CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 33,634: 9,670 5,187 2,593 21,292 25,843 33,554 33,623: 80 11 Old : 33,634: 9,670 5,187 2,593 21,292 25,843 33,554 33,623: 80 11 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -1,574: -1,223 -846 -218 -142 -510 -1,584 -1,574: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 15.4 7.7 63.3 76.8 99.8 100.0: 0.2 0.0 Old : 100.0: 28.7 15.4 7.7 63.3 76.8 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 : 33: 9 9 9 12 13 27 25: Old : 33: 9 9 9 12 13 27 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 49.1 82.9 73.3 54.2 43.2 63.4 55.6 Old : 63.6 49.1 82.9 73.3 54.2 43.2 63.4 55.6 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 34,110: 18,910 11,910 600 14,600 21,600 34,110 34,110: 0 0 Old : 34,110: 18,910 11,910 600 14,600 21,600 34,110 34,110: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 34.9 1.8 42.8 63.3 100.0 100.0: 0.0 0.0 Old : 100.0: 55.4 34.9 1.8 42.8 63.3 100.0 100.0: 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 : 25: 7 6 3 8 5 17 12: Old : 25: 7 6 3 8 5 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 74.9 88.1 95.3 68.0 73.2 88.1 93.2 Old : 68.0 74.9 88.1 95.3 68.0 73.2 88.1 93.2 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 30,110: 6,824 18,745 71 23,195 11,294 30,090 30,110: 20 0 Old : 30,110: 6,824 18,745 71 23,195 11,294 30,090 30,110: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -120: 100 -120 -100 -120 100 -120 -120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 62.3 0.2 77.0 37.5 99.9 100.0: 0.1 0.0 Old : 100.0: 22.7 62.3 0.2 77.0 37.5 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 : 27: 7 9 3 9 5 18 15: Old : 27: 7 9 3 9 5 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 : 66.8 66.8 87.5 93.1 66.8 61.5 85.7 84.9 Old : 66.8 66.8 87.5 93.1 66.8 61.5 85.7 84.9 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 29,423: 2,806 596 2,768 23,849 26,059 29,423 29,423: 0 0 Old : 29,423: 2,806 596 2,768 23,849 26,059 29,423 29,423: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 474: -699 -33 64 1,109 443 474 474: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 2.0 9.4 81.1 88.6 100.0 100.0: 0.0 0.0 Old : 100.0: 9.5 2.0 9.4 81.1 88.6 100.0 100.0: 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 : 25: 7 4 7 11 11 21 19: Old : 25: 7 4 7 11 11 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 75.6 83.1 93.8 49.2 59.5 56.7 61.5 Old : 68.0 75.6 83.1 93.8 49.2 59.5 56.7 61.5 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 78,706: 7,499 3,301 3,849 67,357 71,525 78,706 78,675: 0 31 Old : 78,706: 7,499 3,301 3,849 67,357 71,525 78,706 78,675: 0 31 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 548: -9 -27 -16 573 591 548 548: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 4.2 4.9 85.6 90.9 100.0 100.0: 0.0 0.0 Old : 100.0: 9.5 4.2 4.9 85.6 90.9 100.0 100.0: 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 : 33: 5 8 8 19 16 28 28: Old : 33: 5 8 8 19 16 28 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 57.5 70.9 79.9 36.6 37.0 44.2 45.6 Old : 47.4 57.5 70.9 79.9 36.6 37.0 44.2 45.6 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 18,435: 3,425 9,155 550 14,400 8,730 18,375 18,435: 60 0 Old : 18,435: 3,425 9,155 550 14,400 8,730 18,375 18,435: 60 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 120 0 0 -120 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 49.7 3.0 78.1 47.4 99.7 100.0: 0.3 0.0 Old : 100.0: 18.6 49.7 3.0 78.1 47.4 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 : 25: 7 7 2 7 5 15 13: Old : 25: 7 7 2 7 5 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 : 71.3 69.4 91.9 93.6 71.3 67.3 91.4 91.4 Old : 71.3 69.4 91.9 93.6 71.3 67.3 91.4 91.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 7,197: 4,397 3,737 0 2,800 3,455 7,197 7,192: 0 5 Old : 7,197: 4,397 3,737 0 2,800 3,455 7,197 7,192: 0 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 150: 150 150 0 0 0 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 51.9 0.0 38.9 48.0 100.0 99.9: 0.0 0.1 Old : 100.0: 61.1 51.9 0.0 38.9 48.0 100.0 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 : 20: 7 5 0 5 3 12 8: Old : 20: 7 5 0 5 3 12 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 : 75.1 84.0 94.8 99.9 75.1 84.0 94.8 99.9 Old : 75.1 84.0 94.8 99.9 75.1 84.0 94.8 99.9 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 16,475: 7,771 7,915 200 8,484 8,360 16,455 16,475: 20 0 Old : 16,475: 7,771 7,915 200 8,484 8,360 16,455 16,475: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -363: -269 -50 0 -94 -313 -363 -363: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.2 48.0 1.2 51.5 50.7 99.9 100.0: 0.1 0.0 Old : 100.0: 47.2 48.0 1.2 51.5 50.7 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 6 3 1 8 8 15 11: Old : 22: 6 3 1 8 8 15 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 77.7 86.7 94.8 60.8 76.5 82.9 92.3 Old : 62.0 77.7 86.7 94.8 60.8 76.5 82.9 92.3 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 20,244: 8,538 6,950 1,400 10,306 11,894 20,244 20,244: 0 0 Old : 20,244: 8,538 6,950 1,400 10,306 11,894 20,244 20,244: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 10: 10 0 0 0 10 10 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.2 34.3 6.9 50.9 58.8 100.0 100.0: 0.0 0.0 Old : 100.0: 42.2 34.3 6.9 50.9 58.8 100.0 100.0: 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 : 24: 7 5 3 9 4 17 11: Old : 24: 7 5 3 9 4 17 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 75.7 81.9 97.8 52.1 71.7 79.4 88.6 Old : 53.1 75.7 81.9 97.8 52.1 71.7 79.4 88.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 13,445: 8,270 6,750 100 5,075 6,595 13,445 13,445: 0 0 Old : 13,445: 8,270 6,750 100 5,075 6,595 13,445 13,445: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.5 50.2 0.7 37.7 49.1 100.0 100.0: 0.0 0.0 Old : 100.0: 61.5 50.2 0.7 37.7 49.1 100.0 100.0: 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 : 20: 5 4 1 8 3 14 7: Old : 20: 5 4 1 8 3 14 7: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 78.4 87.6 100.0 60.1 78.4 87.6 99.3 Old : 60.1 78.4 87.6 100.0 60.1 78.4 87.6 99.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 4,622,682: 926,262 33,265 568,663 3,084,663 3,994,931 4,579,588 4,596,859: 43,094 25,823 Old : 4,622,682: 926,262 33,265 568,663 3,084,663 3,994,931 4,579,588 4,596,859: 43,094 25,823 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -91,925: 57,536 -8,974 -71,349 -85,056 -26,816 -98,869 -107,139: 6,944 15,214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 0.7 12.3 66.7 86.4 99.1 99.4: 0.9 0.6 Old : 100.0: 20.0 0.7 12.3 66.7 86.4 99.1 99.4: 0.9 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 : 217: 52 15 57 137 127 203 186: Old : 217: 52 15 57 137 127 203 186: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.2 33.1 42.9 48.5 24.9 31.2 37.2 44.7 Old : 27.2 33.1 42.9 48.5 24.9 31.2 37.2 44.7 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 1,489,605: 89,052 43,829 634,405 763,392 810,377 1,486,849 1,488,612: 2,756 993 Old : 1,489,605: 89,052 43,829 634,405 763,392 810,377 1,486,849 1,488,612: 2,756 993 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -171,059: -16,744 -5,588 -66,213 -88,027 -99,225 -170,983 -171,026: -76 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 2.9 42.6 51.2 54.4 99.8 99.9: 0.2 0.1 Old : 100.0: 6.0 2.9 42.6 51.2 54.4 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 : 94: 20 17 33 54 53 91 86: Old : 94: 20 17 33 54 53 91 86: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 58.6 71.5 72.6 7.4 6.1 8.6 8.5 Old : 59.5 58.6 71.5 72.6 7.4 6.1 8.6 8.5 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 215,256: 8,501 465 885 181,547 209,209 190,933 210,559: 24,323 4,697 Old : 215,256: 8,501 465 885 181,547 209,209 190,933 210,559: 24,323 4,697 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 663: 24 0 -53 690 1,065 661 1,012: 2 -349 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.2 0.4 84.3 97.2 88.7 97.8: 11.3 2.2 Old : 100.0: 3.9 0.2 0.4 84.3 97.2 88.7 97.8: 11.3 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 : 50: 6 1 3 34 28 41 31: Old : 50: 6 1 3 34 28 41 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 : 43.8 55.6 58.5 78.8 39.7 52.4 51.4 67.2 Old : 43.8 55.6 58.5 78.8 39.7 52.4 51.4 67.2 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 123,656: 1,396 292 372 117,893 119,396 119,661 120,060: 3,995 3,596 Old : 123,656: 1,396 292 372 117,893 119,396 119,661 120,060: 3,995 3,596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,359: 651 0 -248 2,061 2,464 2,464 2,216: -105 143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.2 0.3 95.3 96.6 96.8 97.1: 3.2 2.9 Old : 100.0: 1.1 0.2 0.3 95.3 96.6 96.8 97.1: 3.2 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 1 2 24 31 26 33: Old : 36: 1 1 2 24 31 26 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 : 64.8 47.5 81.3 65.9 60.0 40.8 69.5 55.8 Old : 64.8 47.5 81.3 65.9 60.0 40.8 69.5 55.8 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 164,023: 2,062 2,182 2,119 146,481 153,700 150,662 158,001: 13,361 6,022 Old : 164,023: 2,062 2,182 2,119 146,481 153,700 150,662 158,001: 13,361 6,022 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,310: -578 -1,812 631 1,225 5,935 1,278 4,754: 32 -3,444 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 1.3 1.3 89.3 93.7 91.9 96.3: 8.1 3.7 Old : 100.0: 1.3 1.3 1.3 89.3 93.7 91.9 96.3: 8.1 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 2 2 2 28 35 31 38: Old : 48: 2 2 2 28 35 31 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 41.4 68.7 62.6 48.0 41.3 61.5 60.6 Old : 52.3 41.4 68.7 62.6 48.0 41.3 61.5 60.6 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 873,615: 217 1,508 3,084 852,920 864,033 856,221 868,625: 17,394 4,990 Old : 873,615: 217 1,508 3,084 852,920 864,033 856,221 868,625: 17,394 4,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 14,630: 0 422 475 13,936 14,023 14,411 14,920: 219 -290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.4 97.6 98.9 98.0 99.4: 2.0 0.6 Old : 100.0: 0.0 0.2 0.4 97.6 98.9 98.0 99.4: 2.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 1 5 4 48 34 53 39: Old : 57: 1 5 4 48 34 53 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 : 35.1 58.0 60.0 78.9 33.6 57.4 54.3 75.3 Old : 35.1 58.0 60.0 78.9 33.6 57.4 54.3 75.3 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 374,500: 6,219 3,692 1,145 360,119 360,626 367,483 365,463: 7,017 9,037 Old : 374,500: 6,219 3,692 1,145 360,119 360,626 367,483 365,463: 7,017 9,037 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -1,438: -1,309 -28 294 237 40 -778 306: -660 -1,744 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 1.0 0.3 96.2 96.3 98.1 97.6: 1.9 2.4 Old : 100.0: 1.7 1.0 0.3 96.2 96.3 98.1 97.6: 1.9 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 2 3 1 41 42 43 46: Old : 61: 2 3 1 41 42 43 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 33.8 76.4 54.7 52.7 33.6 66.0 52.1 Old : 57.3 33.8 76.4 54.7 52.7 33.6 66.0 52.1 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 280,177: 50 648 2,188 269,022 274,343 271,260 277,179: 8,917 2,998 Old : 280,177: 50 648 2,188 269,022 274,343 271,260 277,179: 8,917 2,998 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,283: -528 -233 45 1,940 1,054 1,457 866: -174 417 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.8 96.0 97.9 96.8 98.9: 3.2 1.1 Old : 100.0: 0.0 0.2 0.8 96.0 97.9 96.8 98.9: 3.2 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 1 2 3 44 44 47 47: Old : 55: 1 2 3 44 44 47 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 : 53.4 43.0 71.1 65.5 52.9 39.4 63.6 54.3 Old : 53.4 43.0 71.1 65.5 52.9 39.4 63.6 54.3 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 106,988: 463 956 1,657 102,315 92,301 104,435 94,914: 2,553 12,074 Old : 106,988: 463 956 1,657 102,315 92,301 104,435 94,914: 2,553 12,074 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 233: 31 -662 202 31 2,308 264 1,848: -31 -1,615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.9 1.5 95.6 86.3 97.6 88.7: 2.4 11.3 Old : 100.0: 0.4 0.9 1.5 95.6 86.3 97.6 88.7: 2.4 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 2 2 23 24 25 27: Old : 35: 1 2 2 23 24 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 37.5 84.2 62.5 64.4 35.7 80.1 56.8 Old : 66.6 37.5 84.2 62.5 64.4 35.7 80.1 56.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 111,906: 3,037 17,879 338 104,280 88,307 107,655 106,524: 4,251 5,382 Old : 111,906: 3,037 17,879 338 104,280 88,307 107,655 106,524: 4,251 5,382 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -583: 0 -1,107 0 800 221 800 -886: -1,383 303 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 16.0 0.3 93.2 78.9 96.2 95.2: 3.8 4.8 Old : 100.0: 2.7 16.0 0.3 93.2 78.9 96.2 95.2: 3.8 4.8 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 : 36: 2 2 3 27 25 31 28: Old : 36: 2 2 3 27 25 31 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 : 52.5 39.3 71.9 59.1 46.5 39.0 59.9 57.0 Old : 52.5 39.3 71.9 59.1 46.5 39.0 59.9 57.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 28,443: 0 1,864 0 26,826 25,425 26,826 27,289: 1,617 1,154 Old : 28,443: 0 1,864 0 26,826 25,425 26,826 27,289: 1,617 1,154 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 155: 0 0 0 155 124 155 124: 0 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.6 0.0 94.3 89.4 94.3 95.9: 5.7 4.1 Old : 100.0: 0.0 6.6 0.0 94.3 89.4 94.3 95.9: 5.7 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 3 0 12 12 12 15: Old : 22: 0 3 0 12 12 12 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 : 76.2 64.6 90.7 83.2 73.9 62.9 84.8 79.6 Old : 76.2 64.6 90.7 83.2 73.9 62.9 84.8 79.6 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 107,294: 1,114 3,396 538 95,228 98,478 96,880 102,412: 10,414 4,882 Old : 107,294: 1,114 3,396 538 95,228 98,478 96,880 102,412: 10,414 4,882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,947: 507 -270 -405 1,566 2,238 1,668 1,563: 279 384 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 3.2 0.5 88.8 91.8 90.3 95.4: 9.7 4.6 Old : 100.0: 1.0 3.2 0.5 88.8 91.8 90.3 95.4: 9.7 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 : 27: 1 1 1 16 18 17 20: Old : 27: 1 1 1 16 18 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 : 55.9 64.3 75.4 85.5 55.1 62.8 73.4 83.0 Old : 55.9 64.3 75.4 85.5 55.1 62.8 73.4 83.0 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 154,915: 0 0 0 150,102 149,648 150,102 149,648: 4,813 5,267 Old : 154,915: 0 0 0 150,102 149,648 150,102 149,648: 4,813 5,267 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,791: 0 0 0 2,733 2,824 2,733 2,824: 58 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.9 96.6 96.9 96.6: 3.1 3.4 Old : 100.0: 0.0 0.0 0.0 96.9 96.6 96.9 96.6: 3.1 3.4 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 : 37: 0 0 0 27 27 27 27: Old : 37: 0 0 0 27 27 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 73.4 70.8 85.3 48.4 72.5 67.5 82.4 Old : 51.6 73.4 70.8 85.3 48.4 72.5 67.5 82.4 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 61,324: 0 0 0 57,157 57,159 57,157 57,159: 4,167 4,165 Old : 61,324: 0 0 0 57,157 57,159 57,157 57,159: 4,167 4,165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 406: 0 0 0 654 282 654 282: -248 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.2 93.2 93.2 93.2: 6.8 6.8 Old : 100.0: 0.0 0.0 0.0 93.2 93.2 93.2 93.2: 6.8 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 : 21: 0 0 0 16 14 16 14: Old : 21: 0 0 0 16 14 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 71.7 82.3 86.4 57.3 71.6 78.0 83.0 Old : 59.9 71.7 82.3 86.4 57.3 71.6 78.0 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 18,826: 8,026 0 0 9,086 16,942 17,112 16,942: 1,714 1,884 Old : 18,826: 8,026 0 0 9,086 16,942 17,112 16,942: 1,714 1,884 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 608: 248 0 0 -74 948 174 948: 434 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 0.0 0.0 48.3 90.0 90.9 90.0: 9.1 10.0 Old : 100.0: 42.6 0.0 0.0 48.3 90.0 90.9 90.0: 9.1 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 : 21: 4 0 0 7 13 11 13: Old : 21: 4 0 0 7 13 11 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 67.0 86.2 81.8 62.3 66.7 85.5 81.5 Old : 62.3 67.0 86.2 81.8 62.3 66.7 85.5 81.5 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 439,140: 18,250 1,588 1,250 411,160 427,828 430,660 430,666: 8,480 8,474 Old : 439,140: 18,250 1,588 1,250 411,160 427,828 430,660 430,666: 8,480 8,474 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 7,373: 927 930 -943 7,903 4,848 7,887 4,835: -514 2,538 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.4 0.3 93.6 97.4 98.1 98.1: 1.9 1.9 Old : 100.0: 4.2 0.4 0.3 93.6 97.4 98.1 98.1: 1.9 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 : 68: 4 2 4 53 47 58 52: Old : 68: 4 2 4 53 47 58 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 54.2 53.5 69.5 27.4 48.9 40.3 57.7 Old : 36.2 54.2 53.5 69.5 27.4 48.9 40.3 57.7 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 77,168: 1,094 990 1,379 65,110 67,548 67,583 69,917: 9,585 7,251 Old : 77,168: 1,094 990 1,379 65,110 67,548 67,583 69,917: 9,585 7,251 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 4,417: 1,094 -121 -273 3,658 2,952 4,479 2,558: -62 1,859 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 1.3 1.8 84.4 87.5 87.6 90.6: 12.4 9.4 Old : 100.0: 1.4 1.3 1.8 84.4 87.5 87.6 90.6: 12.4 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 2 20 16 22 18: Old : 27: 1 1 2 20 16 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 : 57.6 44.7 72.1 73.4 55.3 41.3 68.4 67.2 Old : 57.6 44.7 72.1 73.4 55.3 41.3 68.4 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 19,022: 0 930 0 16,165 15,796 16,165 16,726: 2,857 2,296 Old : 19,022: 0 930 0 16,165 15,796 16,165 16,726: 2,857 2,296 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 856: 0 0 0 0 856 0 856: 856 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.9 0.0 85.0 83.0 85.0 87.9: 15.0 12.1 Old : 100.0: 0.0 4.9 0.0 85.0 83.0 85.0 87.9: 15.0 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 13 10 13 11: Old : 20: 0 1 0 13 10 13 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 : 51.9 57.1 76.4 81.6 37.4 42.1 55.8 61.8 Old : 51.9 57.1 76.4 81.6 37.4 42.1 55.8 61.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 67,771: 571 0 379 61,275 61,924 62,225 62,303: 5,546 5,468 Old : 67,771: 571 0 379 61,275 61,924 62,225 62,303: 5,546 5,468 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,148: -823 0 -1,276 1,153 2,270 -946 994: 2,094 154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.6 90.4 91.4 91.8 91.9: 8.2 8.1 Old : 100.0: 0.8 0.0 0.6 90.4 91.4 91.8 91.9: 8.2 8.1 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 : 26: 1 0 1 19 18 20 19: Old : 26: 1 0 1 19 18 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 : 47.8 55.4 70.7 81.3 45.2 51.4 65.5 68.4 Old : 47.8 55.4 70.7 81.3 45.2 51.4 65.5 68.4 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 126,532: 36,617 10,478 0 88,969 113,582 125,586 124,060: 946 2,472 Old : 126,532: 36,617 10,478 0 88,969 113,582 125,586 124,060: 946 2,472 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 18,437: 9,920 8,153 0 7,909 9,341 17,829 17,494: 608 943 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 8.3 0.0 70.3 89.8 99.3 98.0: 0.7 2.0 Old : 100.0: 28.9 8.3 0.0 70.3 89.8 99.3 98.0: 0.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 5 7 0 26 37 31 44: Old : 62: 5 7 0 26 37 31 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 : 47.2 42.7 74.5 60.5 45.2 42.5 63.9 56.1 Old : 47.2 42.7 74.5 60.5 45.2 42.5 63.9 56.1 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 133,197: 37,554 9,890 8,423 85,704 114,069 131,681 132,382: 1,516 815 Old : 133,197: 37,554 9,890 8,423 85,704 114,069 131,681 132,382: 1,516 815 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 17,081: 9,703 8,093 271 6,912 8,870 16,886 17,234: 195 -153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 7.4 6.3 64.3 85.6 98.9 99.4: 1.1 0.6 Old : 100.0: 28.2 7.4 6.3 64.3 85.6 98.9 99.4: 1.1 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 : 72: 8 7 5 33 41 42 52: Old : 72: 8 7 5 33 41 42 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 36.5 59.0 54.6 30.7 32.3 48.6 44.6 Old : 36.6 36.5 59.0 54.6 30.7 32.3 48.6 44.6 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 51,552: 1,095 0 0 49,843 49,848 50,938 49,848: 614 1,704 Old : 51,552: 1,095 0 0 49,843 49,848 50,938 49,848: 614 1,704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,645: 465 0 0 2,300 2,763 2,765 2,763: -120 -118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 0.0 0.0 96.7 96.7 98.8 96.7: 1.2 3.3 Old : 100.0: 2.1 0.0 0.0 96.7 96.7 98.8 96.7: 1.2 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 3 0 0 22 25 25 25: Old : 41: 3 0 0 22 25 25 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 55.0 73.3 76.3 50.6 49.7 67.7 71.0 Old : 55.2 55.0 73.3 76.3 50.6 49.7 67.7 71.0 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 249,680: 0 564 584 244,793 236,982 245,377 238,130: 4,303 11,550 Old : 249,680: 0 564 584 244,793 236,982 245,377 238,130: 4,303 11,550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 3,837: 0 -84 0 4,983 3,921 4,983 3,837: -1,146 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.2 98.0 94.9 98.3 95.4: 1.7 4.6 Old : 100.0: 0.0 0.2 0.2 98.0 94.9 98.3 95.4: 1.7 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 : 44: 0 1 1 39 33 40 34: Old : 44: 0 1 1 39 33 40 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 : 53.7 54.2 68.2 71.7 46.5 45.2 58.7 54.5 Old : 53.7 54.2 68.2 71.7 46.5 45.2 58.7 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 27,430: 34 690 806 23,579 23,011 24,419 24,507: 3,011 2,923 Old : 27,430: 34 690 806 23,579 23,011 24,419 24,507: 3,011 2,923 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 890: 34 -276 -34 620 985 620 675: 270 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 2.5 2.9 86.0 83.9 89.0 89.3: 11.0 10.7 Old : 100.0: 0.1 2.5 2.9 86.0 83.9 89.0 89.3: 11.0 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 2 1 14 18 15 21: Old : 27: 1 2 1 14 18 15 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 : 68.3 47.0 80.1 66.1 55.6 47.0 65.5 59.4 Old : 68.3 47.0 80.1 66.1 55.6 47.0 65.5 59.4 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 72,014: 1,504 670 1,089 63,278 65,841 65,871 67,600: 6,143 4,414 Old : 72,014: 1,504 670 1,089 63,278 65,841 65,871 67,600: 6,143 4,414 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,964: -527 -1,007 338 1,331 2,517 1,142 1,848: 822 116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 0.9 1.5 87.9 91.4 91.5 93.9: 8.5 6.1 Old : 100.0: 2.1 0.9 1.5 87.9 91.4 91.5 93.9: 8.5 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 2 17 17 19 19: Old : 23: 1 1 2 17 17 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.7 67.8 81.4 80.7 66.6 66.3 74.5 72.1 Old : 71.7 67.8 81.4 80.7 66.6 66.3 74.5 72.1 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 83,014: 0 4,000 870 78,301 73,684 79,171 78,554: 3,843 4,460 Old : 83,014: 0 4,000 870 78,301 73,684 79,171 78,554: 3,843 4,460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,018: 0 62 77 62 1,034 139 1,173: 879 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.8 1.0 94.3 88.8 95.4 94.6: 4.6 5.4 Old : 100.0: 0.0 4.8 1.0 94.3 88.8 95.4 94.6: 4.6 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 : 39: 0 3 2 23 27 25 30: Old : 39: 0 3 2 23 27 25 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 : 61.9 40.5 76.5 63.9 60.3 32.7 69.6 51.1 Old : 61.9 40.5 76.5 63.9 60.3 32.7 69.6 51.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 130,959: 5,428 266 1,153 113,845 122,764 120,426 124,183: 10,533 6,776 Old : 130,959: 5,428 266 1,153 113,845 122,764 120,426 124,183: 10,533 6,776 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,908: -1,055 266 432 3,562 2,210 2,939 2,908: -31 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.2 0.9 86.9 93.7 92.0 94.8: 8.0 5.2 Old : 100.0: 4.1 0.2 0.9 86.9 93.7 92.0 94.8: 8.0 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 2 18 15 22 17: Old : 28: 2 2 2 18 15 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 76.9 76.0 86.8 56.9 75.5 72.6 83.8 Old : 58.8 76.9 76.0 86.8 56.9 75.5 72.6 83.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 94,888: 0 0 0 86,407 91,352 86,407 91,352: 8,481 3,536 Old : 94,888: 0 0 0 86,407 91,352 86,407 91,352: 8,481 3,536 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 366: 0 0 0 428 366 428 366: -62 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.1 96.3 91.1 96.3: 8.9 3.7 Old : 100.0: 0.0 0.0 0.0 91.1 96.3 91.1 96.3: 8.9 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 17 18 17 18: Old : 22: 0 0 0 17 18 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 72.6 79.8 90.0 52.2 71.2 71.6 80.7 Old : 56.4 72.6 79.8 90.0 52.2 71.2 71.6 80.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 118,236: 2,411 0 0 111,479 115,452 113,890 115,452: 4,346 2,784 Old : 118,236: 2,411 0 0 111,479 115,452 113,890 115,452: 4,346 2,784 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -617: -96 0 0 -521 -583 -617 -583: 0 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.0 0.0 94.3 97.6 96.3 97.6: 3.7 2.4 Old : 100.0: 2.0 0.0 0.0 94.3 97.6 96.3 97.6: 3.7 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 0 0 22 18 26 18: Old : 31: 4 0 0 22 18 26 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 : 56.3 57.0 76.0 80.7 44.7 50.9 54.1 61.6 Old : 56.3 57.0 76.0 80.7 44.7 50.9 54.1 61.6 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 145,487: 2,220 4,119 1,512 128,915 128,848 132,647 134,479: 12,840 11,008 Old : 145,487: 2,220 4,119 1,512 128,915 128,848 132,647 134,479: 12,840 11,008 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 3,633: 10 1,448 413 3,210 219 3,633 2,080: 0 1,553 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 2.8 1.0 88.6 88.6 91.2 92.4: 8.8 7.6 Old : 100.0: 1.5 2.8 1.0 88.6 88.6 91.2 92.4: 8.8 7.6 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 : 40: 2 1 1 29 26 31 28: Old : 40: 2 1 1 29 26 31 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 : 40.6 51.7 57.3 69.6 33.8 39.9 46.4 55.2 Old : 40.6 51.7 57.3 69.6 33.8 39.9 46.4 55.2 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 33,853: 3,991 0 0 27,488 33,395 31,479 33,395: 2,374 458 Old : 33,853: 3,991 0 0 27,488 33,395 31,479 33,395: 2,374 458 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 31: 0 0 0 124 -31 124 -31: -93 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 0.0 0.0 81.2 98.6 93.0 98.6: 7.0 1.4 Old : 100.0: 11.8 0.0 0.0 81.2 98.6 93.0 98.6: 7.0 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 5 0 0 18 16 23 16: Old : 31: 5 0 0 18 16 23 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 : 36.7 59.5 58.6 82.6 36.2 54.2 56.5 73.8 Old : 36.7 59.5 58.6 82.6 36.2 54.2 56.5 73.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 30,523: 1,036 2,108 0 28,542 27,524 29,578 29,632: 945 891 Old : 30,523: 1,036 2,108 0 28,542 27,524 29,578 29,632: 945 891 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 403: 31 0 0 372 217 403 217: 0 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 6.9 0.0 93.5 90.2 96.9 97.1: 3.1 2.9 Old : 100.0: 3.4 6.9 0.0 93.5 90.2 96.9 97.1: 3.1 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 1 0 19 13 22 14: Old : 31: 3 1 0 19 13 22 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 : 53.9 59.8 73.6 85.2 53.9 58.0 73.6 80.9 Old : 53.9 59.8 73.6 85.2 53.9 58.0 73.6 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 191,094: 12,516 4,985 1,522 168,355 176,722 182,393 183,229: 8,701 7,865 Old : 191,094: 12,516 4,985 1,522 168,355 176,722 182,393 183,229: 8,701 7,865 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 7,653: -90 0 0 6,563 7,170 6,473 7,170: 1,180 483 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 2.6 0.8 88.1 92.5 95.4 95.9: 4.6 4.1 Old : 100.0: 6.5 2.6 0.8 88.1 92.5 95.4 95.9: 4.6 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 3 4 3 40 33 45 38: Old : 53: 3 4 3 40 33 45 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 54.5 52.6 68.1 30.4 49.7 45.4 56.4 Old : 34.9 54.5 52.6 68.1 30.4 49.7 45.4 56.4 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 91,962: 0 0 0 84,234 82,980 84,234 82,980: 7,728 8,982 Old : 91,962: 0 0 0 84,234 82,980 84,234 82,980: 7,728 8,982 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 990: 0 0 0 1,201 834 1,201 834: -211 156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.6 90.2 91.6 90.2: 8.4 9.8 Old : 100.0: 0.0 0.0 0.0 91.6 90.2 91.6 90.2: 8.4 9.8 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 : 25: 0 0 0 18 21 18 21: Old : 25: 0 0 0 18 21 18 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 : 52.2 56.0 71.8 72.2 46.6 52.2 64.7 66.6 Old : 52.2 56.0 71.8 72.2 46.6 52.2 64.7 66.6 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 94,936: 0 0 0 92,100 92,160 92,100 92,160: 2,836 2,776 Old : 94,936: 0 0 0 92,100 92,160 92,100 92,160: 2,836 2,776 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 4,894: 0 0 0 4,624 4,826 4,624 4,826: 270 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.0 97.1 97.0 97.1: 3.0 2.9 Old : 100.0: 0.0 0.0 0.0 97.0 97.1 97.0 97.1: 3.0 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 0 0 26 21 26 21: Old : 33: 0 0 0 26 21 26 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 : 43.5 74.8 66.5 88.0 36.1 68.2 56.1 75.1 Old : 43.5 74.8 66.5 88.0 36.1 68.2 56.1 75.1 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 126,840: 5,311 0 0 105,224 120,375 110,535 120,375: 16,305 6,465 Old : 126,840: 5,311 0 0 105,224 120,375 110,535 120,375: 16,305 6,465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 915: 304 0 0 168 1,374 472 1,374: 443 -459 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 0.0 83.0 94.9 87.1 94.9: 12.9 5.1 Old : 100.0: 4.2 0.0 0.0 83.0 94.9 87.1 94.9: 12.9 5.1 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 : 26: 2 0 0 18 15 20 15: Old : 26: 2 0 0 18 15 20 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 : 52.7 77.2 68.2 90.4 52.6 73.4 67.9 86.1 Old : 52.7 77.2 68.2 90.4 52.6 73.4 67.9 86.1 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 156,169: 28,072 9,856 13,550 113,844 131,685 155,465 155,091: 704 1,078 Old : 156,169: 28,072 9,856 13,550 113,844 131,685 155,465 155,091: 704 1,078 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 940: 670 -294 -844 1,107 1,887 933 749: 7 191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 6.3 8.7 72.9 84.3 99.5 99.3: 0.5 0.7 Old : 100.0: 18.0 6.3 8.7 72.9 84.3 99.5 99.3: 0.5 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 : 78: 13 13 18 47 47 68 70: Old : 78: 13 13 18 47 47 68 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 : 46.9 32.9 61.8 54.4 32.5 26.4 40.8 38.4 Old : 46.9 32.9 61.8 54.4 32.5 26.4 40.8 38.4 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 49,346: 4,267 352 556 44,523 48,439 49,346 49,346: 0 0 Old : 49,346: 4,267 352 556 44,523 48,439 49,346 49,346: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -335: 79 -146 -127 -287 -63 -335 -335: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 0.7 1.1 90.2 98.2 100.0 100.0: 0.0 0.0 Old : 100.0: 8.6 0.7 1.1 90.2 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 : 38: 5 2 3 27 25 33 29: Old : 38: 5 2 3 27 25 33 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 : 54.3 47.6 75.5 77.2 40.6 42.2 55.8 61.8 Old : 54.3 47.6 75.5 77.2 40.6 42.2 55.8 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 401,691: 25,484 0 4,138 372,069 397,553 401,691 401,691: 0 0 Old : 401,691: 25,484 0 4,138 372,069 397,553 401,691 401,691: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 5,076: 8,832 -1,904 688 -4,444 6,292 5,076 5,076: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 0.0 1.0 92.6 99.0 100.0 100.0: 0.0 0.0 Old : 100.0: 6.3 0.0 1.0 92.6 99.0 100.0 100.0: 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 : 32: 5 0 2 22 21 27 23: Old : 32: 5 0 2 22 21 27 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 56.3 79.9 81.3 59.4 50.9 68.8 67.3 Old : 64.8 56.3 79.9 81.3 59.4 50.9 68.8 67.3 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 1,542,398: 78,172 92,515 45,804 1,418,422 1,404,079 1,542,398 1,542,398: 0 0 Old : 1,542,398: 78,172 92,515 45,804 1,418,422 1,404,079 1,542,398 1,542,398: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 24,076: 1,112 -408 408 22,556 24,076 24,076 24,076: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 6.0 3.0 92.0 91.0 100.0 100.0: 0.0 0.0 Old : 100.0: 5.1 6.0 3.0 92.0 91.0 100.0 100.0: 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 : 58: 7 6 5 37 40 45 50: Old : 58: 7 6 5 37 40 45 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 44.5 61.5 65.0 34.7 34.7 46.3 50.1 Old : 39.1 44.5 61.5 65.0 34.7 34.7 46.3 50.1 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 63,900: 663 6,446 1,626 61,611 55,828 63,900 63,900: 0 0 Old : 63,900: 663 6,446 1,626 61,611 55,828 63,900 63,900: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -612: -24 -49 -1 -587 -562 -612 -612: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 10.1 2.5 96.4 87.4 100.0 100.0: 0.0 0.0 Old : 100.0: 1.0 10.1 2.5 96.4 87.4 100.0 100.0: 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 : 40: 3 7 5 22 26 30 33: Old : 40: 3 7 5 22 26 30 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 : 67.6 68.2 85.4 83.7 60.1 54.7 67.1 64.8 Old : 67.6 68.2 85.4 83.7 60.1 54.7 67.1 64.8 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 333,935: 0 5,148 0 333,935 328,787 333,935 333,935: 0 0 Old : 333,935: 0 5,148 0 333,935 328,787 333,935 333,935: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -3,567: 0 0 0 -3,567 -3,567 -3,567 -3,567: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.5 0.0 100.0 98.5 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.5 0.0 100.0 98.5 100.0 100.0: 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 : 24: 0 3 0 16 16 16 19: Old : 24: 0 3 0 16 16 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 81.7 89.6 92.8 61.2 63.8 70.0 69.3 Old : 71.1 81.7 89.6 92.8 61.2 63.8 70.0 69.3 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 436,723: 8,913 728 8,632 419,178 427,363 436,723 436,723: 0 0 Old : 436,723: 8,913 728 8,632 419,178 427,363 436,723 436,723: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 760: 0 0 0 760 760 760 760: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.2 2.0 96.0 97.9 100.0 100.0: 0.0 0.0 Old : 100.0: 2.0 0.2 2.0 96.0 97.9 100.0 100.0: 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 : 43: 3 1 1 30 28 34 29: Old : 43: 3 1 1 30 28 34 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 : 49.6 61.8 69.7 77.1 39.3 58.4 54.4 69.7 Old : 49.6 61.8 69.7 77.1 39.3 58.4 54.4 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 30,081: 754 145 84 28,102 29,558 28,940 29,787: 1,141 294 Old : 30,081: 754 145 84 28,102 29,558 28,940 29,787: 1,141 294 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -128: 0 102 -41 -86 -106 -127 -45: -1 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.5 0.3 93.4 98.3 96.2 99.0: 3.8 1.0 Old : 100.0: 2.5 0.5 0.3 93.4 98.3 96.2 99.0: 3.8 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 : 35: 4 2 1 24 23 28 26: Old : 35: 4 2 1 24 23 28 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 60.9 68.5 81.6 42.8 56.1 61.0 70.2 Old : 48.9 60.9 68.5 81.6 42.8 56.1 61.0 70.2 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 60,977: 190 0 0 60,476 60,967 60,666 60,967: 311 10 Old : 60,977: 190 0 0 60,476 60,967 60,666 60,967: 311 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 420: 0 0 0 420 420 420 420: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 99.2 100.0 99.5 100.0: 0.5 0.0 Old : 100.0: 0.3 0.0 0.0 99.2 100.0 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 : 41: 1 0 0 29 31 30 31: Old : 41: 1 0 0 29 31 30 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 : 63.2 52.7 76.5 71.4 61.4 50.6 70.8 66.1 Old : 63.2 52.7 76.5 71.4 61.4 50.6 70.8 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 80,059: 115 0 0 79,655 79,942 79,770 79,942: 289 117 Old : 80,059: 115 0 0 79,655 79,942 79,770 79,942: 289 117 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 320: 0 0 0 320 320 320 320: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.0 99.5 99.9 99.6 99.9: 0.4 0.1 Old : 100.0: 0.1 0.0 0.0 99.5 99.9 99.6 99.9: 0.4 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 : 42: 1 0 0 31 30 32 30: Old : 42: 1 0 0 31 30 32 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 : 54.6 58.6 72.5 74.7 54.1 55.6 69.7 69.2 Old : 54.6 58.6 72.5 74.7 54.1 55.6 69.7 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 30,749: 800 875 0 29,277 29,754 30,077 30,629: 672 120 Old : 30,749: 800 875 0 29,277 29,754 30,077 30,629: 672 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,730: 0 0 0 1,730 1,730 1,730 1,730: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 2.8 0.0 95.2 96.8 97.8 99.6: 2.2 0.4 Old : 100.0: 2.6 2.8 0.0 95.2 96.8 97.8 99.6: 2.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 2 0 18 14 20 16: Old : 27: 2 2 0 18 14 20 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 : 56.9 76.5 78.7 89.1 54.2 73.4 68.8 81.9 Old : 56.9 76.5 78.7 89.1 54.2 73.4 68.8 81.9 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 292,496: 13,744 0 0 278,752 292,496 292,496 292,496: 0 0 Old : 292,496: 13,744 0 0 278,752 292,496 292,496 292,496: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,056: 4,680 0 0 -2,624 2,056 2,056 2,056: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.0 0.0 95.3 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 4.7 0.0 0.0 95.3 100.0 100.0 100.0: 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: 2 0 0 21 21 23 21: Old : 31: 2 0 0 21 21 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 76.8 72.7 89.6 51.2 67.5 65.5 78.8 Old : 53.4 76.8 72.7 89.6 51.2 67.5 65.5 78.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 6,991: 757 774 87 5,466 5,768 6,310 6,629: 681 362 Old : 6,991: 757 774 87 5,466 5,768 6,310 6,629: 681 362 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 497: 0 0 0 985 518 985 518: -488 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 11.1 1.2 78.2 82.5 90.3 94.8: 9.7 5.2 Old : 100.0: 10.8 11.1 1.2 78.2 82.5 90.3 94.8: 9.7 5.2 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: 3 1 1 17 16 20 18: Old : 25: 3 1 1 17 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 : 44.0 60.8 66.8 79.1 37.5 57.2 54.4 67.0 Old : 44.0 60.8 66.8 79.1 37.5 57.2 54.4 67.0 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 7,745: 1,900 0 0 5,665 7,445 7,565 7,445: 180 300 Old : 7,745: 1,900 0 0 5,665 7,445 7,565 7,445: 180 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 0.0 0.0 73.1 96.1 97.7 96.1: 2.3 3.9 Old : 100.0: 24.5 0.0 0.0 73.1 96.1 97.7 96.1: 2.3 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 0 0 12 15 15 15: Old : 22: 3 0 0 12 15 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 58.4 76.4 81.9 45.2 54.2 64.8 67.5 Old : 46.7 58.4 76.4 81.9 45.2 54.2 64.8 67.5 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,230: 1,355 100 425 11,940 13,605 13,720 14,130: 510 100 Old : 14,230: 1,355 100 425 11,940 13,605 13,720 14,130: 510 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 600: 50 0 -50 600 650 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 0.7 3.0 83.9 95.6 96.4 99.3: 3.6 0.7 Old : 100.0: 9.5 0.7 3.0 83.9 95.6 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 : 23: 3 1 3 12 16 15 20: Old : 23: 3 1 3 12 16 15 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 : 78.1 64.9 91.1 80.6 71.3 63.8 78.6 77.2 Old : 78.1 64.9 91.1 80.6 71.3 63.8 78.6 77.2 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 39,452: 150 1,100 0 38,620 38,352 38,770 39,452: 682 0 Old : 39,452: 150 1,100 0 38,620 38,352 38,770 39,452: 682 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 625: -50 0 0 615 625 565 625: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 2.8 0.0 97.9 97.2 98.3 100.0: 1.7 0.0 Old : 100.0: 0.4 2.8 0.0 97.9 97.2 98.3 100.0: 1.7 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 : 34: 2 3 0 22 22 24 25: Old : 34: 2 3 0 22 22 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 75.2 76.9 86.4 50.9 72.4 73.0 81.5 Old : 51.6 75.2 76.9 86.4 50.9 72.4 73.0 81.5 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,180: 600 250 0 25,400 25,920 26,000 26,170: 180 10 Old : 26,180: 600 250 0 25,400 25,920 26,000 26,170: 180 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -40: -60 0 0 20 -40 -40 -40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 1.0 0.0 97.0 99.0 99.3 100.0: 0.7 0.0 Old : 100.0: 2.3 1.0 0.0 97.0 99.0 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 : 30: 1 2 0 26 20 27 22: Old : 30: 1 2 0 26 20 27 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 71.2 69.9 89.6 48.9 61.8 62.3 72.5 Old : 51.9 71.2 69.9 89.6 48.9 61.8 62.3 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 20,366: 735 1,107 105 19,039 18,965 19,879 20,177: 487 189 Old : 20,366: 735 1,107 105 19,039 18,965 19,879 20,177: 487 189 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 569: -19 0 42 483 548 506 590: 63 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 5.4 0.5 93.5 93.1 97.6 99.1: 2.4 0.9 Old : 100.0: 3.6 5.4 0.5 93.5 93.1 97.6 99.1: 2.4 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 4 3 3 23 23 28 28: Old : 36: 4 3 3 23 23 28 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 51.2 67.6 74.8 35.6 41.9 57.9 60.8 Old : 40.9 51.2 67.6 74.8 35.6 41.9 57.9 60.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 59,595: 715 1,517 2,622 56,236 55,278 59,573 59,417: 22 178 Old : 59,595: 715 1,517 2,622 56,236 55,278 59,573 59,417: 22 178 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 3,362: 50 -211 -20 3,333 3,583 3,363 3,352: -1 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 2.5 4.4 94.4 92.8 100.0 99.7: 0.0 0.3 Old : 100.0: 1.2 2.5 4.4 94.4 92.8 100.0 99.7: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 4 4 32 27 37 33: Old : 42: 3 4 4 32 27 37 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 52.1 68.1 73.0 43.6 51.5 60.3 67.0 Old : 45.6 52.1 68.1 73.0 43.6 51.5 60.3 67.0 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 79,049: 875 16,429 3,432 74,692 59,138 78,999 78,999: 50 50 Old : 79,049: 875 16,429 3,432 74,692 59,138 78,999 78,999: 50 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,307: 20 -610 231 2,059 2,706 2,310 2,327: -3 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 20.8 4.3 94.5 74.8 99.9 99.9: 0.1 0.1 Old : 100.0: 1.1 20.8 4.3 94.5 74.8 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 4 8 5 36 32 44 41: Old : 54: 4 8 5 36 32 44 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 44.0 61.7 66.0 40.8 40.8 55.7 57.8 Old : 44.5 44.0 61.7 66.0 40.8 40.8 55.7 57.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 45,600: 780 0 0 44,810 45,600 45,590 45,600: 10 0 Old : 45,600: 780 0 0 44,810 45,600 45,590 45,600: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 760: 0 0 0 775 770 775 770: -15 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.0 0.0 98.3 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.7 0.0 0.0 98.3 100.0 100.0 100.0: 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 12 28 12: Old : 29: 1 0 0 27 12 28 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 : 53.1 95.1 74.5 99.3 50.3 88.9 71.3 89.6 Old : 53.1 95.1 74.5 99.3 50.3 88.9 71.3 89.6 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 53,100: 1,430 1,900 0 51,660 51,200 53,090 53,100: 10 0 Old : 53,100: 1,430 1,900 0 51,660 51,200 53,090 53,100: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,375: 0 300 0 2,375 2,075 2,375 2,375: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 3.6 0.0 97.3 96.4 100.0 100.0: 0.0 0.0 Old : 100.0: 2.7 3.6 0.0 97.3 96.4 100.0 100.0: 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 : 32: 1 1 0 27 16 28 17: Old : 32: 1 1 0 27 16 28 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 : 46.4 90.9 69.5 96.5 43.7 86.8 65.4 89.8 Old : 46.4 90.9 69.5 96.5 43.7 86.8 65.4 89.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 317,419: 61,106 9,100 1,560 254,753 306,759 317,419 317,419: 0 0 Old : 317,419: 61,106 9,100 1,560 254,753 306,759 317,419 317,419: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 11,329: 7,760 -400 0 3,569 11,729 11,329 11,329: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 2.9 0.5 80.3 96.6 100.0 100.0: 0.0 0.0 Old : 100.0: 19.3 2.9 0.5 80.3 96.6 100.0 100.0: 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 : 38: 2 4 1 20 29 23 33: Old : 38: 2 4 1 20 29 23 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 56.0 75.9 75.1 53.0 56.0 67.7 70.2 Old : 55.0 56.0 75.9 75.1 53.0 56.0 67.7 70.2 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 27,125: 4,995 2,050 1,275 19,986 23,652 26,257 26,977: 868 148 Old : 27,125: 4,995 2,050 1,275 19,986 23,652 26,257 26,977: 868 148 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -100: 593 -83 -492 -202 474 -100 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 7.6 4.7 73.7 87.2 96.8 99.5: 3.2 0.5 Old : 100.0: 18.4 7.6 4.7 73.7 87.2 96.8 99.5: 3.2 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 : 44: 5 3 6 26 31 32 39: Old : 44: 5 3 6 26 31 32 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 : 49.6 44.0 67.9 60.8 48.1 43.3 60.7 55.7 Old : 49.6 44.0 67.9 60.8 48.1 43.3 60.7 55.7 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 39,391: 489 290 450 38,452 38,651 39,391 39,391: 0 0 Old : 39,391: 489 290 450 38,452 38,651 39,391 39,391: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,686: -77 -104 0 1,763 1,790 1,686 1,686: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.7 1.1 97.6 98.1 100.0 100.0: 0.0 0.0 Old : 100.0: 1.2 0.7 1.1 97.6 98.1 100.0 100.0: 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 : 32: 5 2 1 18 15 24 17: Old : 32: 5 2 1 18 15 24 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 : 74.2 85.8 92.6 95.4 70.3 76.8 79.6 82.2 Old : 74.2 85.8 92.6 95.4 70.3 76.8 79.6 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 328,415: 7,008 19,593 0 321,407 308,822 328,415 328,415: 0 0 Old : 328,415: 7,008 19,593 0 321,407 308,822 328,415 328,415: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 4,329: 0 0 0 4,329 4,329 4,329 4,329: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 6.0 0.0 97.9 94.0 100.0 100.0: 0.0 0.0 Old : 100.0: 2.1 6.0 0.0 97.9 94.0 100.0 100.0: 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 : 28: 1 2 0 20 18 21 20: Old : 28: 1 2 0 20 18 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.4 65.6 88.3 85.2 66.2 56.2 74.9 70.6 Old : 73.4 65.6 88.3 85.2 66.2 56.2 74.9 70.6 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 21,483: 805 732 1,018 19,132 19,313 20,955 21,063: 528 420 Old : 21,483: 805 732 1,018 19,132 19,313 20,955 21,063: 528 420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 108: 21 0 0 87 108 108 108: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 3.4 4.7 89.1 89.9 97.5 98.0: 2.5 2.0 Old : 100.0: 3.7 3.4 4.7 89.1 89.9 97.5 98.0: 2.5 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 1 1 19 19 22 21: Old : 27: 3 1 1 19 19 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 64.6 80.1 81.8 51.0 56.9 60.0 64.8 Old : 62.7 64.6 80.1 81.8 51.0 56.9 60.0 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 9,813: 187 0 84 8,801 9,372 9,072 9,456: 741 357 Old : 9,813: 187 0 84 8,801 9,372 9,072 9,456: 741 357 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 0 0 0 42 0 42: 0 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.0 0.9 89.7 95.5 92.4 96.4: 7.6 3.6 Old : 100.0: 1.9 0.0 0.9 89.7 95.5 92.4 96.4: 7.6 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 2 15 12 17 14: Old : 21: 2 0 2 15 12 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 75.1 82.6 93.4 62.5 72.9 80.9 87.9 Old : 62.5 75.1 82.6 93.4 62.5 72.9 80.9 87.9 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 10,597: 636 280 395 8,573 9,268 9,604 9,943: 993 654 Old : 10,597: 636 280 395 8,573 9,268 9,604 9,943: 993 654 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 103: -21 0 21 103 82 103 103: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 2.6 3.7 80.9 87.5 90.6 93.8: 9.4 6.2 Old : 100.0: 6.0 2.6 3.7 80.9 87.5 90.6 93.8: 9.4 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 3 2 18 17 21 21: Old : 28: 2 3 2 18 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 : 56.2 54.4 71.9 76.4 52.9 52.3 66.0 70.2 Old : 56.2 54.4 71.9 76.4 52.9 52.3 66.0 70.2 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 105,245: 4,965 0 408 99,872 104,837 105,245 105,245: 0 0 Old : 105,245: 4,965 0 408 99,872 104,837 105,245 105,245: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,336: 0 0 0 2,336 2,336 2,336 2,336: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.0 0.4 94.9 99.6 100.0 100.0: 0.0 0.0 Old : 100.0: 4.7 0.0 0.4 94.9 99.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 4 0 1 17 14 21 15: Old : 27: 4 0 1 17 14 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 70.1 82.2 91.4 60.0 67.5 77.7 88.0 Old : 60.7 70.1 82.2 91.4 60.0 67.5 77.7 88.0 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 15,720: 604 1,782 318 14,508 13,285 15,430 15,385: 290 335 Old : 15,720: 604 1,782 318 14,508 13,285 15,430 15,385: 290 335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -82: -82 0 0 0 -82 -82 -82: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 11.3 2.0 92.3 84.5 98.2 97.9: 1.8 2.1 Old : 100.0: 3.8 11.3 2.0 92.3 84.5 98.2 97.9: 1.8 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 : 32: 3 3 4 21 23 26 28: Old : 32: 3 3 4 21 23 26 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 : 58.2 32.2 77.0 53.8 51.5 29.8 62.9 49.3 Old : 58.2 32.2 77.0 53.8 51.5 29.8 62.9 49.3 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 181,166: 0 11,203 2,448 178,718 167,515 181,166 181,166: 0 0 Old : 181,166: 0 11,203 2,448 178,718 167,515 181,166 181,166: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,040: 0 -408 408 1,632 2,040 2,040 2,040: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.2 1.4 98.6 92.5 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 6.2 1.4 98.6 92.5 100.0 100.0: 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 : 30: 0 4 2 19 16 21 20: Old : 30: 0 4 2 19 16 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 : 63.3 55.3 81.1 77.3 50.2 51.5 66.5 63.3 Old : 63.3 55.3 81.1 77.3 50.2 51.5 66.5 63.3 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 9,055: 0 485 50 8,945 8,510 8,995 9,045: 60 10 Old : 9,055: 0 485 50 8,945 8,510 8,995 9,045: 60 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 80: 0 10 0 80 70 80 80: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 0.6 98.8 94.0 99.3 99.9: 0.7 0.1 Old : 100.0: 0.0 5.4 0.6 98.8 94.0 99.3 99.9: 0.7 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 : 24: 0 3 1 16 13 17 16: Old : 24: 0 3 1 16 13 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 74.9 86.0 92.9 53.2 63.8 68.6 71.7 Old : 63.1 74.9 86.0 92.9 53.2 63.8 68.6 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 25,683: 2,313 440 1,836 21,534 23,407 25,683 25,683: 0 0 Old : 25,683: 2,313 440 1,836 21,534 23,407 25,683 25,683: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 224: -182 26 0 406 198 224 224: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 1.7 7.1 83.8 91.1 100.0 100.0: 0.0 0.0 Old : 100.0: 9.0 1.7 7.1 83.8 91.1 100.0 100.0: 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: 1 3 1 21 16 23 19: Old : 28: 1 3 1 21 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 : 54.1 56.7 84.7 82.6 46.4 41.7 59.7 59.8 Old : 54.1 56.7 84.7 82.6 46.4 41.7 59.7 59.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 229,501: 0 3,864 0 229,501 225,637 229,501 229,501: 0 0 Old : 229,501: 0 3,864 0 229,501 225,637 229,501 229,501: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 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 : 22: 0 1 0 16 14 16 15: Old : 22: 0 1 0 16 14 16 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 : 81.6 73.1 93.5 93.0 58.2 44.7 64.0 60.8 Old : 81.6 73.1 93.5 93.0 58.2 44.7 64.0 60.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 13,185: 300 1,780 0 12,480 11,395 12,780 13,175: 405 10 Old : 13,185: 300 1,780 0 12,480 11,395 12,780 13,175: 405 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,425: 0 0 0 2,415 2,425 2,415 2,425: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 13.5 0.0 94.7 86.4 96.9 99.9: 3.1 0.1 Old : 100.0: 2.3 13.5 0.0 94.7 86.4 96.9 99.9: 3.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 0 14 14 15 15: Old : 21: 1 1 0 14 14 15 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 : 75.5 76.6 86.8 93.2 58.2 67.8 68.2 77.4 Old : 75.5 76.6 86.8 93.2 58.2 67.8 68.2 77.4 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 13,265: 180 1,730 130 12,540 11,395 12,850 13,255: 415 10 Old : 13,265: 180 1,730 130 12,540 11,395 12,850 13,255: 415 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,365: 0 50 0 2,360 2,315 2,360 2,365: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 13.0 1.0 94.5 85.9 96.9 99.9: 3.1 0.1 Old : 100.0: 1.4 13.0 1.0 94.5 85.9 96.9 99.9: 3.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 1 14 14 15 16: Old : 21: 1 1 1 14 14 15 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 : 73.2 72.7 86.1 91.8 57.3 66.8 68.7 77.8 Old : 73.2 72.7 86.1 91.8 57.3 66.8 68.7 77.8 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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 712,526: 58,109 24,443 139,249 514,021 548,623 711,379 712,315: 1,146 211 Old : 712,526: 58,109 24,443 139,249 514,021 548,623 711,379 712,315: 1,146 211 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -1,378: -15,522 -191 9,402 4,790 -10,419 -1,331 -1,208: -46 -169 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 3.4 19.5 72.1 77.0 99.8 100.0: 0.2 0.0 Old : 100.0: 8.2 3.4 19.5 72.1 77.0 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 : 28: 4 3 5 19 18 25 24: Old : 28: 4 3 5 19 18 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 51.7 84.8 84.0 23.8 29.5 30.2 31.9 Old : 64.6 51.7 84.8 84.0 23.8 29.5 30.2 31.9 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,030: 180 0 0 14,570 15,030 14,750 15,030: 280 0 Old : 15,030: 180 0 0 14,570 15,030 14,750 15,030: 280 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 25: 100 0 0 -75 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.0 96.9 100.0 98.1 100.0: 1.9 0.0 Old : 100.0: 1.2 0.0 0.0 96.9 100.0 98.1 100.0: 1.9 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 : 22: 1 0 0 14 12 15 12: Old : 22: 1 0 0 14 12 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 : 67.8 84.1 89.6 97.3 60.6 84.1 81.1 91.3 Old : 67.8 84.1 89.6 97.3 60.6 84.1 81.1 91.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,310: 350 50 50 17,770 18,210 18,170 18,310: 140 0 Old : 18,310: 350 50 50 17,770 18,210 18,170 18,310: 140 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.3 0.3 97.1 99.5 99.2 100.0: 0.8 0.0 Old : 100.0: 1.9 0.3 0.3 97.1 99.5 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 1 1 18 16 21 18: Old : 28: 2 1 1 18 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 : 66.2 78.0 83.2 91.5 48.5 63.0 63.0 70.5 Old : 66.2 78.0 83.2 91.5 48.5 63.0 63.0 70.5 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 12,626: 375 100 0 12,007 12,526 12,382 12,626: 244 0 Old : 12,626: 375 100 0 12,007 12,526 12,382 12,626: 244 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 0.8 0.0 95.1 99.2 98.1 100.0: 1.9 0.0 Old : 100.0: 3.0 0.8 0.0 95.1 99.2 98.1 100.0: 1.9 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 : 25: 3 1 0 16 15 19 16: Old : 25: 3 1 0 16 15 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 : 59.7 77.9 82.1 91.5 41.1 48.8 53.9 58.7 Old : 59.7 77.9 82.1 91.5 41.1 48.8 53.9 58.7 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,995: 0 575 0 24,310 24,360 24,310 24,935: 685 60 Old : 24,995: 0 575 0 24,310 24,360 24,310 24,935: 685 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 2,350: 0 25 0 2,110 2,325 2,110 2,350: 240 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 97.3 97.5 97.3 99.8: 2.7 0.2 Old : 100.0: 0.0 2.3 0.0 97.3 97.5 97.3 99.8: 2.7 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: 0 3 0 15 15 15 18: Old : 25: 0 3 0 15 15 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 : 77.9 85.4 93.9 93.5 76.3 85.2 90.2 91.8 Old : 77.9 85.4 93.9 93.5 76.3 85.2 90.2 91.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,105: 0 540 85 16,760 16,455 16,845 17,080: 260 25 Old : 17,105: 0 540 85 16,760 16,455 16,845 17,080: 260 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 400: 0 0 0 400 400 400 400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.2 0.5 98.0 96.2 98.5 99.9: 1.5 0.1 Old : 100.0: 0.0 3.2 0.5 98.0 96.2 98.5 99.9: 1.5 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 : 22: 0 3 1 15 10 16 13: Old : 22: 0 3 1 15 10 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 69.5 88.2 95.3 61.2 58.9 73.2 76.1 Old : 72.3 69.5 88.2 95.3 61.2 58.9 73.2 76.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,047: 455 370 30 17,282 17,622 17,767 18,022: 280 25 Old : 18,047: 455 370 30 17,282 17,622 17,767 18,022: 280 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 400: 0 0 0 400 400 400 400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 2.1 0.2 95.8 97.6 98.4 99.9: 1.6 0.1 Old : 100.0: 2.5 2.1 0.2 95.8 97.6 98.4 99.9: 1.6 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 : 22: 1 2 1 15 10 16 13: Old : 22: 1 2 1 15 10 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 81.6 84.6 97.2 57.4 76.8 71.5 81.8 Old : 66.4 81.6 84.6 97.2 57.4 76.8 71.5 81.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 113,756: 2,895 2,255 140 110,706 111,256 113,741 113,651: 15 105 Old : 113,756: 2,895 2,255 140 110,706 111,256 113,741 113,651: 15 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 12,002: 0 190 0 12,002 11,812 12,002 12,002: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 2.0 0.1 97.3 97.8 100.0 99.9: 0.0 0.1 Old : 100.0: 2.5 2.0 0.1 97.3 97.8 100.0 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 : 51: 4 5 3 38 33 44 39: Old : 51: 4 5 3 38 33 44 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 : 43.8 58.7 65.2 81.7 43.1 49.3 56.6 62.7 Old : 43.8 58.7 65.2 81.7 43.1 49.3 56.6 62.7 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 136,229: 3,662 7,325 608 131,959 128,191 136,229 136,124: 0 105 Old : 136,229: 3,662 7,325 608 131,959 128,191 136,229 136,124: 0 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 11,720: 75 700 0 11,645 11,020 11,720 11,720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 5.4 0.4 96.9 94.1 100.0 99.9: 0.0 0.1 Old : 100.0: 2.7 5.4 0.4 96.9 94.1 100.0 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 : 59: 4 8 5 44 36 52 45: Old : 59: 4 8 5 44 36 52 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 : 39.2 57.2 60.5 75.5 37.7 49.8 51.6 61.6 Old : 39.2 57.2 60.5 75.5 37.7 49.8 51.6 61.6 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 190,138: 10,466 19,457 9,591 170,028 161,035 190,085 190,083: 53 55 Old : 190,138: 10,466 19,457 9,591 170,028 161,035 190,085 190,083: 53 55 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,235: 966 425 -148 412 960 1,230 1,237: 5 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 10.2 5.0 89.4 84.7 100.0 100.0: 0.0 0.0 Old : 100.0: 5.5 10.2 5.0 89.4 84.7 100.0 100.0: 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 : 78: 11 11 12 44 50 60 68: Old : 78: 11 11 12 44 50 60 68: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 57.4 54.3 68.4 35.2 48.8 50.6 55.4 Old : 38.6 57.4 54.3 68.4 35.2 48.8 50.6 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 127,704: 6,832 4,261 2,175 118,632 121,268 127,639 127,704: 65 0 Old : 127,704: 6,832 4,261 2,175 118,632 121,268 127,639 127,704: 65 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 958: -10 0 0 968 958 958 958: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 3.3 1.7 92.9 95.0 99.9 100.0: 0.1 0.0 Old : 100.0: 5.3 3.3 1.7 92.9 95.0 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 3 7 5 41 35 47 44: Old : 53: 3 7 5 41 35 47 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.3 63.6 53.5 78.7 28.9 53.3 47.1 64.1 Old : 31.3 63.6 53.5 78.7 28.9 53.3 47.1 64.1 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 37,510: 1,720 1,075 80 35,700 36,355 37,500 37,510: 10 0 Old : 37,510: 1,720 1,075 80 35,700 36,355 37,500 37,510: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 290: -100 0 0 390 290 290 290: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 2.9 0.2 95.2 96.9 100.0 100.0: 0.0 0.0 Old : 100.0: 4.6 2.9 0.2 95.2 96.9 100.0 100.0: 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: 2 1 1 24 17 26 19: Old : 29: 2 1 1 24 17 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 : 59.3 90.1 77.0 97.5 57.9 84.8 74.7 89.1 Old : 59.3 90.1 77.0 97.5 57.9 84.8 74.7 89.1 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 33,230: 825 220 30 32,320 32,980 33,175 33,230: 55 0 Old : 33,230: 825 220 30 32,320 32,980 33,175 33,230: 55 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 225: -110 0 0 325 225 215 225: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.7 0.1 97.3 99.2 99.8 100.0: 0.2 0.0 Old : 100.0: 2.5 0.7 0.1 97.3 99.2 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 : 28: 1 2 1 24 16 26 18: Old : 28: 1 2 1 24 16 26 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 : 59.5 92.0 80.5 97.9 57.0 81.5 73.9 83.9 Old : 59.5 92.0 80.5 97.9 57.0 81.5 73.9 83.9 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 mwh : : : : All : 32,946: 1,250 200 250 31,297 32,486 32,797 32,936: 149 10 Old : 32,946: 1,250 200 250 31,297 32,486 32,797 32,936: 149 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 26: 0 0 0 26 26 26 26: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.6 0.8 95.0 98.6 99.5 100.0: 0.5 0.0 Old : 100.0: 3.8 0.6 0.8 95.0 98.6 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 : 40: 3 1 1 31 28 34 30: Old : 40: 3 1 1 31 28 34 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 56.0 63.1 77.8 37.4 50.5 55.2 66.3 Old : 42.1 56.0 63.1 77.8 37.4 50.5 55.2 66.3 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 Mwh : : : : All : 20,651: 1,050 0 0 19,601 20,531 20,651 20,531: 0 120 Old : 20,651: 1,050 0 0 19,601 20,531 20,651 20,531: 0 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 0.0 0.0 94.9 99.4 100.0 99.4: 0.0 0.6 Old : 100.0: 5.1 0.0 0.0 94.9 99.4 100.0 99.4: 0.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 0 0 21 18 23 18: Old : 26: 2 0 0 21 18 23 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 : 43.9 54.6 65.9 84.1 34.3 45.4 49.5 60.0 Old : 43.9 54.6 65.9 84.1 34.3 45.4 49.5 60.0 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 28,173: 2,524 1,482 509 24,750 26,179 27,783 28,170: 390 3 Old : 28,173: 2,524 1,482 509 24,750 26,179 27,783 28,170: 390 3 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 639: 51 50 0 588 619 639 669: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 5.3 1.8 87.9 92.9 98.6 100.0: 1.4 0.0 Old : 100.0: 9.0 5.3 1.8 87.9 92.9 98.6 100.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 5 3 2 22 25 28 29: Old : 38: 5 3 2 22 25 28 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 51.9 68.3 73.0 37.5 45.0 57.1 64.3 Old : 41.7 51.9 68.3 73.0 37.5 45.0 57.1 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,174: 1,928 0 14 18,080 19,870 20,022 19,884: 152 290 Old : 20,174: 1,928 0 14 18,080 19,870 20,022 19,884: 152 290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -23: -33 0 0 10 -8 -23 -8: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 0.0 0.1 89.6 98.5 99.2 98.6: 0.8 1.4 Old : 100.0: 9.6 0.0 0.1 89.6 98.5 99.2 98.6: 0.8 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 0 1 19 23 22 24: Old : 31: 3 0 1 19 23 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 51.2 68.6 73.1 42.0 51.2 59.4 69.3 Old : 45.2 51.2 68.6 73.1 42.0 51.2 59.4 69.3 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 40,333: 2,330 5,984 880 36,890 33,469 40,100 40,333: 233 0 Old : 40,333: 2,330 5,984 880 36,890 33,469 40,100 40,333: 233 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 403: 50 335 20 340 48 410 403: -7 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 14.8 2.2 91.5 83.0 99.4 100.0: 0.6 0.0 Old : 100.0: 5.8 14.8 2.2 91.5 83.0 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 : 43: 3 3 5 29 25 34 31: Old : 43: 3 3 5 29 25 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 : 52.4 49.1 66.9 75.5 50.0 47.3 62.3 68.8 Old : 52.4 49.1 66.9 75.5 50.0 47.3 62.3 68.8 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,540: 30 444 183 22,107 21,913 22,320 22,540: 220 0 Old : 22,540: 30 444 183 22,107 21,913 22,320 22,540: 220 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -23: 0 -146 20 -23 113 -3 -13: -20 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 2.0 0.8 98.1 97.2 99.0 100.0: 1.0 0.0 Old : 100.0: 0.1 2.0 0.8 98.1 97.2 99.0 100.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 4 3 26 22 29 27: Old : 36: 1 4 3 26 22 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 : 53.7 53.0 72.1 76.1 48.9 44.5 60.4 65.1 Old : 53.7 53.0 72.1 76.1 48.9 44.5 60.4 65.1 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,931: 165 1,674 219 24,290 23,038 24,674 24,931: 257 0 Old : 24,931: 165 1,674 219 24,290 23,038 24,674 24,931: 257 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -5: 5 5 0 -10 20 -5 25: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 6.7 0.9 97.4 92.4 99.0 100.0: 1.0 0.0 Old : 100.0: 0.7 6.7 0.9 97.4 92.4 99.0 100.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 3 1 21 17 24 20: Old : 30: 2 3 1 21 17 24 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 : 55.1 62.5 80.5 81.3 55.1 57.2 74.9 73.4 Old : 55.1 62.5 80.5 81.3 55.1 57.2 74.9 73.4 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,920: 0 100 0 14,459 14,593 14,459 14,693: 461 227 Old : 14,920: 0 100 0 14,459 14,593 14,459 14,693: 461 227 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 0.0 96.9 97.8 96.9 98.5: 3.1 1.5 Old : 100.0: 0.0 0.7 0.0 96.9 97.8 96.9 98.5: 3.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 2 0 21 14 21 16: Old : 25: 0 2 0 21 14 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 77.0 82.5 91.9 59.3 74.8 80.0 88.1 Old : 59.3 77.0 82.5 91.9 59.3 74.8 80.0 88.1 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 36,422: 235 650 0 35,868 35,742 36,103 36,392: 319 30 Old : 36,422: 235 650 0 35,868 35,742 36,103 36,392: 319 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -35: 0 0 0 -35 -35 -35 -35: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 1.8 0.0 98.5 98.1 99.1 99.9: 0.9 0.1 Old : 100.0: 0.6 1.8 0.0 98.5 98.1 99.1 99.9: 0.9 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: 2 2 0 31 26 33 28: Old : 39: 2 2 0 31 26 33 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 : 37.6 53.1 62.2 75.0 32.9 49.1 55.3 66.2 Old : 37.6 53.1 62.2 75.0 32.9 49.1 55.3 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 16,943: 465 100 44 16,414 16,799 16,923 16,943: 20 0 Old : 16,943: 465 100 44 16,414 16,799 16,923 16,943: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 205: 0 0 0 205 205 205 205: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.6 0.3 96.9 99.2 99.9 100.0: 0.1 0.0 Old : 100.0: 2.7 0.6 0.3 96.9 99.2 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 : 28: 1 1 1 23 19 24 21: Old : 28: 1 1 1 23 19 24 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 78.3 65.6 92.6 42.3 69.8 58.8 74.2 Old : 45.8 78.3 65.6 92.6 42.3 69.8 58.8 74.2 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 with Delta-adjusted Options and Futures Combined, November 29, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 13,889: 753 0 21 13,105 13,848 13,879 13,869: 10 20 Old : 13,889: 753 0 21 13,105 13,848 13,879 13,869: 10 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -360: 0 0 0 -360 -360 -360 -360: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 0.0 0.2 94.4 99.7 99.9 99.9: 0.1 0.1 Old : 100.0: 5.4 0.0 0.2 94.4 99.7 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 0 1 22 19 23 20: Old : 26: 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 : 42.7 74.8 66.8 89.0 34.5 53.4 52.7 64.5 Old : 42.7 74.8 66.8 89.0 34.5 53.4 52.7 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2016