CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,522
COMMITMENTS
   1,780      606      225    4,497    5,690    6,502    6,521       20        1

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:         -2)
      -2        0        0        0       -2       -2       -2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3      9.3      3.4     69.0     87.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        1        9        6       16       10                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       36,708
COMMITMENTS
  16,224    4,008    8,213   12,133   24,487   36,570   36,708      138        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -190)
     -30       14      -77      -81     -127     -188     -190       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2     10.9     22.4     33.1     66.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        8        8       11       11       29       22                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       33,775
COMMITMENTS
  17,500   27,745      650   15,625    5,380   33,775   33,775        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:          0)
       0      400        0        0     -400        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.8     82.1      1.9     46.3     15.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        8        3        9        4       17       13                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       21,920
COMMITMENTS
   4,690   16,835    1,795   15,415    3,250   21,900   21,880       20       40

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        500)
     100      600        0      400        0      500      600        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     76.8      8.2     70.3     14.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        9        4        9        4       19       13                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       30,400
COMMITMENTS
   3,344    1,157    3,800   23,257   25,443   30,400   30,400        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        -17)
       2       -2       -7      -11       -8      -17      -17        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      3.8     12.5     76.5     83.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        3        6       10        8       19       16                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       63,936
COMMITMENTS
   7,591    3,036    6,362   49,964   54,499   63,916   63,896       20       40

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        733)
     313      192      244      176      297      733      733        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      4.7      9.9     78.1     85.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        8        7       18       15       28       26                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       15,560
COMMITMENTS
   7,075    8,660      650    7,825    6,250   15,550   15,560       10        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5     55.7      4.2     50.3     40.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        2        6        5       15       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       15,847
COMMITMENTS
   6,981    5,370      320    8,285   10,157   15,586   15,847      261        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        428)
     537        0        0     -350      428      187      428      241        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.1     33.9      2.0     52.3     64.1     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        3        1        8        8       16       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       17,275
COMMITMENTS
   7,025    6,800      600    9,650    9,875   17,275   17,275        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -821)
     429   -1,020        0   -1,250      199     -821     -821        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7     39.4      3.5     55.9     57.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        4        2        9        5       18       10                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,590,026
COMMITMENTS
 902,209   96,106  625,193  2981504  3815790  4508906  4537089   81,120   52,937

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     48,894)
 -81,617   -9,407   30,416   74,698      310   23,497   21,319   25,397   27,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      2.1     13.6     65.0     83.1     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      51       24       59      136      121      205      187                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,493,941
COMMITMENTS
  61,171   15,420  609,802  818,953  866,987  1489926  1492209    4,015    1,732

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -9,407)
   4,104   -3,280  -12,550   -1,883    5,513  -10,329  -10,316      921      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      1.0     40.8     54.8     58.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      30       12       35       51       55       90       93                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,944
COMMITMENTS
  18,213    1,233    2,095  182,716  215,754  203,024  219,082   20,920    4,862

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -14,621)
  -4,781      792     -950  -10,025  -13,998  -15,756  -14,156    1,135     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      0.6      0.9     81.6     96.3     90.7     97.8      9.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        3        7       35       31       46       39                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      121,386
COMMITMENTS
     970    4,053    2,600  113,065  108,617  116,635  115,270    4,751    6,116

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -8,560)
  -1,540     -896      -64   -5,915   -8,356   -7,519   -9,316   -1,041      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.3      2.1     93.1     89.5     96.1     95.0      3.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       22       29       27       33                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      175,910
COMMITMENTS
   5,533      608    1,723  153,065  165,309  160,321  167,640   15,589    8,270

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -18,030)
   3,447   -1,034     -576  -19,522  -17,158  -16,651  -18,768   -1,379      738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.3      1.0     87.0     94.0     91.1     95.3      8.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        3       28       33       32       37                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      766,080
COMMITMENTS
     987      980    3,902  751,229  756,479  756,118  761,361    9,962    4,719

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -33,827)
     777     -571     -259  -32,946  -32,574  -32,428  -33,404   -1,399     -423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.1      0.5     98.1     98.7     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        1        2       53       39       56       41                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,544
COMMITMENTS
     248    6,527      315  328,646  321,335  329,209  328,177    5,335    6,367

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -8,345)
    -554    1,353     -241   -7,074   -7,833   -7,869   -6,721     -476   -1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.0      0.1     98.2     96.1     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        3        2       40       46       43       49                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      244,342
COMMITMENTS
       0    2,367      795  234,857  239,499  235,652  242,661    8,690    1,681

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -21,320)
  -1,118      184     -131  -20,134  -21,318  -21,383  -21,265       63      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.3     96.1     98.0     96.4     99.3      3.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       0        3        2       41       41       43       44                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,486
COMMITMENTS
   1,319        0    1,814   76,676   73,064   79,809   74,878    3,677    8,608

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -14,769)
     646   -3,067     -907  -13,788   -9,381  -14,049  -13,355     -720   -1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      2.2     91.8     87.5     95.6     89.7      4.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       19       21       21       23                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,062
COMMITMENTS
     560   12,862    1,889   98,274   87,997  100,723  102,748    4,339    2,314

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -11,243)
     349   -2,067     -421  -10,670   -7,131  -10,742   -9,619     -501   -1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     12.2      1.8     93.5     83.8     95.9     97.8      4.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        4       31       28       35       34                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,445
COMMITMENTS
     191    2,869      810   79,110   81,025   80,111   84,704   10,334    5,741

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -10,261)
       0   -2,450        0  -10,497   -5,961  -10,497   -8,411      236   -1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      3.2      0.9     87.5     89.6     88.6     93.7     11.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       19       18       20       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      135,808
COMMITMENTS
       0        0        0  129,559  129,536  129,559  129,536    6,249    6,272

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -11,961)
       0        0        0  -11,965  -10,960  -11,965  -10,960        4   -1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.4     95.4     95.4     95.4      4.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       25       26       25       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,695
COMMITMENTS
       0        0        0   49,249   52,770   49,249   52,770    7,446    3,925

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -10,555)
       0        0        0   -9,980  -10,920   -9,980  -10,920     -575      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.9     93.1     86.9     93.1     13.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       14       18       14                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      377,148
COMMITMENTS
   3,344    8,514    2,789  363,934  355,665  370,067  366,968    7,081   10,180

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -20,585)
     527     -661     -474  -20,197  -18,202  -20,144  -19,337     -441   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      2.3      0.7     96.5     94.3     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        3        1       49       43       53       47                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,328
COMMITMENTS
     842    1,872      804   60,982   64,416   62,628   67,092    8,700    4,236

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -5,650)
     842   -4,433      355   -6,981   -1,215   -5,784   -5,293      134     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.6      1.1     85.5     90.3     87.8     94.1     12.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       17       17       20       21                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,919
COMMITMENTS
   3,863    1,420    1,027   53,683   56,732   58,573   59,179    4,346    3,740

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -5,442)
    -434   -1,630     -396   -3,587   -2,218   -4,417   -4,244   -1,025   -1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      2.3      1.6     85.3     90.2     93.1     94.1      6.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       17       17       20       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,434
COMMITMENTS
     806      992        0   30,889   29,455   31,695   30,447      739    1,987

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -47,498)
 -14,766   -7,980        0  -32,228  -40,900  -46,994  -48,880     -504    1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      3.1      0.0     95.2     90.8     97.7     93.9      2.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       17       16       18       17                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,731
COMMITMENTS
  15,572    8,972        0   54,583   61,333   70,155   70,305      576      426

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -45,168)
  -8,187  -10,397     -772  -35,616  -33,077  -44,575  -44,246     -593     -922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     12.7      0.0     77.2     86.7     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        7        0       30       29       35       36                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,824
COMMITMENTS
       0      780        0   33,764   30,736   33,764   31,516       60    2,308

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -14,570)
       0       93      -93  -14,229  -14,937  -14,322  -14,937     -248      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     99.8     90.9     99.8     93.2      0.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       16       21       16       22                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      214,113
COMMITMENTS
       0      298      828  208,575  203,094  209,403  204,220    4,710    9,893

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -7,647)
       0     -185      -83   -7,485   -7,162   -7,568   -7,430      -79     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.4     97.4     94.9     97.8     95.4      2.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        1       34       32       35       33                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,988
COMMITMENTS
   1,101    2,093      360   37,544   36,450   39,005   38,903    4,983    5,085

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -5,123)
     390    2,093     -123   -4,497   -5,366   -4,230   -3,396     -893   -1,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      4.8      0.8     85.4     82.9     88.7     88.4     11.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       17       18       19       20                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,514
COMMITMENTS
       0    2,357      953   78,139   74,299   79,092   77,609    4,422    5,905

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -11,242)
       0   -1,922       58  -10,894   -9,500  -10,836  -11,364     -406      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      1.1     93.6     89.0     94.7     92.9      5.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       22       27       23       28                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,934
COMMITMENTS
   8,148        0      578  105,129  111,957  113,855  112,535    5,079    6,399

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -8,323)
    -575        0      -30   -6,725   -7,623   -7,330   -7,653     -993     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.0      0.5     88.4     94.1     95.7     94.6      4.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       20       16       23       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,696
COMMITMENTS
       0        0        0   86,985   90,366   86,985   90,366    5,711    2,330

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -4,469)
    -240        0        0   -5,422   -4,441   -5,662   -4,441    1,193      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.8     97.5     93.8     97.5      6.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       16       19       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,079
COMMITMENTS
     763        0        0   91,974   96,048   92,737   96,048    5,342    2,031

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -7,885)
    -782        0        0   -6,818   -6,836   -7,600   -6,836     -285   -1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     93.8     97.9     94.6     97.9      5.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       19       22       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,334
COMMITMENTS
   2,608      868    1,017   85,523   92,389   89,148   94,274   16,186   11,060

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -11,417)
   1,633   -3,300   -2,186  -12,252   -7,766  -12,805  -13,252    1,388    1,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.8      1.0     81.2     87.7     84.6     89.5     15.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       25       27       27       30                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,473
COMMITMENTS
   3,332        0        0   29,781   33,628   33,113   33,628    1,360      845

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -13,113)
  -2,288        0        0  -10,536  -13,404  -12,824  -13,404     -289      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      0.0      0.0     86.4     97.5     96.1     97.5      3.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       16       16       19       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       38,205
COMMITMENTS
     330        0        0   36,995   38,023   37,325   38,023      880      182

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -10,672)
       0     -434        0  -10,697  -10,176  -10,697  -10,610       25      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.0     96.8     99.5     97.7     99.5      2.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       18       13       19       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      177,208
COMMITMENTS
   8,055    5,465    1,894  160,589  164,186  170,538  171,545    6,670    5,663

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -17,832)
    -632      253     -400  -16,878  -18,410  -17,910  -18,557       78      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      3.1      1.1     90.6     92.7     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        6        5       43       36       48       45                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      104,291
COMMITMENTS
   3,023        0        0   94,037   97,614   97,060   97,614    7,231    6,677

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -3,352)
     702        0      -60   -2,394   -5,012   -1,752   -5,072   -1,600    1,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.0     90.2     93.6     93.1     93.6      6.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       21       21       21                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,640
COMMITMENTS
       0        0        0   77,478   78,512   77,478   78,512    6,162    5,128

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      4,665)
       0        0        0    4,353    5,201    4,353    5,201      312     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.6     93.9     92.6     93.9      7.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       19       20       19                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       65,845
COMMITMENTS
     242        0      270   59,344   59,807   59,856   60,077    5,989    5,768

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -8,589)
     -57        0     -184   -7,676   -8,473   -7,917   -8,657     -672       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.4     90.1     90.8     90.9     91.2      9.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       17       22       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      112,683
COMMITMENTS
   6,087        0        0   96,504  111,269  102,591  111,269   10,092    1,414

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -6,959)
   1,600        0        0   -6,848   -6,616   -5,248   -6,616   -1,711     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.0      0.0     85.6     98.7     91.0     98.7      9.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       24       16       26       16                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      158,105
COMMITMENTS
  30,878    9,261   12,980  113,658  135,128  157,516  157,369      589      736

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -6,530)
    -196      -83     -845   -5,605   -5,586   -6,645   -6,514      115      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      5.9      8.2     71.9     85.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14       12       20       46       48       69       71                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       42,221
COMMITMENTS
   1,619      391      946   39,656   40,884   42,221   42,221        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -4,236)
    -156     -190     -246   -3,835   -3,800   -4,236   -4,236        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.9      2.2     93.9     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       23       22       27       26                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      332,978
COMMITMENTS
   1,616    5,072      320  331,042  327,586  332,978  332,978        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -39,008)
    -624   -7,488        0  -38,384  -31,520  -39,008  -39,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.5      0.1     99.4     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       22       21       24       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,534,436
COMMITMENTS
  29,623   83,619   65,934  1438879  1384883  1534436  1534436        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -58,303)
   1,176  -12,301    2,902  -61,180  -47,703  -57,102  -57,102   -1,201   -1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      5.4      4.3     93.8     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        7        5       38       39       45       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       72,395
COMMITMENTS
   4,107    5,174    3,629   64,659   63,431   72,395   72,233        0      162

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        960)
    -381      -26      482      859      342      960      798        0      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      7.1      5.0     89.3     87.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        5        6       26       26       36       34                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      315,897
COMMITMENTS
   2,528        8      320  313,049  313,073  315,897  313,401        0    2,496

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        321)
       0        0        0      321   -2,175      321   -2,175        0    2,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.1     99.1     99.1    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       17       19       18                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      428,653
COMMITMENTS
   4,241    2,248    8,632  415,780  417,773  428,653  428,653        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -17,184)
  -1,504      384        0  -15,680  -17,568  -17,184  -17,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.5      2.0     97.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        1       29       26       32       28                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       31,471
COMMITMENTS
     729       42      719   29,373   30,186   30,821   30,947      650      524

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -3,179)
    -457     -165      -64   -2,923   -3,029   -3,444   -3,258      265       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.1      2.3     93.3     95.9     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        1        2       23       24       29       27                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,285
COMMITMENTS
     140        0        0   50,762   51,265   50,902   51,265      383       20

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -4,706)
     -50        0        0   -4,629   -4,705   -4,679   -4,705      -27       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     99.0    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       30       29       31       29                  
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        4,300
COMMITMENTS
   1,100      150      150    2,900    4,000    4,150    4,300      150        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6      3.5      3.5     67.4     93.0     96.5    100.0      3.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       13       11       16       12                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,824
COMMITMENTS
      40       25        0   72,383   72,680   72,423   72,705      401      119

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -8,501)
    -882       25        0   -7,825   -8,525   -8,707   -8,500      206       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     99.4     99.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       33       30       34       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,401
COMMITMENTS
     525    1,175        0   26,292   26,106   26,817   27,281      584      120

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,523)
       0        0        0    1,483    1,523    1,483    1,523       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      4.3      0.0     96.0     95.3     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       19       16       21       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      300,312
COMMITMENTS
  11,944        0      384  287,984  299,928  300,312  300,312        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      5,440)
       0        0        0    5,440    5,440    5,440    5,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      0.1     95.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       24       18       26       19                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,623
COMMITMENTS
   1,540    1,856      240    7,819    7,506    9,599    9,602       24       21

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        107)
       0        0        0      128      170      128      170      -21      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     19.3      2.5     81.3     78.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        2       20       20       26       22                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,340
COMMITMENTS
   3,750        0        0    6,470   10,160   10,220   10,160      120      180

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.3      0.0      0.0     62.6     98.3     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       10       15       14       15                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,085
COMMITMENTS
   1,275      300      480    7,750    9,125    9,505    9,905      580      180

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,085)
    -515      -75        0     -655   -1,170   -1,170   -1,245       85      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      3.0      4.8     76.8     90.5     94.2     98.2      5.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       11       13       13       17                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,670
COMMITMENTS
     450    1,625        0   37,150   35,925   37,600   37,550       70      120

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,753)
       0        0        0    1,683    1,753    1,683    1,753       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      4.3      0.0     98.6     95.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        0       24       26       27       29                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,509
COMMITMENTS
     710       75        0   24,559   25,334   25,269   25,409      240      100

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        480)
       0        0        0      480      480      480      480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.3      0.0     96.3     99.3     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        0       25       23       28       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       21,939
COMMITMENTS
     115    1,126      214   21,052   20,021   21,381   21,361      558      578

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -313)
       0        0        0     -313     -313     -313     -313        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      5.1      1.0     96.0     91.3     97.5     97.4      2.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        1       25       23       27       28                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,141
COMMITMENTS
   1,331    2,060    1,777   51,486   51,179   54,594   55,016      547      125

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        327)
       0      100       20     -240      212     -220      332      547       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      3.7      3.2     93.4     92.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        3       34       27       38       31                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,418
COMMITMENTS
   1,789   11,392    1,099   68,109   58,807   70,997   71,298      421      120

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        398)
       5      482     -149      171      -30       27      303      371       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     16.0      1.5     95.4     82.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        8        7       37       33       47       44                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,960
COMMITMENTS
     665        0        0   46,275   46,960   46,940   46,960       20        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -5,190)
     -95        0        0   -5,090   -5,190   -5,185   -5,190       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     98.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       27       10       28       10                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,875
COMMITMENTS
   1,165        0        0   51,690   52,875   52,855   52,875       20        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -6,140)
    -180        0        0   -5,955   -6,140   -6,135   -6,140       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.0     97.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       26       15       27       15                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      340,842
COMMITMENTS
  54,018   17,361    5,820  276,868  315,781  336,706  338,962    4,136    1,880

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        794)
    -362        0      770   -3,750   -1,856   -3,342   -1,086    4,136    1,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      5.1      1.7     81.2     92.6     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        2       28       30       32       34                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,214
COMMITMENTS
   2,994    2,277    1,754   21,924   22,899   26,671   26,929      543      285

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        149)
     395     -107      -89     -595      211     -288       16      437      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      8.4      6.4     80.6     84.1     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        5        7       26       31       33       40                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       33,249
COMMITMENTS
   1,988      338       26   31,235   32,885   33,249   33,249        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:         78)
      52       26        0       26       52       78       78        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      1.0      0.1     93.9     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        5        1       15       13       19       19                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      276,022
COMMITMENTS
     760   20,385        0  275,262  255,637  276,022  276,022        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -8,945)
       0        0        0   -8,945   -8,945   -8,945   -8,945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      7.4      0.0     99.7     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        0       20       17       21       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       19,444
COMMITMENTS
     252    1,018        0   19,088   17,922   19,340   18,940      104      504

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,411)
    -138     -115        0   -1,250   -1,393   -1,388   -1,508      -23       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      5.2      0.0     98.2     92.2     99.5     97.4      0.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       17       19       18                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       10,962
COMMITMENTS
   1,193        0      617    8,880    9,248   10,690    9,865      272    1,097

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -690)
    -317     -207      -23     -404     -274     -744     -504       54     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      0.0      5.6     81.0     84.4     97.5     90.0      2.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        2       18       17       22       19                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      129,655
COMMITMENTS
   4,281    1,658    1,944  123,046  125,669  129,271  129,271      384      384

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -18,416)
    -744        0     -376  -17,296  -18,040  -18,416  -18,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      1.3      1.5     94.9     96.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       15       14       19       16                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,048
COMMITMENTS
     230    1,895      319   16,248   14,328   16,797   16,542      251      506

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -996)
      94     -512     -161     -881     -296     -948     -969      -48      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     11.1      1.9     95.3     84.0     98.5     97.0      1.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        4        3       20       26       23       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      182,249
COMMITMENTS
     768    9,318      408  181,073  172,523  182,249  182,249        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -18,888)
    -768     -368        0  -18,120  -18,520  -18,888  -18,888        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      5.1      0.2     99.4     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       18       19       20       21                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,640
COMMITMENTS
       0      325      200   10,380   10,095   10,580   10,620       60       20

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -745)
     -50     -250      150     -845     -640     -745     -740        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      1.9     97.6     94.9     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       17       13       18       16                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       27,634
COMMITMENTS
   1,550      610    1,309   24,775   25,715   27,634   27,634        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -175)
     324     -249    1,050   -1,549     -976     -175     -175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      2.2      4.7     89.7     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       19       17       21       21                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      235,418
COMMITMENTS
       0    4,184        0  235,418  231,234  235,418  235,418        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -8,424)
       0        0        0   -8,424   -8,424   -8,424   -8,424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0    100.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       17       15       18                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,650
COMMITMENTS
     400    1,580        0    9,690    9,050   10,090   10,630      560       20

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -845)
       0     -100        0   -1,245     -740   -1,245     -840      400       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     14.8      0.0     91.0     85.0     94.7     99.8      5.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       13       14       14                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,030
COMMITMENTS
     205    1,580      155   10,210    9,265   10,570   11,000      460       30

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,705)
    -100   -1,015        0   -2,005     -675   -2,105   -1,690      400      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     14.3      1.4     92.6     84.0     95.8     99.7      4.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       14       16       16                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      742,310
COMMITMENTS
  71,026   23,955  128,888  541,384  589,467  741,298  742,310    1,012        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -239)
   5,254   -4,337   -1,742   -3,618    5,840     -106     -239     -133        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      3.2     17.4     72.9     79.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        6       20       19       28       26                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,115
COMMITMENTS
       0        0        0   15,840   16,095   15,840   16,095      275       20

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,495)
       0        0        0   -1,580   -1,495   -1,580   -1,495       85        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.3     99.9     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       13       15       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,046
COMMITMENTS
     200        0       50   18,676   18,996   18,926   19,046      120        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,910)
    -425        0        0   -1,485   -1,910   -1,910   -1,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.3     98.1     99.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       18       16       20       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,279
COMMITMENTS
     150       50        0   12,862   13,229   13,012   13,279      267        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,208)
     -25     -125        0   -1,160   -1,083   -1,185   -1,208      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.4      0.0     96.9     99.6     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       16       14       18       15                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,670
COMMITMENTS
       0      400        0   19,270   19,100   19,270   19,500      400      170

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,950)
       0     -250        0   -2,260   -1,700   -2,260   -1,950      310        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     98.0     97.1     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       14       14       14       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,140
COMMITMENTS
       0      140       75   16,800   16,885   16,875   17,100      265       40

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,470)
       0      -10        0   -1,425   -1,450   -1,425   -1,460      -45      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.4     98.0     98.5     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       11       16       12                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,587
COMMITMENTS
     435        0       40   17,837   18,507   18,312   18,547      275       40

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,640)
    -125        0        0   -1,465   -1,630   -1,590   -1,630      -50      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.0      0.2     96.0     99.6     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       10       16       11                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       97,358
COMMITMENTS
   3,565    1,445      170   93,623   95,608   97,358   97,223        0      135

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -9,929)
    -460      110     -225   -9,244   -9,794   -9,929   -9,909        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.5      0.2     96.2     98.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        2       37       34       43       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      111,949
COMMITMENTS
   3,230    2,520    1,365  107,339  107,919  111,934  111,804       15      145

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    -11,249)
    -295   -1,541     -140  -10,814   -9,563  -11,249  -11,244        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.3      1.2     95.9     96.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        5        5       44       37       51       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      174,244
COMMITMENTS
   9,804   16,390   10,972  153,399  146,830  174,176  174,192       68       52

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -6,682)
     350   -1,252   -1,014   -6,019   -4,426   -6,683   -6,692        1       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      9.4      6.3     88.0     84.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9       12       12       44       46       59       64                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      120,919
COMMITMENTS
   6,067    4,057    2,157  112,632  114,705  120,856  120,919       63        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -3,057)
   2,124       15      442   -5,616   -3,504   -3,050   -3,047       -7      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      3.4      1.8     93.1     94.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        5        4       37       34       42       41                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,995
COMMITMENTS
   1,685      950      165   33,135   33,880   34,985   34,995       10        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -2,100)
      75        0     -135   -2,040   -1,965   -2,100   -2,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      2.7      0.5     94.7     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       25       14       27       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,940
COMMITMENTS
   1,085      220      130   29,725   30,590   30,940   30,940        0        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,565)
      20       20      -70   -1,505   -1,515   -1,555   -1,565      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.7      0.4     96.1     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       25       13       27       16                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       33,860
COMMITMENTS
   1,200        0      250   32,236   33,445   33,686   33,695      174      165

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,505)
       0        0        0   -1,485   -1,490   -1,485   -1,490      -20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      0.7     95.2     98.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       29       28       31       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       15,801
COMMITMENTS
     525        0        0   15,276   15,671   15,801   15,671        0      130

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,120)
       0        0        0    1,120    1,120    1,120    1,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.0     96.7     99.2    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       21       17       23       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,423
COMMITMENTS
   2,334    2,269      421   23,623   23,698   26,378   26,388       45       35

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,657)
    -224     -157     -170   -1,108   -1,265   -1,502   -1,592     -155      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      8.6      1.6     89.4     89.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        2       26       24       32       27                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,724
COMMITMENTS
   1,466        0       53   17,990   19,351   19,509   19,404      215      320

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,060)
    -100        0      -10     -820   -1,355     -930   -1,365     -130      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.0      0.3     91.2     98.1     98.9     98.4      1.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       21       22       24       24                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,643
COMMITMENTS
   1,312    3,245    1,306   31,711   30,080   34,329   34,631      314       12

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -2,860)
      40     -227     -380   -2,478   -2,228   -2,818   -2,835      -42      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      9.4      3.8     91.5     86.8     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        5       27       28       33       33                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,041
COMMITMENTS
     160       35       30   20,413   20,976   20,603   21,041      438        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,014)
     -45       25      -15     -939   -1,022     -999   -1,012      -15       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.2      0.1     97.0     99.7     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       27       21       28       23                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,325
COMMITMENTS
       0    2,363      196   24,009   21,766   24,205   24,325      120        0

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        101)
       0       39     -174      306      246      132      111      -31      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.7      0.8     98.7     89.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       22       16       23       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,324
COMMITMENTS
     129      200        0   14,639   15,032   14,768   15,232      556       92

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -490)
     -35      -50        0     -505     -426     -540     -476       50      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.3      0.0     95.5     98.1     96.4     99.4      3.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       19       16       20       18                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,518
COMMITMENTS
     100      500      300   35,784   35,663   36,184   36,463      334       55

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,925)
       0        0        0   -1,905   -1,915   -1,905   -1,915      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.4      0.8     98.0     97.7     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       28       26       30       28                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,344
COMMITMENTS
     436      150       18   14,190   15,029   14,644   15,197      700      147

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -805)
     -13        0       -7     -755     -790     -775     -797      -30       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      1.0      0.1     92.5     97.9     95.4     99.0      4.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       17       20       19                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       12,674
COMMITMENTS
     941        0       18   11,695   12,632   12,654   12,650       20       24

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,036)
     -84        0        0     -947   -1,060   -1,031   -1,060       -5       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.0      0.1     92.3     99.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       19       23       20                  
 
 
ERCOT NORTH 345KV REAL-TIME PK - ICE FUTURES ENERGY DIV              Code-064IAN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        2,909
COMMITMENTS
       0       80        0    2,734    2,587    2,734    2,667      175      242

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.0     94.0     88.9     94.0     91.7      6.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       14        9       14       11                  



Updated September 9, 2016