,312: 11,944 0 384 287,984 299,928 300,312 300,312: 0 0 Old : 300,312: 11,944 0 384 287,984 299,928 300,312 300,312: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 5,440: 0 0 0 5,440 5,440 5,440 5,440: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.0 0.1 95.9 99.9 100.0 100.0: 0.0 0.0 Old : 100.0: 4.0 0.0 0.1 95.9 99.9 100.0 100.0: 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 : 31: 2 0 1 24 18 26 19: Old : 31: 2 0 1 24 18 26 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 : 45.6 73.6 67.1 89.9 41.3 66.1 60.0 75.5 Old : 45.6 73.6 67.1 89.9 41.3 66.1 60.0 75.5 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 9,623: 1,540 1,856 240 7,819 7,506 9,599 9,602: 24 21 Old : 9,623: 1,540 1,856 240 7,819 7,506 9,599 9,602: 24 21 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 107: 0 0 0 128 170 128 170: -21 -63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 19.3 2.5 81.3 78.0 99.8 99.8: 0.2 0.2 Old : 100.0: 16.0 19.3 2.5 81.3 78.0 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 5 1 2 20 20 26 22: Old : 31: 5 1 2 20 20 26 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 : 35.6 64.6 62.7 81.9 35.6 58.7 59.0 70.8 Old : 35.6 64.6 62.7 81.9 35.6 58.7 59.0 70.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,340: 3,750 0 0 6,470 10,160 10,220 10,160: 120 180 Old : 10,340: 3,750 0 0 6,470 10,160 10,220 10,160: 120 180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 0.0 0.0 62.6 98.3 98.8 98.3: 1.2 1.7 Old : 100.0: 36.3 0.0 0.0 62.6 98.3 98.8 98.3: 1.2 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: 4 0 0 10 15 14 15: Old : 22: 4 0 0 10 15 14 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 : 48.8 61.9 80.5 83.8 48.8 55.4 74.7 67.6 Old : 48.8 61.9 80.5 83.8 48.8 55.4 74.7 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP Commitments of Traders - Futures Only, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,085: 1,275 300 480 7,750 9,125 9,505 9,905: 580 180 Old : 10,085: 1,275 300 480 7,750 9,125 9,505 9,905: 580 180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,085: -515 -75 0 -655 -1,170 -1,170 -1,245: 85 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 3.0 4.8 76.8 90.5 94.2 98.2: 5.8 1.8 Old : 100.0: 12.6 3.0 4.8 76.8 90.5 94.2 98.2: 5.8 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 : 20: 2 2 2 11 13 13 17: Old : 20: 2 2 2 11 13 13 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 68.8 84.0 86.6 32.8 32.4 43.1 43.1 Old : 61.4 68.8 84.0 86.6 32.8 32.4 43.1 43.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 37,670: 450 1,625 0 37,150 35,925 37,600 37,550: 70 120 Old : 37,670: 450 1,625 0 37,150 35,925 37,600 37,550: 70 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 1,753: 0 0 0 1,683 1,753 1,683 1,753: 70 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 4.3 0.0 98.6 95.4 99.8 99.7: 0.2 0.3 Old : 100.0: 1.2 4.3 0.0 98.6 95.4 99.8 99.7: 0.2 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 : 40: 3 3 0 24 26 27 29: Old : 40: 3 3 0 24 26 27 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 : 53.0 70.7 75.4 84.5 49.3 69.1 65.8 76.7 Old : 53.0 70.7 75.4 84.5 49.3 69.1 65.8 76.7 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 25,509: 710 75 0 24,559 25,334 25,269 25,409: 240 100 Old : 25,509: 710 75 0 24,559 25,334 25,269 25,409: 240 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 480: 0 0 0 480 480 480 480: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.3 0.0 96.3 99.3 99.1 99.6: 0.9 0.4 Old : 100.0: 2.8 0.3 0.0 96.3 99.3 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 : 33: 3 1 0 25 23 28 24: Old : 33: 3 1 0 25 23 28 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 64.8 68.9 86.7 41.8 52.2 57.7 64.1 Old : 46.3 64.8 68.9 86.7 41.8 52.2 57.7 64.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 21,939: 115 1,126 214 21,052 20,021 21,381 21,361: 558 578 Old : 21,939: 115 1,126 214 21,052 20,021 21,381 21,361: 558 578 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -313: 0 0 0 -313 -313 -313 -313: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 5.1 1.0 96.0 91.3 97.5 97.4: 2.5 2.6 Old : 100.0: 0.5 5.1 1.0 96.0 91.3 97.5 97.4: 2.5 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 5 1 25 23 27 28: Old : 35: 1 5 1 25 23 27 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 : 42.6 53.3 68.0 72.2 37.5 45.1 55.6 56.6 Old : 42.6 53.3 68.0 72.2 37.5 45.1 55.6 56.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 55,141: 1,331 2,060 1,777 51,486 51,179 54,594 55,016: 547 125 Old : 55,141: 1,331 2,060 1,777 51,486 51,179 54,594 55,016: 547 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 327: 0 100 20 -240 212 -220 332: 547 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 3.7 3.2 93.4 92.8 99.0 99.8: 1.0 0.2 Old : 100.0: 2.4 3.7 3.2 93.4 92.8 99.0 99.8: 1.0 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: 2 3 3 34 27 38 31: Old : 43: 2 3 3 34 27 38 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 : 46.7 44.2 67.2 67.4 42.0 43.7 61.4 63.9 Old : 46.7 44.2 67.2 67.4 42.0 43.7 61.4 63.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 71,418: 1,789 11,392 1,099 68,109 58,807 70,997 71,298: 421 120 Old : 71,418: 1,789 11,392 1,099 68,109 58,807 70,997 71,298: 421 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 398: 5 482 -149 171 -30 27 303: 371 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 16.0 1.5 95.4 82.3 99.4 99.8: 0.6 0.2 Old : 100.0: 2.5 16.0 1.5 95.4 82.3 99.4 99.8: 0.6 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 : 56: 6 8 7 37 33 47 44: Old : 56: 6 8 7 37 33 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 : 38.5 45.0 56.9 66.7 38.0 41.9 53.3 58.2 Old : 38.5 45.0 56.9 66.7 38.0 41.9 53.3 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders - Futures Only, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 46,960: 665 0 0 46,275 46,960 46,940 46,960: 20 0 Old : 46,960: 665 0 0 46,275 46,960 46,940 46,960: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -5,190: -95 0 0 -5,090 -5,190 -5,185 -5,190: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.0 98.5 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.4 0.0 0.0 98.5 100.0 100.0 100.0: 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 : 29: 1 0 0 27 10 28 10: Old : 29: 1 0 0 27 10 28 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 98.1 80.1 99.7 56.5 94.7 77.6 94.8 Old : 58.9 98.1 80.1 99.7 56.5 94.7 77.6 94.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 52,875: 1,165 0 0 51,690 52,875 52,855 52,875: 20 0 Old : 52,875: 1,165 0 0 51,690 52,875 52,855 52,875: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -6,140: -180 0 0 -5,955 -6,140 -6,135 -6,140: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.0 0.0 97.8 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 2.2 0.0 0.0 97.8 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 0 0 26 15 27 15: Old : 31: 1 0 0 26 15 27 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 : 61.3 94.8 79.5 98.7 60.4 93.3 78.5 94.9 Old : 61.3 94.8 79.5 98.7 60.4 93.3 78.5 94.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 340,842: 54,018 17,361 5,820 276,868 315,781 336,706 338,962: 4,136 1,880 Old : 340,842: 54,018 17,361 5,820 276,868 315,781 336,706 338,962: 4,136 1,880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 794: -362 0 770 -3,750 -1,856 -3,342 -1,086: 4,136 1,880 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 5.1 1.7 81.2 92.6 98.8 99.4: 1.2 0.6 Old : 100.0: 15.8 5.1 1.7 81.2 92.6 98.8 99.4: 1.2 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 : 43: 4 2 2 28 30 32 34: Old : 43: 4 2 2 28 30 32 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 48.0 75.2 68.0 47.5 46.5 65.1 63.9 Old : 52.5 48.0 75.2 68.0 47.5 46.5 65.1 63.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 27,124: 2,994 2,226 1,734 21,853 22,879 26,581 26,839: 543 285 Old : 27,124: 2,994 2,226 1,734 21,853 22,879 26,581 26,839: 543 285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 147: 395 -124 -81 -604 219 -290 14: 437 133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 8.2 6.4 80.6 84.3 98.0 98.9: 2.0 1.1 Old : 100.0: 11.0 8.2 6.4 80.6 84.3 98.0 98.9: 2.0 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 : 45: 4 5 6 26 31 32 40: Old : 45: 4 5 6 26 31 32 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 45.4 72.6 59.4 44.7 45.2 64.4 56.7 Old : 50.3 45.4 72.6 59.4 44.7 45.2 64.4 56.7 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 33,249: 1,988 338 26 31,235 32,885 33,249 33,249: 0 0 Old : 33,249: 1,988 338 26 31,235 32,885 33,249 33,249: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 78: 52 26 0 26 52 78 78: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 1.0 0.1 93.9 98.9 100.0 100.0: 0.0 0.0 Old : 100.0: 6.0 1.0 0.1 93.9 98.9 100.0 100.0: 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 : 31: 4 5 1 15 13 19 19: Old : 31: 4 5 1 15 13 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 : 74.4 81.3 91.4 95.7 71.6 77.4 82.1 83.4 Old : 74.4 81.3 91.4 95.7 71.6 77.4 82.1 83.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 276,022: 760 20,385 0 275,262 255,637 276,022 276,022: 0 0 Old : 276,022: 760 20,385 0 275,262 255,637 276,022 276,022: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,945: 0 0 0 -8,945 -8,945 -8,945 -8,945: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 7.4 0.0 99.7 92.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.3 7.4 0.0 99.7 92.6 100.0 100.0: 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 : 29: 1 3 0 20 17 21 20: Old : 29: 1 3 0 20 17 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 : 71.1 62.5 83.7 80.9 59.8 49.0 67.8 66.0 Old : 71.1 62.5 83.7 80.9 59.8 49.0 67.8 66.0 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 19,444: 252 1,018 0 19,088 17,922 19,340 18,940: 104 504 Old : 19,444: 252 1,018 0 19,088 17,922 19,340 18,940: 104 504 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,411: -138 -115 0 -1,250 -1,393 -1,388 -1,508: -23 97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 5.2 0.0 98.2 92.2 99.5 97.4: 0.5 2.6 Old : 100.0: 1.3 5.2 0.0 98.2 92.2 99.5 97.4: 0.5 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 0 18 17 19 18: Old : 25: 1 1 0 18 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 : 69.6 70.6 85.2 86.0 61.6 64.7 74.2 74.1 Old : 69.6 70.6 85.2 86.0 61.6 64.7 74.2 74.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 10,962: 1,193 0 617 8,880 9,248 10,690 9,865: 272 1,097 Old : 10,962: 1,193 0 617 8,880 9,248 10,690 9,865: 272 1,097 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -690: -317 -207 -23 -404 -274 -744 -504: 54 -186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 0.0 5.6 81.0 84.4 97.5 90.0: 2.5 10.0 Old : 100.0: 10.9 0.0 5.6 81.0 84.4 97.5 90.0: 2.5 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 : 26: 4 0 2 18 17 22 19: Old : 26: 4 0 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 : 53.7 51.0 73.3 74.2 41.1 47.9 57.7 59.8 Old : 53.7 51.0 73.3 74.2 41.1 47.9 57.7 59.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 129,655: 4,281 1,658 1,944 123,046 125,669 129,271 129,271: 384 384 Old : 129,655: 4,281 1,658 1,944 123,046 125,669 129,271 129,271: 384 384 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -18,416: -744 0 -376 -17,296 -18,040 -18,416 -18,416: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 1.3 1.5 94.9 96.9 99.7 99.7: 0.3 0.3 Old : 100.0: 3.3 1.3 1.5 94.9 96.9 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 1 2 15 14 19 16: Old : 26: 3 1 2 15 14 19 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 : 64.2 65.7 83.9 86.6 60.0 65.1 77.0 81.1 Old : 64.2 65.7 83.9 86.6 60.0 65.1 77.0 81.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 17,048: 230 1,895 319 16,248 14,328 16,797 16,542: 251 506 Old : 17,048: 230 1,895 319 16,248 14,328 16,797 16,542: 251 506 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -996: 94 -512 -161 -881 -296 -948 -969: -48 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 11.1 1.9 95.3 84.0 98.5 97.0: 1.5 3.0 Old : 100.0: 1.3 11.1 1.9 95.3 84.0 98.5 97.0: 1.5 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 4 3 20 26 23 32: Old : 35: 2 4 3 20 26 23 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 35.4 78.1 56.2 55.1 32.6 60.4 45.6 Old : 61.7 35.4 78.1 56.2 55.1 32.6 60.4 45.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 182,249: 768 9,318 408 181,073 172,523 182,249 182,249: 0 0 Old : 182,249: 768 9,318 408 181,073 172,523 182,249 182,249: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -18,888: -768 -368 0 -18,120 -18,520 -18,888 -18,888: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 5.1 0.2 99.4 94.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.4 5.1 0.2 99.4 94.7 100.0 100.0: 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 : 29: 1 2 1 18 19 20 21: Old : 29: 1 2 1 18 19 20 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 : 65.7 59.8 83.1 81.3 41.5 46.2 54.6 57.4 Old : 65.7 59.8 83.1 81.3 41.5 46.2 54.6 57.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,640: 0 325 200 10,380 10,095 10,580 10,620: 60 20 Old : 10,640: 0 325 200 10,380 10,095 10,580 10,620: 60 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -745: -50 -250 150 -845 -640 -745 -740: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 1.9 97.6 94.9 99.4 99.8: 0.6 0.2 Old : 100.0: 0.0 3.1 1.9 97.6 94.9 99.4 99.8: 0.6 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 : 23: 0 3 1 17 13 18 16: Old : 23: 0 3 1 17 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 : 62.6 78.2 85.1 92.7 36.2 49.6 53.1 57.8 Old : 62.6 78.2 85.1 92.7 36.2 49.6 53.1 57.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 27,634: 1,550 610 1,309 24,775 25,715 27,634 27,634: 0 0 Old : 27,634: 1,550 610 1,309 24,775 25,715 27,634 27,634: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -175: 324 -249 1,050 -1,549 -976 -175 -175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 2.2 4.7 89.7 93.1 100.0 100.0: 0.0 0.0 Old : 100.0: 5.6 2.2 4.7 89.7 93.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 2 19 17 21 21: Old : 28: 2 2 2 19 17 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 55.3 87.4 76.9 45.2 48.2 58.1 60.3 Old : 64.6 55.3 87.4 76.9 45.2 48.2 58.1 60.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 235,418: 0 4,184 0 235,418 231,234 235,418 235,418: 0 0 Old : 235,418: 0 4,184 0 235,418 231,234 235,418 235,418: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,424: 0 0 0 -8,424 -8,424 -8,424 -8,424: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 100.0 98.2 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.8 0.0 100.0 98.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 15 17 15 18: Old : 23: 0 1 0 15 17 15 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 : 80.2 66.5 94.8 88.8 53.6 36.4 59.4 54.7 Old : 80.2 66.5 94.8 88.8 53.6 36.4 59.4 54.7 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,650: 400 1,580 0 9,690 9,050 10,090 10,630: 560 20 Old : 10,650: 400 1,580 0 9,690 9,050 10,090 10,630: 560 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -845: 0 -100 0 -1,245 -740 -1,245 -840: 400 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 14.8 0.0 91.0 85.0 94.7 99.8: 5.3 0.2 Old : 100.0: 3.8 14.8 0.0 91.0 85.0 94.7 99.8: 5.3 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 : 20: 1 1 0 13 13 14 14: Old : 20: 1 1 0 13 13 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 : 69.1 76.6 84.0 92.6 58.2 64.2 70.1 77.7 Old : 69.1 76.6 84.0 92.6 58.2 64.2 70.1 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Commitments of Traders - Futures Only, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 11,030: 205 1,580 155 10,210 9,265 10,570 11,000: 460 30 Old : 11,030: 205 1,580 155 10,210 9,265 10,570 11,000: 460 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,705: -100 -1,015 0 -2,005 -675 -2,105 -1,690: 400 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 14.3 1.4 92.6 84.0 95.8 99.7: 4.2 0.3 Old : 100.0: 1.9 14.3 1.4 92.6 84.0 95.8 99.7: 4.2 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 : 22: 2 1 1 14 14 16 16: Old : 22: 2 1 1 14 14 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 : 67.5 70.6 83.6 89.1 56.2 58.6 67.4 74.3 Old : 67.5 70.6 83.6 89.1 56.2 58.6 67.4 74.3 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, September 06, 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 : 5,712: 2,100 168 0 3,612 5,544 5,712 5,712: 0 0 Old : 5,712: 2,100 168 0 3,612 5,544 5,712 5,712: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,564: -575 -46 0 -966 -1,518 -1,541 -1,564: -23 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 2.9 0.0 63.2 97.1 100.0 100.0: 0.0 0.0 Old : 100.0: 36.8 2.9 0.0 63.2 97.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5 Old : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 16,115: 0 0 0 15,840 16,095 15,840 16,095: 275 20 Old : 16,115: 0 0 0 15,840 16,095 15,840 16,095: 275 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,495: 0 0 0 -1,580 -1,495 -1,580 -1,495: 85 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.3 99.9 98.3 99.9: 1.7 0.1 Old : 100.0: 0.0 0.0 0.0 98.3 99.9 98.3 99.9: 1.7 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 : 23: 0 0 0 15 13 15 13: Old : 23: 0 0 0 15 13 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 84.1 88.8 96.4 61.6 82.6 81.1 90.6 Old : 65.3 84.1 88.8 96.4 61.6 82.6 81.1 90.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,046: 200 0 50 18,676 18,996 18,926 19,046: 120 0 Old : 19,046: 200 0 50 18,676 18,996 18,926 19,046: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,910: -425 0 0 -1,485 -1,910 -1,910 -1,910: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 0.3 98.1 99.7 99.4 100.0: 0.6 0.0 Old : 100.0: 1.1 0.0 0.3 98.1 99.7 99.4 100.0: 0.6 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 : 26: 2 0 1 18 16 20 17: Old : 26: 2 0 1 18 16 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.8 75.4 86.2 93.1 60.2 64.5 71.1 74.1 Old : 68.8 75.4 86.2 93.1 60.2 64.5 71.1 74.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 13,279: 150 50 0 12,862 13,229 13,012 13,279: 267 0 Old : 13,279: 150 50 0 12,862 13,229 13,012 13,279: 267 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,208: -25 -125 0 -1,160 -1,083 -1,185 -1,208: -23 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.4 0.0 96.9 99.6 98.0 100.0: 2.0 0.0 Old : 100.0: 1.1 0.4 0.0 96.9 99.6 98.0 100.0: 2.0 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: 2 1 0 16 14 18 15: Old : 24: 2 1 0 16 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.5 75.6 84.2 92.4 56.9 61.7 70.0 72.6 Old : 66.5 75.6 84.2 92.4 56.9 61.7 70.0 72.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,670: 0 400 0 19,270 19,100 19,270 19,500: 400 170 Old : 19,670: 0 400 0 19,270 19,100 19,270 19,500: 400 170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,950: 0 -250 0 -2,260 -1,700 -2,260 -1,950: 310 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 98.0 97.1 98.0 99.1: 2.0 0.9 Old : 100.0: 0.0 2.0 0.0 98.0 97.1 98.0 99.1: 2.0 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 : 23: 0 2 0 14 14 14 16: Old : 23: 0 2 0 14 14 14 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.1 82.6 93.4 92.2 69.1 82.3 88.3 89.9 Old : 72.1 82.6 93.4 92.2 69.1 82.3 88.3 89.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,140: 0 140 75 16,800 16,885 16,875 17,100: 265 40 Old : 17,140: 0 140 75 16,800 16,885 16,875 17,100: 265 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,470: 0 -10 0 -1,425 -1,450 -1,425 -1,460: -45 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.4 98.0 98.5 98.5 99.8: 1.5 0.2 Old : 100.0: 0.0 0.8 0.4 98.0 98.5 98.5 99.8: 1.5 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 1 15 11 16 12: Old : 21: 0 1 1 15 11 16 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 : 70.4 84.9 87.5 98.3 59.4 71.0 70.5 75.5 Old : 70.4 84.9 87.5 98.3 59.4 71.0 70.5 75.5 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,587: 435 0 40 17,837 18,507 18,312 18,547: 275 40 Old : 18,587: 435 0 40 17,837 18,507 18,312 18,547: 275 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,640: -125 0 0 -1,465 -1,630 -1,590 -1,630: -50 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.0 0.2 96.0 99.6 98.5 99.8: 1.5 0.2 Old : 100.0: 2.3 0.0 0.2 96.0 99.6 98.5 99.8: 1.5 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: 1 0 1 15 10 16 11: Old : 21: 1 0 1 15 10 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 : 65.8 90.6 83.9 98.9 50.4 76.2 66.5 77.9 Old : 65.8 90.6 83.9 98.9 50.4 76.2 66.5 77.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 97,358: 3,565 1,445 170 93,623 95,608 97,358 97,223: 0 135 Old : 97,358: 3,565 1,445 170 93,623 95,608 97,358 97,223: 0 135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -9,929: -460 110 -225 -9,244 -9,794 -9,929 -9,909: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 1.5 0.2 96.2 98.2 100.0 99.9: 0.0 0.1 Old : 100.0: 3.7 1.5 0.2 96.2 98.2 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 5 2 2 37 34 43 37: Old : 50: 5 2 2 37 34 43 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 48.8 64.6 74.0 39.8 41.0 51.3 55.3 Old : 43.7 48.8 64.6 74.0 39.8 41.0 51.3 55.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 111,949: 3,230 2,520 1,365 107,339 107,919 111,934 111,804: 15 145 Old : 111,949: 3,230 2,520 1,365 107,339 107,919 111,934 111,804: 15 145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -11,249: -295 -1,541 -140 -10,814 -9,563 -11,249 -11,244: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 2.3 1.2 95.9 96.4 100.0 99.9: 0.0 0.1 Old : 100.0: 2.9 2.3 1.2 95.9 96.4 100.0 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 : 54: 3 5 5 44 37 51 43: Old : 54: 3 5 5 44 37 51 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 : 45.4 50.3 61.3 72.6 36.9 48.1 49.0 59.2 Old : 45.4 50.3 61.3 72.6 36.9 48.1 49.0 59.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 174,173: 9,804 16,430 10,932 153,369 146,759 174,105 174,121: 68 52 Old : 174,173: 9,804 16,430 10,932 153,369 146,759 174,105 174,121: 68 52 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -6,677: 350 -1,255 -1,011 -6,017 -4,421 -6,678 -6,687: 1 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 9.4 6.3 88.1 84.3 100.0 100.0: 0.0 0.0 Old : 100.0: 5.6 9.4 6.3 88.1 84.3 100.0 100.0: 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 : 72: 9 12 12 44 46 59 64: Old : 72: 9 12 12 44 46 59 64: 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 : 37.9 59.2 54.0 70.4 36.2 49.2 51.3 56.3 Old : 37.9 59.2 54.0 70.4 36.2 49.2 51.3 56.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 120,919: 6,067 4,057 2,157 112,632 114,705 120,856 120,919: 63 0 Old : 120,919: 6,067 4,057 2,157 112,632 114,705 120,856 120,919: 63 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -3,057: 2,124 15 442 -5,616 -3,504 -3,050 -3,047: -7 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 3.4 1.8 93.1 94.9 99.9 100.0: 0.1 0.0 Old : 100.0: 5.0 3.4 1.8 93.1 94.9 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 : 49: 3 5 4 37 34 42 41: Old : 49: 3 5 4 37 34 42 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 : 32.1 62.6 51.8 78.5 29.3 50.8 44.2 61.4 Old : 32.1 62.6 51.8 78.5 29.3 50.8 44.2 61.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 34,995: 1,685 950 165 33,135 33,880 34,985 34,995: 10 0 Old : 34,995: 1,685 950 165 33,135 33,880 34,985 34,995: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -2,100: 75 0 -135 -2,040 -1,965 -2,100 -2,100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 2.7 0.5 94.7 96.8 100.0 100.0: 0.0 0.0 Old : 100.0: 4.8 2.7 0.5 94.7 96.8 100.0 100.0: 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: 2 1 1 25 14 27 16: Old : 29: 2 1 1 25 14 27 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 91.2 75.6 97.9 59.5 85.3 72.7 86.2 Old : 60.0 91.2 75.6 97.9 59.5 85.3 72.7 86.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 30,940: 1,085 220 130 29,725 30,590 30,940 30,940: 0 0 Old : 30,940: 1,085 220 130 29,725 30,590 30,940 30,940: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,565: 20 20 -70 -1,505 -1,515 -1,555 -1,565: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 0.7 0.4 96.1 98.9 100.0 100.0: 0.0 0.0 Old : 100.0: 3.5 0.7 0.4 96.1 98.9 100.0 100.0: 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 : 29: 1 2 2 25 13 27 16: Old : 29: 1 2 2 25 13 27 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 : 59.4 92.8 78.4 98.2 57.6 80.4 71.8 82.0 Old : 59.4 92.8 78.4 98.2 57.6 80.4 71.8 82.0 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 mwh : : : : All : 33,860: 1,200 0 250 32,236 33,445 33,686 33,695: 174 165 Old : 33,860: 1,200 0 250 32,236 33,445 33,686 33,695: 174 165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,505: 0 0 0 -1,485 -1,490 -1,485 -1,490: -20 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 0.0 0.7 95.2 98.8 99.5 99.5: 0.5 0.5 Old : 100.0: 3.5 0.0 0.7 95.2 98.8 99.5 99.5: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 0 1 29 28 31 29: Old : 37: 2 0 1 29 28 31 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 : 43.9 55.5 60.8 77.8 39.9 49.7 53.3 62.3 Old : 43.9 55.5 60.8 77.8 39.9 49.7 53.3 62.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 Mwh : : : : All : 15,801: 525 0 0 15,276 15,671 15,801 15,671: 0 130 Old : 15,801: 525 0 0 15,276 15,671 15,801 15,671: 0 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 1,120: 0 0 0 1,120 1,120 1,120 1,120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 0.0 0.0 96.7 99.2 100.0 99.2: 0.0 0.8 Old : 100.0: 3.3 0.0 0.0 96.7 99.2 100.0 99.2: 0.0 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 : 26: 2 0 0 21 17 23 17: Old : 26: 2 0 0 21 17 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 : 40.3 61.2 62.9 84.7 33.4 51.3 51.3 59.7 Old : 40.3 61.2 62.9 84.7 33.4 51.3 51.3 59.7 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,423: 2,334 2,269 421 23,623 23,698 26,378 26,388: 45 35 Old : 26,423: 2,334 2,269 421 23,623 23,698 26,378 26,388: 45 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,657: -224 -157 -170 -1,108 -1,265 -1,502 -1,592: -155 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 8.6 1.6 89.4 89.7 99.8 99.9: 0.2 0.1 Old : 100.0: 8.8 8.6 1.6 89.4 89.7 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 5 2 2 26 24 32 27: Old : 39: 5 2 2 26 24 32 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 48.3 70.8 69.1 41.2 46.3 58.4 64.4 Old : 46.4 48.3 70.8 69.1 41.2 46.3 58.4 64.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,724: 1,466 0 53 17,990 19,351 19,509 19,404: 215 320 Old : 19,724: 1,466 0 53 17,990 19,351 19,509 19,404: 215 320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,060: -100 0 -10 -820 -1,355 -930 -1,365: -130 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 0.0 0.3 91.2 98.1 98.9 98.4: 1.1 1.6 Old : 100.0: 7.4 0.0 0.3 91.2 98.1 98.9 98.4: 1.1 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 : 30: 3 0 2 21 22 24 24: Old : 30: 3 0 2 21 22 24 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 : 47.3 50.3 70.3 73.8 44.9 50.3 59.1 66.3 Old : 47.3 50.3 70.3 73.8 44.9 50.3 59.1 66.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 34,643: 1,312 3,245 1,306 31,711 30,080 34,329 34,631: 314 12 Old : 34,643: 1,312 3,245 1,306 31,711 30,080 34,329 34,631: 314 12 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -2,860: 40 -227 -380 -2,478 -2,228 -2,818 -2,835: -42 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 9.4 3.8 91.5 86.8 99.1 100.0: 0.9 0.0 Old : 100.0: 3.8 9.4 3.8 91.5 86.8 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 4 5 27 28 33 33: Old : 40: 2 4 5 27 28 33 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.2 48.3 72.7 72.1 52.6 46.4 64.1 68.2 Old : 58.2 48.3 72.7 72.1 52.6 46.4 64.1 68.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,041: 160 35 30 20,413 20,976 20,603 21,041: 438 0 Old : 21,041: 160 35 30 20,413 20,976 20,603 21,041: 438 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,014: -45 25 -15 -939 -1,022 -999 -1,012: -15 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.2 0.1 97.0 99.7 97.9 100.0: 2.1 0.0 Old : 100.0: 0.8 0.2 0.1 97.0 99.7 97.9 100.0: 2.1 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 : 31: 1 1 1 27 21 28 23: Old : 31: 1 1 1 27 21 28 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 : 56.9 47.7 72.7 79.3 45.7 42.3 58.5 64.8 Old : 56.9 47.7 72.7 79.3 45.7 42.3 58.5 64.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,325: 0 2,363 196 24,009 21,766 24,205 24,325: 120 0 Old : 24,325: 0 2,363 196 24,009 21,766 24,205 24,325: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 101: 0 39 -174 306 246 132 111: -31 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.7 0.8 98.7 89.5 99.5 100.0: 0.5 0.0 Old : 100.0: 0.0 9.7 0.8 98.7 89.5 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 : 28: 0 3 1 22 16 23 19: Old : 28: 0 3 1 22 16 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 : 51.1 53.2 77.1 74.9 50.6 47.4 72.4 66.2 Old : 51.1 53.2 77.1 74.9 50.6 47.4 72.4 66.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,324: 129 200 0 14,639 15,032 14,768 15,232: 556 92 Old : 15,324: 129 200 0 14,639 15,032 14,768 15,232: 556 92 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -490: -35 -50 0 -505 -426 -540 -476: 50 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 1.3 0.0 95.5 98.1 96.4 99.4: 3.6 0.6 Old : 100.0: 0.8 1.3 0.0 95.5 98.1 96.4 99.4: 3.6 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 : 26: 1 2 0 19 16 20 18: Old : 26: 1 2 0 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 : 60.5 67.3 82.3 85.8 60.3 65.4 80.4 83.1 Old : 60.5 67.3 82.3 85.8 60.3 65.4 80.4 83.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 36,518: 100 500 300 35,784 35,663 36,184 36,463: 334 55 Old : 36,518: 100 500 300 35,784 35,663 36,184 36,463: 334 55 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,925: 0 0 0 -1,905 -1,915 -1,905 -1,915: -20 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 1.4 0.8 98.0 97.7 99.1 99.8: 0.9 0.2 Old : 100.0: 0.3 1.4 0.8 98.0 97.7 99.1 99.8: 0.9 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 : 37: 1 2 1 28 26 30 28: Old : 37: 1 2 1 28 26 30 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 : 49.3 52.1 67.7 72.2 46.9 49.7 62.9 63.3 Old : 49.3 52.1 67.7 72.2 46.9 49.7 62.9 63.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 15,344: 436 150 18 14,190 15,029 14,644 15,197: 700 147 Old : 15,344: 436 150 18 14,190 15,029 14,644 15,197: 700 147 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -805: -13 0 -7 -755 -790 -775 -797: -30 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 1.0 0.1 92.5 97.9 95.4 99.0: 4.6 1.0 Old : 100.0: 2.8 1.0 0.1 92.5 97.9 95.4 99.0: 4.6 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 : 25: 1 1 1 19 17 20 19: Old : 25: 1 1 1 19 17 20 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 : 43.0 75.4 65.7 89.9 37.9 68.2 57.8 74.3 Old : 43.0 75.4 65.7 89.9 37.9 68.2 57.8 74.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 12,674: 941 0 18 11,695 12,632 12,654 12,650: 20 24 Old : 12,674: 941 0 18 11,695 12,632 12,654 12,650: 20 24 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,036: -84 0 0 -947 -1,060 -1,031 -1,060: -5 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 0.0 0.1 92.3 99.7 99.8 99.8: 0.2 0.2 Old : 100.0: 7.4 0.0 0.1 92.3 99.7 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 1 22 19 23 20: Old : 25: 1 0 1 22 19 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 71.0 65.5 88.5 36.2 59.4 55.0 67.9 Old : 40.4 71.0 65.5 88.5 36.2 59.4 55.0 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV REAL-TIME PK - ICE FUTURES ENERGY DIV Code-064IAN Commitments of Traders - Futures Only, September 06, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 2,909: 0 80 0 2,734 2,587 2,734 2,667: 175 242 Old : 2,909: 0 80 0 2,734 2,587 2,734 2,667: 175 242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.8 0.0 94.0 88.9 94.0 91.7: 6.0 8.3 Old : 100.0: 0.0 2.8 0.0 94.0 88.9 94.0 91.7: 6.0 8.3 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 : 20: 0 2 0 14 9 14 11: Old : 20: 0 2 0 14 9 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 : 63.1 70.8 85.0 89.4 57.8 69.9 79.7 80.8 Old : 63.1 70.8 85.0 89.4 57.8 69.9 79.7 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2016