COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    93,046:    27,638     29,127      7,717      9,606      6,350        488     26,821      4,248     35,894      6,455      9,419:    1,292     1,020
Old  :    93,046:    27,638     29,127      7,717      9,606      6,350        488     26,821      4,248     35,894      6,455      9,419:    1,292     1,020
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       968:       621        628       -175         54        -92         60      2,486       -460        865     -1,787         65:       84        74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.7       31.3        8.3       10.3        6.8        0.5       28.8        4.6       38.6        6.9       10.1:      1.4       1.1
Old  :     100.0:      29.7       31.3        8.3       10.3        6.8        0.5       28.8        4.6       38.6        6.9       10.1:      1.4       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        17         15          .          .          5          .          6          4         17         11         19:
Old  :        58:        17         15          .          .          5          .          6          4         17         11         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       38.9       60.3       62.4       27.2       27.8       42.1       42.0
Old  :                 39.5       38.9       60.3       62.4       27.2       27.8       42.1       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    19,439:     2,144      8,614          0      3,032        701        403      2,545      2,062     12,477      1,239      1,166:      486        80
Old  :    19,439:     2,144      8,614          0      3,032        701        403      2,545      2,062     12,477      1,239      1,166:      486        80
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       980:       100        350          0          0        -15          0        240        255        810        200        -30:     -140       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.0       44.3        0.0       15.6        3.6        2.1       13.1       10.6       64.2        6.4        6.0:      2.5       0.4
Old  :     100.0:      11.0       44.3        0.0       15.6        3.6        2.1       13.1       10.6       64.2        6.4        6.0:      2.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        11          8          0          4          .          .          .          .         13          .         10:
Old  :        35:        11          8          0          4          .          .          .          .         13          .         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       59.0       71.6       78.8       51.6       48.6       62.8       65.1
Old  :                 55.7       59.0       71.6       78.8       51.6       48.6       62.8       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 TONS)                                                                                               :
     :          :    Positions                                                                                                           :
All  :     9,734:     1,755      1,096      1,028        693      2,364        285        762      2,036        488      1,006      1,779:        0         0
Old  :     9,734:     1,755      1,096      1,028        693      2,364        285        762      2,036        488      1,006      1,779:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :        53:        20        -65         35        -18          1         57        142          2        -88        -36         26:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.0       11.3       10.6        7.1       24.3        2.9        7.8       20.9        5.0       10.3       18.3:      0.0       0.0
Old  :     100.0:      18.0       11.3       10.6        7.1       24.3        2.9        7.8       20.9        5.0       10.3       18.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:         9          8          .          .          4          .          .          .         10          8         13:
Old  :        35:         9          8          .          .          4          .          .          .         10          8         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       53.7       72.9       75.9       18.6       17.9       23.4       24.3
Old  :                 47.8       53.7       72.9       75.9       18.6       17.9       23.4       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   159,524:    87,930    105,918      9,296     12,718     17,110     20,114      1,639      2,942     11,586      8,525      9,893:      652       779
Old  :   159,524:    87,930    105,918      9,296     12,718     17,110     20,114      1,639      2,942     11,586      8,525      9,893:      652       779
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     1,419:       529        844         79       -298         71        187        161        -10        635        742       -135:       63        43
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.1       66.4        5.8        8.0       10.7       12.6        1.0        1.8        7.3        5.3        6.2:      0.4       0.5
Old  :     100.0:      55.1       66.4        5.8        8.0       10.7       12.6        1.0        1.8        7.3        5.3        6.2:      0.4       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        76:        41         43          .          .          4          6          .          6          7         11         14:
Old  :        76:        41         43          .          .          4          6          .          6          7         11         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       32.5       64.1       53.2       31.9       24.5       40.4       34.9
Old  :                 48.9       32.5       64.1       53.2       31.9       24.5       40.4       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    43,540:    32,249     35,114      3,446      2,461      4,628          0        401        136      2,281          0        800:        0         0
Old  :    43,540:    32,249     35,114      3,446      2,461      4,628          0        401        136      2,281          0        800:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     1,318:       102      1,774         23       -998        542          0         10        -10        662          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.1       80.6        7.9        5.7       10.6        0.0        0.9        0.3        5.2        0.0        1.8:      0.0       0.0
Old  :     100.0:      74.1       80.6        7.9        5.7       10.6        0.0        0.9        0.3        5.2        0.0        1.8:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        21         20          .          .          .          0          .          .          .          0          .:
Old  :        33:        21         20          .          .          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       47.0       77.7       74.4       39.8       31.6       50.7       46.8
Old  :                 50.3       47.0       77.7       74.4       39.8       31.6       50.7       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   344,785:   288,999    295,146     25,987     13,528     24,055      5,424          0          0          0     11,736        320:        0         0
Old  :   344,785:   288,999    295,146     25,987     13,528     24,055      5,424          0          0          0     11,736        320:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    11,807:     7,343      4,815        656        328          0      3,808          0          0          0      6,664          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       85.6        7.5        3.9        7.0        1.6        0.0        0.0        0.0        3.4        0.1:      0.0       0.0
Old  :     100.0:      83.8       85.6        7.5        3.9        7.0        1.6        0.0        0.0        0.0        3.4        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        20         18          .          .          .          .          0          0          0          .          .:
Old  :        29:        20         18          .          .          .          .          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       50.2       76.5       82.9       48.2       50.0       60.1       65.4
Old  :                 52.6       50.2       76.5       82.9       48.2       50.0       60.1       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,539,502: 1,230,108  1,221,616    179,072    138,998     31,940      1,942      9,025     65,557     28,145     69,628      2,738:        0         0
Old  : 1,539,502: 1,230,108  1,221,616    179,072    138,998     31,940      1,942      9,025     65,557     28,145     69,628      2,738:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     5,066:    -6,941     12,706      6,068     -8,148      3,113          0     -4,966      2,769        464          0       -408:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.9       79.4       11.6        9.0        2.1        0.1        0.6        4.3        1.8        4.5        0.2:      0.0       0.0
Old  :     100.0:      79.9       79.4       11.6        9.0        2.1        0.1        0.6        4.3        1.8        4.5        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        34         35          .          .          4          .          .          .          5          4          .:
Old  :        59:        34         35          .          .          4          .          .          .          5          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       43.7       67.0       64.5       37.7       37.0       47.4       49.6
Old  :                 46.2       43.7       67.0       64.5       37.7       37.0       47.4       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    64,873:    42,245     48,058      8,090      2,830      6,277      2,217      2,440        356      2,608      1,832      3,080:        0         0
Old  :    64,873:    42,245     48,058      8,090      2,830      6,277      2,217      2,440        356      2,608      1,832      3,080:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -7,522:    -7,406     -6,126        736      1,238     -1,377        274     -1,048          0        444        146       -193:        0      -162
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.1       74.1       12.5        4.4        9.7        3.4        3.8        0.5        4.0        2.8        4.7:      0.0       0.0
Old  :     100.0:      65.1       74.1       12.5        4.4        9.7        3.4        3.8        0.5        4.0        2.8        4.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        25         20          .          .          .          .          .          .          5          4          6:
Old  :        42:        25         20          .          .          .          .          .          .          5          4          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       61.2       75.6       80.7       48.4       51.5       62.4       63.1
Old  :                 55.4       61.2       75.6       80.7       48.4       51.5       62.4       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   287,631:   186,952    225,341     37,117          0     61,962          0          0          0      1,280          8        320:        0         0
Old  :   287,631:   186,952    225,341     37,117          0     61,962          0          0          0      1,280          8        320:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :   -28,266:    -5,396    -34,409    -30,261          0      8,639          0          0          0     -1,248          0          0:        0    -2,496
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.0       78.3       12.9        0.0       21.5        0.0        0.0        0.0        0.4        0.0        0.1:      0.0       0.0
Old  :     100.0:      65.0       78.3       12.9        0.0       21.5        0.0        0.0        0.0        0.4        0.0        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         15          .          0          .          0          0          0          .          .          .:
Old  :        24:        14         15          .          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       71.6       92.4       88.1       48.7       54.7       62.1       62.0
Old  :                 65.0       71.6       92.4       88.1       48.7       54.7       62.1       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   447,162:   339,303    387,146     55,242      9,392     39,744      3,040        728      8,632      1,201      1,520          0:        0         0
Old  :   447,162:   339,303    387,146     55,242      9,392     39,744      3,040        728      8,632      1,201      1,520          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    18,509:    16,598     18,509      1,911          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       86.6       12.4        2.1        8.9        0.7        0.2        1.9        0.3        0.3        0.0:      0.0       0.0
Old  :     100.0:      75.9       86.6       12.4        2.1        8.9        0.7        0.2        1.9        0.3        0.3        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        26         22          .          .          .          .          .          .          .          .          0:
Old  :        41:        26         22          .          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       59.6       70.7       79.3       38.4       54.4       55.0       64.6
Old  :                 45.6       59.6       70.7       79.3       38.4       54.4       55.0       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    31,955:    25,027     29,201      3,339          0      1,703        414          0        423        337         42         41:      671       545
Old  :    31,955:    25,027     29,201      3,339          0      1,703        414          0        423        337         42         41:      671       545
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       484:       441        633        170          0         85          1          0       -255         21          0          0:       21        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       91.4       10.4        0.0        5.3        1.3        0.0        1.3        1.1        0.1        0.1:      2.1       1.7
Old  :     100.0:      78.3       91.4       10.4        0.0        5.3        1.3        0.0        1.3        1.1        0.1        0.1:      2.1       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        20         22          .          0          .          .          0          .          4          .          .:
Old  :        37:        20         22          .          0          .          .          0          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       60.7       69.1       78.3       42.0       56.7       60.9       69.4
Old  :                 46.2       60.7       69.1       78.3       42.0       56.7       60.9       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    52,795:    35,279     36,030     15,508     15,200      1,545          0          0          0        140          0          0:      323        20
Old  :    52,795:    35,279     36,030     15,508     15,200      1,545          0          0          0        140          0          0:      323        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     1,510:       205      2,725      1,480     -1,100       -115          0          0          0          0          0          0:      -60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       68.2       29.4       28.8        2.9        0.0        0.0        0.0        0.3        0.0        0.0:      0.6       0.0
Old  :     100.0:      66.8       68.2       29.4       28.8        2.9        0.0        0.0        0.0        0.3        0.0        0.0:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        27         27          .          .          .          0          0          0          .          0          0:
Old  :        39:        27         27          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       59.6       74.2       73.1       57.3       57.9       68.6       70.5
Old  :                 57.9       59.6       74.2       73.1       57.3       57.9       68.6       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    74,499:    54,310     52,565     18,738     20,720      1,070          0          0          0         40         25          0:      341       119
Old  :    74,499:    54,310     52,565     18,738     20,720      1,070          0          0          0         40         25          0:      341       119
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     1,675:      -670      2,600      2,615       -715       -210          0          0          0          0          0          0:      -60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.9       70.6       25.2       27.8        1.4        0.0        0.0        0.0        0.1        0.0        0.0:      0.5       0.2
Old  :     100.0:      72.9       70.6       25.2       27.8        1.4        0.0        0.0        0.0        0.1        0.0        0.0:      0.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        30         28          .          .          .          0          0          0          .          .          0:
Old  :        42:        30         28          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       63.6       70.8       78.2       52.9       61.3       68.2       74.7
Old  :                 53.1       63.6       70.8       78.2       52.9       61.3       68.2       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    26,032:    19,367     21,622      3,090        410      2,805          0          0          0        200      1,075          0:      570       120
Old  :    26,032:    19,367     21,622      3,090        410      2,805          0          0          0        200      1,075          0:      570       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,369:    -2,980     -1,084      1,950       -185          0          0          0          0       -325       -100          0:      -14         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       83.1       11.9        1.6       10.8        0.0        0.0        0.0        0.8        4.1        0.0:      2.2       0.5
Old  :     100.0:      74.4       83.1       11.9        1.6       10.8        0.0        0.0        0.0        0.8        4.1        0.0:      2.2       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         13          .          .          .          0          0          0          .          .          0:
Old  :        27:        16         13          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       71.3       80.6       89.6       52.2       70.1       71.2       79.6
Old  :                 54.0       71.3       80.6       89.6       52.2       70.1       71.2       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   291,576:   201,896    281,064     67,224          0     10,128      7,096          0          0      4,848          0        384:        0         0
Old  :   291,576:   201,896    281,064     67,224          0     10,128      7,096          0          0      4,848          0        384:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -8,736:    -5,728     -8,736     -3,008          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       96.4       23.1        0.0        3.5        2.4        0.0        0.0        1.7        0.0        0.1:      0.0       0.0
Old  :     100.0:      69.2       96.4       23.1        0.0        3.5        2.4        0.0        0.0        1.7        0.0        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        22         18          .          0          .          .          0          0          .          0          .:
Old  :        32:        22         18          .          0          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       74.3       67.3       90.1       42.6       64.8       60.7       74.3
Old  :                 45.7       74.3       67.3       90.1       42.6       64.8       60.7       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :     7,815:     5,935      5,154         90      1,201        127      1,135          0         87        336      1,120         84:       21        42
Old  :     7,815:     5,935      5,154         90      1,201        127      1,135          0         87        336      1,120         84:       21        42
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,808:    -1,667       -932          0        -92          0         23          0        -69        -92       -736          0:       -3        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       66.0        1.2       15.4        1.6       14.5        0.0        1.1        4.3       14.3        1.1:      0.3       0.5
Old  :     100.0:      75.9       66.0        1.2       15.4        1.6       14.5        0.0        1.1        4.3       14.3        1.1:      0.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         13          .          .          .          .          0          .          .          .          .:
Old  :        27:        15         13          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       67.1       68.0       84.6       39.7       62.2       62.8       73.8
Old  :                 39.8       67.1       68.0       84.6       39.7       62.2       62.8       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     8,665:     5,335      6,235          0      2,190         60      1,800          0          0      1,350          0          0:      120       180
Old  :     8,665:     5,335      6,235          0      2,190         60      1,800          0          0      1,350          0          0:      120       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,675:    -1,075       -625          0     -1,050          0          0          0          0       -600          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.6       72.0        0.0       25.3        0.7       20.8        0.0        0.0       15.6        0.0        0.0:      1.4       2.1
Old  :     100.0:      61.6       72.0        0.0       25.3        0.7       20.8        0.0        0.0       15.6        0.0        0.0:      1.4       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         9         13          0          .          .          .          0          0          .          0          0:
Old  :        22:         9         13          0          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       59.1       78.5       81.8       45.0       50.5       71.6       64.2
Old  :                 46.7       59.1       78.5       81.8       45.0       50.5       71.6       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    11,205:     7,595      7,415          0      1,505      1,275        250          0         50      1,025        350        430:      580       180
Old  :    11,205:     7,595      7,415          0      1,505      1,275        250          0         50      1,025        350        430:      580       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     1,120:       820        620          0        150        300          0          0          0          0         50          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       66.2        0.0       13.4       11.4        2.2        0.0        0.4        9.1        3.1        3.8:      5.2       1.6
Old  :     100.0:      67.8       66.2        0.0       13.4       11.4        2.2        0.0        0.4        9.1        3.1        3.8:      5.2       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10         10          0          .          .          .          0          .          .          .          .:
Old  :        20:        10         10          0          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       70.4       82.0       86.5       29.9       35.3       43.7       45.7
Old  :                 56.0       70.4       82.0       86.5       29.9       35.3       43.7       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,119:    26,259     30,444      4,900          0      3,080          0         75          0        350      1,400          0:      530       120
Old  :    35,119:    26,259     30,444      4,900          0      3,080          0         75          0        350      1,400          0:      530       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -2,551:    -5,036     -2,141      2,330        -55       -205          0          0          0       -100       -150          0:      460         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       86.7       14.0        0.0        8.8        0.0        0.2        0.0        1.0        4.0        0.0:      1.5       0.3
Old  :     100.0:      74.8       86.7       14.0        0.0        8.8        0.0        0.2        0.0        1.0        4.0        0.0:      1.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         16          .          0          .          0          .          0          .          .          0:
Old  :        33:        19         16          .          0          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       72.9       72.1       86.9       44.9       71.9       61.5       79.7
Old  :                 47.4       72.9       72.1       86.9       44.9       71.9       61.5       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                           Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    24,536:    19,041     19,296      2,850      3,290      1,685         25          0          0        660        150          0:      275       115
Old  :    24,536:    19,041     19,296      2,850      3,290      1,685         25          0          0        660        150          0:      275       115
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -973:    -1,238       -543        415       -360       -160        -25          0          0          0         75          0:       35        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       78.6       11.6       13.4        6.9        0.1        0.0        0.0        2.7        0.6        0.0:      1.1       0.5
Old  :     100.0:      77.6       78.6       11.6       13.4        6.9        0.1        0.0        0.0        2.7        0.6        0.0:      1.1       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         20          .          .          .          .          0          0          .          .          0:
Old  :        31:        20         20          .          .          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       66.5       68.3       87.7       45.9       54.8       59.0       67.8
Old  :                 49.8       66.5       68.3       87.7       45.9       54.8       59.0       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    20,560:    15,865     14,186      2,226      2,692      1,832          0        210          0          0        816        168:      469       656
Old  :    20,560:    15,865     14,186      2,226      2,692      1,832          0        210          0          0        816        168:      469       656
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,379:      -791     -1,311       -315         23        -23       -115       -209          0          0        109        -46:      -89        78
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.2       69.0       10.8       13.1        8.9        0.0        1.0        0.0        0.0        4.0        0.8:      2.3       3.2
Old  :     100.0:      77.2       69.0       10.8       13.1        8.9        0.0        1.0        0.0        0.0        4.0        0.8:      2.3       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         18          .          .          .          0          .          0          0          .          .:
Old  :        30:        19         18          .          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       55.4       70.6       76.2       39.0       47.0       59.6       59.9
Old  :                 44.4       55.4       70.6       76.2       39.0       47.0       59.6       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                                                                                              Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    52,322:    45,982     43,211      1,226      2,470      2,321          0        222          0      1,071      2,249      1,722:        0       127
Old  :    52,322:    45,982     43,211      1,226      2,470      2,321          0        222          0      1,071      2,249      1,722:        0       127
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -2,819:    -2,173     -2,450        465       -478       -249          0          0          0       -260        411        -55:     -547         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       82.6        2.3        4.7        4.4        0.0        0.4        0.0        2.0        4.3        3.3:      0.0       0.2
Old  :     100.0:      87.9       82.6        2.3        4.7        4.4        0.0        0.4        0.0        2.0        4.3        3.3:      0.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        28         23          .          .          4          0          .          0          .          .          .:
Old  :        42:        28         23          .          .          4          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       44.2       68.0       69.5       43.4       43.5       63.6       64.9
Old  :                 46.8       44.2       68.0       69.5       43.4       43.5       63.6       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                                                                                                Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    67,376:    58,514     50,168      4,431      3,632      1,672        272        386          0      1,421     10,494      1,024:       42         0
Old  :    67,376:    58,514     50,168      4,431      3,632      1,672        272        386          0      1,421     10,494      1,024:       42         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -4,042:    -2,974     -3,111        310        604       -828        150        121       -175       -246       -633        100:     -379      -120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       74.5        6.6        5.4        2.5        0.4        0.6        0.0        2.1       15.6        1.5:      0.1       0.0
Old  :     100.0:      86.8       74.5        6.6        5.4        2.5        0.4        0.6        0.0        2.1       15.6        1.5:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        30         29          .          .          .          .          .          0          5          4          5:
Old  :        55:        30         29          .          .          .          .          .          0          5          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       44.1       57.5       67.0       37.7       41.0       53.8       58.0
Old  :                 38.6       44.1       57.5       67.0       37.7       41.0       53.8       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    47,205:    36,240     42,315      8,890      3,500      1,390          0          0          0        665          0          0:       20         0
Old  :    47,205:    36,240     42,315      8,890      3,500      1,390          0          0          0        665          0          0:       20         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       245:    -1,555        245      1,800          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       89.6       18.8        7.4        2.9        0.0        0.0        0.0        1.4        0.0        0.0:      0.0       0.0
Old  :     100.0:      76.8       89.6       18.8        7.4        2.9        0.0        0.0        0.0        1.4        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        24          9          .          .          .          0          0          0          .          0          0:
Old  :        29:        24          9          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       98.0       79.8       99.6       52.4       94.6       77.2       94.7
Old  :                 55.0       98.0       79.8       99.6       52.4       94.6       77.2       94.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    53,170:    40,380     46,155     10,985      6,395        620          0          0          0      1,165          0          0:       20         0
Old  :    53,170:    40,380     46,155     10,985      6,395        620          0          0          0      1,165          0          0:       20         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       295:    -2,405        295      2,700          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       86.8       20.7       12.0        1.2        0.0        0.0        0.0        2.2        0.0        0.0:      0.0       0.0
Old  :     100.0:      75.9       86.8       20.7       12.0        1.2        0.0        0.0        0.0        2.2        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        23         14          .          .          .          0          0          0          .          0          0:
Old  :        31:        23         14          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       94.6       79.2       98.6       55.0       93.1       78.1       94.8
Old  :                 56.0       94.6       79.2       98.6       55.0       93.1       78.1       94.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   309,493:   213,328    263,910     27,568     13,478     12,335          0        816          0     51,597     14,289      4,665:        0         0
Old  :   309,493:   213,328    263,910     27,568     13,478     12,335          0        816          0     51,597     14,289      4,665:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :   -31,349:   -15,668    -24,930     -6,841          0     -1,128          0          0          0     -2,421     -2,256     -1,155:   -4,136    -1,880
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.9       85.3        8.9        4.4        4.0        0.0        0.3        0.0       16.7        4.6        1.5:      0.0       0.0
Old  :     100.0:      68.9       85.3        8.9        4.4        4.0        0.0        0.3        0.0       16.7        4.6        1.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        24         25          .          .          .          0          .          0          .          .          .:
Old  :        41:        24         25          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       48.7       76.4       69.9       47.9       47.8       66.7       66.2
Old  :                 52.0       48.7       76.4       69.9       47.9       47.8       66.7       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    25,339:    18,423     20,432        780        231      1,025         17        749        835      3,340      1,126        836:       83       106
Old  :    25,339:    18,423     20,432        780        231      1,025         17        749        835      3,340      1,126        836:       83       106
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,875:    -1,738       -755        279       -220       -236        -69        -80         50        432       -322       -133:     -460      -179
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       80.6        3.1        0.9        4.0        0.1        3.0        3.3       13.2        4.4        3.3:      0.3       0.4
Old  :     100.0:      72.7       80.6        3.1        0.9        4.0        0.1        3.0        3.3       13.2        4.4        3.3:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        20         27          .          .          .          .          .          .          .          .          5:
Old  :        44:        20         27          .          .          .          .          .          .          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       45.9       73.3       60.0       44.7       45.7       63.6       57.3
Old  :                 50.6       45.9       73.3       60.0       44.7       45.7       63.6       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    33,439:    21,899     33,210      9,321          0          0         77         50          0      2,092        129         50:        0         0
Old  :    33,439:    21,899     33,210      9,321          0          0         77         50          0      2,092        129         50:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       190:       707        325       -722          0          0          0        -54          0        181       -105         24:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       99.3       27.9        0.0        0.0        0.2        0.1        0.0        6.3        0.4        0.1:      0.0       0.0
Old  :     100.0:      65.5       99.3       27.9        0.0        0.0        0.2        0.1        0.0        6.3        0.4        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        12         14          .          0          0          .          .          0          .          .          .:
Old  :        30:        12         14          .          0          0          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.5       82.2       91.2       95.3       67.5       73.7       78.2       80.5
Old  :                 71.5       82.2       91.2       95.3       67.5       73.7       78.2       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   277,598:   223,233    221,644     39,705     21,669     13,900        760     19,184          0          0      1,201          0:        0         0
Old  :   277,598:   223,233    221,644     39,705     21,669     13,900        760     19,184          0          0      1,201          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     1,576:     5,512      1,576     -3,936          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       79.8       14.3        7.8        5.0        0.3        6.9        0.0        0.0        0.4        0.0:      0.0       0.0
Old  :     100.0:      80.4       79.8       14.3        7.8        5.0        0.3        6.9        0.0        0.0        0.4        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         14          .          .          .          .          .          0          0          .          0:
Old  :        29:        16         14          .          .          .          .          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       62.1       83.5       80.4       58.1       48.7       68.2       65.7
Old  :                 69.3       62.1       83.5       80.4       58.1       48.7       68.2       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    19,361:    15,726     17,076      2,835        360        444        252      1,018          0          0          0          0:      104       463
Old  :    19,361:    15,726     17,076      2,835        360        444        252      1,018          0          0          0          0:      104       463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       -83:       170        -42       -253          0          0          0          0          0          0          0          0:        0       -41
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.2       88.2       14.6        1.9        2.3        1.3        5.3        0.0        0.0        0.0        0.0:      0.5       2.4
Old  :     100.0:      81.2       88.2       14.6        1.9        2.3        1.3        5.3        0.0        0.0        0.0        0.0:      0.5       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         16          .          .          .          .          .          0          0          0          0:
Old  :        26:        15         16          .          .          .          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       70.1       84.6       85.6       61.8       63.8       74.8       73.5
Old  :                 68.6       70.1       84.6       85.6       61.8       63.8       74.8       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    11,595:     7,466      8,320      1,633      1,147        414        759          0          0        434          0        617:      272     1,097
Old  :    11,595:     7,466      8,320      1,633      1,147        414        759          0          0        434          0        617:      272     1,097
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       633:       531        550         19          0         83          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       71.8       14.1        9.9        3.6        6.5        0.0        0.0        3.7        0.0        5.3:      2.3       9.5
Old  :     100.0:      64.4       71.8       14.1        9.9        3.6        6.5        0.0        0.0        3.7        0.0        5.3:      2.3       9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         16          .          .          .          .          0          0          .          0          .:
Old  :        26:        16         16          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       50.8       77.9       73.0       47.8       48.2       60.9       59.7
Old  :                 59.7       50.8       77.9       73.0       47.8       48.2       60.9       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   128,488:    97,155    103,621     21,580     19,698      1,183      4,754          0          0      1,488      1,658      1,944:      384       384
Old  :   128,488:    97,155    103,621     21,580     19,698      1,183      4,754          0          0      1,488      1,658      1,944:      384       384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,167:    -3,903      8,225          0    -10,167        775      1,201          0          0        760          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       80.6       16.8       15.3        0.9        3.7        0.0        0.0        1.2        1.3        1.5:      0.3       0.3
Old  :     100.0:      75.6       80.6       16.8       15.3        0.9        3.7        0.0        0.0        1.2        1.3        1.5:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         11          .          .          .          .          0          0          .          .          .:
Old  :        26:        12         11          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       63.8       82.8       84.6       60.9       62.6       74.9       80.6
Old  :                 64.8       63.8       82.8       84.6       60.9       62.6       74.9       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    17,308:    14,417     10,608      1,265      3,154        826          0      1,370          0        230        504        319:      251       527
Old  :    17,308:    14,417     10,608      1,265      3,154        826          0      1,370          0        230        504        319:      251       527
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       260:       326        197          0        129        -66          0        -21          0          0          0          0:        0        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       61.3        7.3       18.2        4.8        0.0        7.9        0.0        1.3        2.9        1.8:      1.5       3.0
Old  :     100.0:      83.3       61.3        7.3       18.2        4.8        0.0        7.9        0.0        1.3        2.9        1.8:      1.5       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        18         23          .          .          .          0          .          0          .          .          .:
Old  :        35:        18         23          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       37.8       75.7       57.7       49.3       32.0       55.2       41.8
Old  :                 59.2       37.8       75.7       57.7       49.3       32.0       55.2       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   188,075:   156,333    110,535     17,965     55,213     12,601          0      8,558        408        768        760          0:        0         0
Old  :   188,075:   156,333    110,535     17,965     55,213     12,601          0      8,558        408        768        760          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     5,826:     7,345      3,050        401      4,696     -1,920          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       58.8        9.6       29.4        6.7        0.0        4.6        0.2        0.4        0.4        0.0:      0.0       0.0
Old  :     100.0:      83.1       58.8        9.6       29.4        6.7        0.0        4.6        0.2        0.4        0.4        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         17          .          .          .          0          .          .          .          .          0:
Old  :        29:        16         17          .          .          .          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       60.7       81.3       81.9       41.0       48.5       54.8       58.9
Old  :                 63.7       60.7       81.3       81.9       41.0       48.5       54.8       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                               Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,640:     8,470     10,020      1,835          0         75          0        100        200          0        225          0:       60        20
Old  :    10,640:     8,470     10,020      1,835          0         75          0        100        200          0        225          0:       60        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.6       94.2       17.2        0.0        0.7        0.0        0.9        1.9        0.0        2.1        0.0:      0.6       0.2
Old  :     100.0:      79.6       94.2       17.2        0.0        0.7        0.0        0.9        1.9        0.0        2.1        0.0:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        15         12          .          0          .          0          .          .          0          .          0:
Old  :        23:        15         12          .          0          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.6       78.2       84.8       92.7       36.2       49.3       52.9       57.5
Old  :                 62.6       78.2       84.8       92.7       36.2       49.3       52.9       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    28,015:    13,634     21,186      6,231          0      4,937        300          0      1,228      1,631        610         54:        0         0
Old  :    28,015:    13,634     21,186      6,231          0      4,937        300          0      1,228      1,631        610         54:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       381:         1        308        -74          0        100          0          0          0        381          0        -27:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.7       75.6       22.2        0.0       17.6        1.1        0.0        4.4        5.8        2.2        0.2:      0.0       0.0
Old  :     100.0:      48.7       75.6       22.2        0.0       17.6        1.1        0.0        4.4        5.8        2.2        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         15          .          0          .          .          0          .          .          .          .:
Old  :        28:        17         15          .          0          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       54.6       87.3       76.3       45.7       47.7       59.0       60.3
Old  :                 63.9       54.6       87.3       76.3       45.7       47.7       59.0       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   237,370:   137,074    150,985     32,360     14,265     67,936          0          0          0          0      4,184          0:        0         0
Old  :   237,370:   137,074    150,985     32,360     14,265     67,936          0          0          0          0      4,184          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     1,952:      -328      1,952          0     -2,280      2,280          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       63.6       13.6        6.0       28.6        0.0        0.0        0.0        0.0        1.8        0.0:      0.0       0.0
Old  :     100.0:      57.7       63.6       13.6        6.0       28.6        0.0        0.0        0.0        0.0        1.8        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         15          .          .          .          0          0          0          0          .          0:
Old  :        23:        13         15          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.5       66.8       94.8       88.9       53.3       36.6       58.6       54.0
Old  :                 80.5       66.8       94.8       88.9       53.3       36.6       58.6       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,650:     9,540      6,400        150      2,650          0          0      1,580          0        400          0          0:      560        20
Old  :    10,650:     9,540      6,400        150      2,650          0          0      1,580          0        400          0          0:      560        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       60.1        1.4       24.9        0.0        0.0       14.8        0.0        3.8        0.0        0.0:      5.3       0.2
Old  :     100.0:      89.6       60.1        1.4       24.9        0.0        0.0       14.8        0.0        3.8        0.0        0.0:      5.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         12          .          .          0          0          .          0          .          0          0:
Old  :        20:        12         12          .          .          0          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       76.6       84.0       92.6       58.2       64.2       70.1       77.7
Old  :                 69.1       76.6       84.0       92.6       58.2       64.2       70.1       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    11,030:     9,940      6,660        220      2,555         50          0      1,580          0        205          0        155:      460        30
Old  :    11,030:     9,940      6,660        220      2,555         50          0      1,580          0        205          0        155:      460        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.1       60.4        2.0       23.2        0.5        0.0       14.3        0.0        1.9        0.0        1.4:      4.2       0.3
Old  :     100.0:      90.1       60.4        2.0       23.2        0.5        0.0       14.3        0.0        1.9        0.0        1.4:      4.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         12          .          .          .          0          .          0          .          0          .:
Old  :        22:        12         12          .          .          .          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       70.6       83.6       89.1       56.2       58.6       67.4       74.3
Old  :                 67.5       70.6       83.6       89.1       56.2       58.6       67.4       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Any Multiple of 800 800MWhs                                                                                             :
     :          :    Positions                                                                                                           :
All  :   723,131:   431,736    403,340      5,623     64,530     97,919      5,420     21,212     33,546     48,258      3,249     99,334:    1,295         0
Old  :   723,131:   431,736    403,340      5,623     64,530     97,919      5,420     21,212     33,546     48,258      3,249     99,334:    1,295         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :   -19,179:     1,694     -5,610         84    -10,183     -7,884      1,011        344        638    -18,358        162      3,354:      283         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.7       55.8        0.8        8.9       13.5        0.7        2.9        4.6        6.7        0.4       13.7:      0.2       0.0
Old  :     100.0:      59.7       55.8        0.8        8.9       13.5        0.7        2.9        4.6        6.7        0.4       13.7:      0.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         16          .          .          .          .          .          .          5          .          4:
Old  :        31:        17         16          .          .          .          .          .          .          5          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       58.2       81.3       87.4       18.7       25.7       23.9       27.8
Old  :                 60.9       58.2       81.3       87.4       18.7       25.7       23.9       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD PEAK  - ICE FUTURES ENERGY DIV                                                                                           Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    16,115:    13,935      6,555      1,165      8,800        740          0          0          0          0          0          0:      275        20
Old  :    16,115:    13,935      6,555      1,165      8,800        740          0          0          0          0          0          0:      275        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.5       40.7        7.2       54.6        4.6        0.0        0.0        0.0        0.0        0.0        0.0:      1.7       0.1
Old  :     100.0:      86.5       40.7        7.2       54.6        4.6        0.0        0.0        0.0        0.0        0.0        0.0:      1.7       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         10          .          .          .          0          0          0          0          0          0:
Old  :        23:        13         10          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       84.1       88.8       96.4       61.6       82.6       81.1       90.6
Old  :                 65.3       84.1       88.8       96.4       61.6       82.6       81.1       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    19,871:    11,211     15,126      6,125      2,530      2,165        200          0         50          0          0          0:      120         0
Old  :    19,871:    11,211     15,126      6,125      2,530      2,165        200          0         50          0          0          0:      120         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       825:       250        575        575        250          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.4       76.1       30.8       12.7       10.9        1.0        0.0        0.3        0.0        0.0        0.0:      0.6       0.0
Old  :     100.0:      56.4       76.1       30.8       12.7       10.9        1.0        0.0        0.3        0.0        0.0        0.0:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         14          .          .          4          .          0          .          0          0          0:
Old  :        28:        14         14          .          .          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       73.4       85.7       90.6       60.7       63.0       72.3       73.2
Old  :                 68.9       73.4       85.7       90.6       60.7       63.0       72.3       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,824:     8,592      9,514      3,110      2,555      1,705        150         50          0          0          0          0:      267         0
Old  :    13,824:     8,592      9,514      3,110      2,555      1,705        150         50          0          0          0          0:      267         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       545:        50        575        525          0        -30          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       68.8       22.5       18.5       12.3        1.1        0.4        0.0        0.0        0.0        0.0:      1.9       0.0
Old  :     100.0:      62.2       68.8       22.5       18.5       12.3        1.1        0.4        0.0        0.0        0.0        0.0:      1.9       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         13          .          .          .          .          .          0          0          0          0:
Old  :        27:        13         13          .          .          .          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       70.1       84.9       86.4       58.7       56.9       71.4       69.6
Old  :                 67.7       70.1       84.9       86.4       58.7       56.9       71.4       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                                                                                                       Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    19,730:    13,080     18,565      5,715         60        475          0        400          0          0          0          0:      460       230
Old  :    19,730:    13,080     18,565      5,715         60        475          0        400          0          0          0          0:      460       230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :        60:         0          0          0          0          0          0          0          0          0          0          0:       60        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       94.1       29.0        0.3        2.4        0.0        2.0        0.0        0.0        0.0        0.0:      2.3       1.2
Old  :     100.0:      66.3       94.1       29.0        0.3        2.4        0.0        2.0        0.0        0.0        0.0        0.0:      2.3       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         11          .          .          .          0          .          0          0          0          0:
Old  :        23:        10         11          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.9       82.3       93.1       91.9       68.9       82.0       88.1       89.6
Old  :                 71.9       82.3       93.1       91.9       68.9       82.0       88.1       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,440:    12,185     15,705      3,560         50      1,355          0         75          0          0        140         75:      265        40
Old  :    17,440:    12,185     15,705      3,560         50      1,355          0         75          0          0        140         75:      265        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       300:         0        225        300          0          0          0         75          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       90.1       20.4        0.3        7.8        0.0        0.4        0.0        0.0        0.8        0.4:      1.5       0.2
Old  :     100.0:      69.9       90.1       20.4        0.3        7.8        0.0        0.4        0.0        0.0        0.8        0.4:      1.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        14          9          .          .          .          0          .          0          0          .          .:
Old  :        22:        14          9          .          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       84.7       87.8       97.9       60.1       71.1       71.0       75.5
Old  :                 70.9       84.7       87.8       97.9       60.1       71.1       71.0       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    18,587:    12,957     16,207      2,705         50      2,175          0         75          0        435          0         40:      275        40
Old  :    18,587:    12,957     16,207      2,705         50      2,175          0         75          0        435          0         40:      275        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :         0:         0        225        300          0       -300          0         75          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.7       87.2       14.6        0.3       11.7        0.0        0.4        0.0        2.3        0.0        0.2:      1.5       0.2
Old  :     100.0:      69.7       87.2       14.6        0.3       11.7        0.0        0.4        0.0        2.3        0.0        0.2:      1.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        14          8          .          .          .          0          .          0          .          0          .:
Old  :        22:        14          8          .          .          .          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       90.2       83.9       98.5       52.0       77.5       68.1       79.5
Old  :                 65.8       90.2       83.9       98.5       52.0       77.5       68.1       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    96,808:    79,581     81,413      3,220      3,523     10,197      1,915        100         30      1,725      1,270        140:        0       135
Old  :    96,808:    79,581     81,413      3,220      3,523     10,197      1,915        100         30      1,725      1,270        140:        0       135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -550:       480       -515        -32      1,113     -1,073         75          0          0          0        -75          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.2       84.1        3.3        3.6       10.5        2.0        0.1        0.0        1.8        1.3        0.1:      0.0       0.1
Old  :     100.0:      82.2       84.1        3.3        3.6       10.5        2.0        0.1        0.0        1.8        1.3        0.1:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        33         31          .          .          4          .          .          .          .          .          .:
Old  :        51:        33         31          .          .          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       49.7       63.5       74.9       40.3       41.6       51.8       56.2
Old  :                 44.1       49.7       63.5       74.9       40.3       41.6       51.8       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   111,789:    88,622     93,939      7,582      2,375     10,920      2,605      1,330      1,125        700      1,735        220:       15       145
Old  :   111,789:    88,622     93,939      7,582      2,375     10,920      2,605      1,330      1,125        700      1,735        220:       15       145
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -160:       955       -585       -995         75       -175         75        320        -20          0        225          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       84.0        6.8        2.1        9.8        2.3        1.2        1.0        0.6        1.6        0.2:      0.0       0.1
Old  :     100.0:      79.3       84.0        6.8        2.1        9.8        2.3        1.2        1.0        0.6        1.6        0.2:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        39         34          4          .          .          .          .          .          .          4          .:
Old  :        57:        39         34          4          .          .          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       50.8       60.5       73.7       36.5       48.9       48.7       60.4
Old  :                 44.3       50.8       60.5       73.7       36.5       48.9       48.7       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   180,609:   121,512    135,872     27,889      7,170      9,335      5,348      8,800      5,662      5,952      8,893      4,823:       88        54
Old  :   180,609:   121,512    135,872     27,889      7,170      9,335      5,348      8,800      5,662      5,952      8,893      4,823:       88        54
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     6,365:     3,432      5,460      1,000       -817        905         41      1,181     -1,206      1,455        123        718:       20         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.3       75.2       15.4        4.0        5.2        3.0        4.9        3.1        3.3        4.9        2.7:      0.0       0.0
Old  :     100.0:      67.3       75.2       15.4        4.0        5.2        3.0        4.9        3.1        3.3        4.9        2.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        73:        39         42          4          .          5          .          4          .          6          8          9:
Old  :        73:        39         42          4          .          5          .          4          .          6          8          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       59.9       53.2       70.7       35.6       50.0       50.5       57.3
Old  :                 37.5       59.9       53.2       70.7       35.6       50.0       50.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV                                                                                          Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   124,334:   102,540    104,495      5,696      6,973      6,035      5,672         51      2,488      1,535      3,987        305:       63         0
Old  :   124,334:   102,540    104,495      5,696      6,973      6,035      5,672         51      2,488      1,535      3,987        305:       63         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     3,415:     1,027      2,460          7       -267        605      1,140        -19        636          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.5       84.0        4.6        5.6        4.9        4.6        0.0        2.0        1.2        3.2        0.2:      0.1       0.0
Old  :     100.0:      82.5       84.0        4.6        5.6        4.9        4.6        0.0        2.0        1.2        3.2        0.2:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        34         30          .          .          4          .          .          .          .          4          .:
Old  :        50:        34         30          .          .          4          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       61.9       51.9       77.3       27.7       50.5       44.0       60.4
Old  :                 31.3       61.9       51.9       77.3       27.7       50.5       44.0       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,205:    30,000     23,695      1,250      8,225      2,170        770        950          0        840          0        165:       10         0
Old  :    35,205:    30,000     23,695      1,250      8,225      2,170        770        950          0        840          0        165:       10         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       210:       -85       -160        325        325         45          0          0          0        -75          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       67.3        3.6       23.4        6.2        2.2        2.7        0.0        2.4        0.0        0.5:      0.0       0.0
Old  :     100.0:      85.2       67.3        3.6       23.4        6.2        2.2        2.7        0.0        2.4        0.0        0.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        21         11          .          .          .          .          .          0          .          0          .:
Old  :        28:        21         11          .          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       91.6       75.8       98.2       58.6       85.6       72.0       86.6
Old  :                 59.2       91.6       75.8       98.2       58.6       85.6       72.0       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    30,880:    25,580     25,425        600      1,545      3,560          0        220         30      1,010          0        100:        0         0
Old  :    30,880:    25,580     25,425        600      1,545      3,560          0        220         30      1,010          0        100:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       -60:       -40       -145       -125        -95        180          0          0          0        -75          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       82.3        1.9        5.0       11.5        0.0        0.7        0.1        3.3        0.0        0.3:      0.0       0.0
Old  :     100.0:      82.8       82.3        1.9        5.0       11.5        0.0        0.7        0.1        3.3        0.0        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        22         10          .          .          .          0          .          .          .          0          .:
Old  :        29:        22         10          .          .          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       93.3       78.8       98.4       57.9       80.3       72.0       81.5
Old  :                 59.8       93.3       78.8       98.4       57.9       80.3       72.0       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV                                                                                          Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    34,495:    28,895     26,640         50      3,814      3,716      1,000          0        250        200          0          0:      384        75
Old  :    34,495:    28,895     26,640         50      3,814      3,716      1,000          0        250        200          0          0:      384        75
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       635:       150        390        -60          0        335          0          0          0          0          0          0:      210       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       77.2        0.1       11.1       10.8        2.9        0.0        0.7        0.6        0.0        0.0:      1.1       0.2
Old  :     100.0:      83.8       77.2        0.1       11.1       10.8        2.9        0.0        0.7        0.6        0.0        0.0:      1.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        26         25          .          .          .          .          0          .          .          0          0:
Old  :        37:        26         25          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       55.2       59.7       77.9       38.8       50.3       51.6       61.8
Old  :                 43.2       55.2       59.7       77.9       38.8       50.3       51.6       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                                                          Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 Mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    15,271:    11,366     12,556      2,250      1,465      1,130        300          0          0        225          0          0:        0       120
Old  :    15,271:    11,366     12,556      2,250      1,465      1,130        300          0          0        225          0          0:        0       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -530:      -530       -315         55       -150        -55          0          0          0          0          0          0:        0       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       82.2       14.7        9.6        7.4        2.0        0.0        0.0        1.5        0.0        0.0:      0.0       0.8
Old  :     100.0:      74.4       82.2       14.7        9.6        7.4        2.0        0.0        0.0        1.5        0.0        0.0:      0.0       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        19         16          .          .          .          .          0          0          .          0          0:
Old  :        26:        19         16          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       60.8       63.5       84.4       33.6       50.7       51.6       59.8
Old  :                 40.7       60.8       63.5       84.4       33.6       50.7       51.6       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours-5MW per day)                                                                            :
     :          :    Positions                                                                                                           :
All  :   259,183:   188,201    142,112          0     64,150     48,246     18,258          0      3,888         43        315        455:       90        15
Old  :   259,183:   188,201    142,112          0     64,150     48,246     18,258          0      3,888         43        315        455:       90        15
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -2,996:       173     -3,843          0      4,010     -3,057        -66          0        -49         43        -17        -28:      -11       -13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       54.8        0.0       24.8       18.6        7.0        0.0        1.5        0.0        0.1        0.2:      0.0       0.0
Old  :     100.0:      72.6       54.8        0.0       24.8       18.6        7.0        0.0        1.5        0.0        0.1        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        20         15          0          .          .          .          0          .          .          .          .:
Old  :        30:        20         15          0          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       79.9       83.2       93.6       28.1       37.4       34.3       39.1
Old  :                 54.7       79.9       83.2       93.6       28.1       37.4       34.3       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 2,953,197: 2,184,458  1,470,990          0  1,086,458    353,639    388,850          0     26,250          0     15,860          0:        0         0
Old  : 2,953,197: 2,184,458  1,470,990          0  1,086,458    353,639    388,850          0     26,250          0     15,860          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    73,000:    12,160     90,560          0    -78,400     60,840          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       49.8        0.0       36.8       12.0       13.2        0.0        0.9        0.0        0.5        0.0:      0.0       0.0
Old  :     100.0:      74.0       49.8        0.0       36.8       12.0       13.2        0.0        0.9        0.0        0.5        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         13          0          4          .          .          0          .          0          .          0:
Old  :        26:        15         13          0          4          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       84.2       82.3       91.6       49.3       59.5       60.5       63.8
Old  :                 61.2       84.2       82.3       91.6       49.3       59.5       60.5       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    48,085:    30,164     35,460      1,673        265     12,360      3,825          0          0          0          0          0:       63         0
Old  :    48,085:    30,164     35,460      1,673        265     12,360      3,825          0          0          0          0          0:       63         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.7       73.7        3.5        0.6       25.7        8.0        0.0        0.0        0.0        0.0        0.0:      0.1       0.0
Old  :     100.0:      62.7       73.7        3.5        0.6       25.7        8.0        0.0        0.0        0.0        0.0        0.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        14         11          .          .          .          .          0          0          0          0          0:
Old  :        20:        14         11          .          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       62.9       83.7       89.9       25.0       35.1       35.0       38.6
Old  :                 57.0       62.9       83.7       89.9       25.0       35.1       35.0       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,023,138:   712,129    808,802    161,395     64,722    149,614          0          0          0          0          0          0:        0         0
Old  : 1,023,138:   712,129    808,802    161,395     64,722    149,614          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    23,480:    23,480          0    -23,480          0     23,480          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.6       79.1       15.8        6.3       14.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      69.6       79.1       15.8        6.3       14.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         10          .          .          .          0          0          0          0          0          0:
Old  :        20:        12         10          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       78.3       84.3       96.5       41.1       62.1       56.8       64.8
Old  :                 63.3       78.3       84.3       96.5       41.1       62.1       56.8       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5 MEGAWATTS PER HOUR)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    73,632:    66,144     18,512      3,120     55,120          0      4,160          0          0          0          0          0:      208         0
Old  :    73,632:    66,144     18,512      3,120     55,120          0      4,160          0          0          0          0          0:      208         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :   -31,152:   -27,984     -7,832     -1,320    -23,320          0     -1,760          0          0          0          0          0:      -88         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       25.1        4.2       74.9        0.0        5.6        0.0        0.0        0.0        0.0        0.0:      0.3       0.0
Old  :     100.0:      89.8       25.1        4.2       74.9        0.0        5.6        0.0        0.0        0.0        0.0        0.0:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          6          .          .          0          .          0          0          0          0          0:
Old  :        21:        11          6          .          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.0       87.9       91.2       98.3       74.0       87.9       91.2       97.2
Old  :                 74.0       87.9       91.2       98.3       74.0       87.9       91.2       97.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    26,588:    19,106     16,588      2,153      4,971      2,339        160      1,395          0      2,249        874        421:      160         0
Old  :    26,588:    19,106     16,588      2,153      4,971      2,339        160      1,395          0      2,249        874        421:      160         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       165:       -70        175         20          0         25          0          0          0         75          0          0:      115       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       62.4        8.1       18.7        8.8        0.6        5.2        0.0        8.5        3.3        1.6:      0.6       0.0
Old  :     100.0:      71.9       62.4        8.1       18.7        8.8        0.6        5.2        0.0        8.5        3.3        1.6:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        23         20          .          .          4          .          .          0          4          .          .:
Old  :        40:        23         20          .          .          4          .          .          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       48.0       70.8       68.7       41.2       46.0       58.4       64.2
Old  :                 46.5       48.0       70.8       68.7       41.2       46.0       58.4       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,899:    17,054     16,313      1,573      3,825        388        510          0          0      1,106          0         53:      215       320
Old  :    20,899:    17,054     16,313      1,573      3,825        388        510          0          0      1,106          0         53:      215       320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     1,175:     1,014      1,089        -75          0         86        150          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       78.1        7.5       18.3        1.9        2.4        0.0        0.0        5.3        0.0        0.3:      1.0       1.5
Old  :     100.0:      81.6       78.1        7.5       18.3        1.9        2.4        0.0        0.0        5.3        0.0        0.3:      1.0       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        17         18          .          .          4          .          0          0          .          0          .:
Old  :        30:        17         18          .          .          4          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       50.3       70.6       72.3       43.3       50.3       58.8       66.9
Old  :                 48.7       50.3       70.6       72.3       43.3       50.3       58.8       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,309:    31,021     16,517      1,307     14,030          0          0      3,002        640      1,392        483        625:      324        12
Old  :    35,309:    31,021     16,517      1,307     14,030          0          0      3,002        640      1,392        483        625:      324        12
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       666:       620       -390         45        905        -48          0         50          0         80        190        -41:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       46.8        3.7       39.7        0.0        0.0        8.5        1.8        3.9        1.4        1.8:      0.9       0.0
Old  :     100.0:      87.9       46.8        3.7       39.7        0.0        0.0        8.5        1.8        3.9        1.4        1.8:      0.9       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        26         23          .          .          0          0          .          .          .          .          4:
Old  :        40:        26         23          .          .          0          0          .          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       50.0       72.5       73.3       52.5       48.2       63.9       69.6
Old  :                 58.6       50.0       72.5       73.3       52.5       48.2       63.9       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,321:    20,459     14,394         10      6,638      1,224        160          0         30          0         35          0:      438         0
Old  :    22,321:    20,459     14,394         10      6,638      1,224        160          0         30          0         35          0:      438         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :     1,280:     1,320        995          0        325        -40          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.7       64.5        0.0       29.7        5.5        0.7        0.0        0.1        0.0        0.2        0.0:      2.0       0.0
Old  :     100.0:      91.7       64.5        0.0       29.7        5.5        0.7        0.0        0.1        0.0        0.2        0.0:      2.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        23         17          .          .          4          .          0          .          0          .          0:
Old  :        31:        23         17          .          .          4          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       49.9       74.1       81.4       41.1       41.4       54.5       62.4
Old  :                 58.2       49.9       74.1       81.4       41.1       41.4       54.5       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    24,325:    17,081     18,566      4,633        905      2,295          0      1,180          0          0      1,183        196:      120         0
Old  :    24,325:    17,081     18,566      4,633        905      2,295          0      1,180          0          0      1,183        196:      120         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       76.3       19.0        3.7        9.4        0.0        4.9        0.0        0.0        4.9        0.8:      0.5       0.0
Old  :     100.0:      70.2       76.3       19.0        3.7        9.4        0.0        4.9        0.0        0.0        4.9        0.8:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         13          .          .          .          0          .          0          0          .          .:
Old  :        28:        17         13          .          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       54.7       77.1       75.4       50.6       48.8       72.4       66.4
Old  :                 51.1       54.7       77.1       75.4       50.6       48.8       72.4       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    15,324:    12,755     11,997      1,344      2,495        540          0        100          0        129        100          0:      556        92
Old  :    15,324:    12,755     11,997      1,344      2,495        540          0        100          0        129        100          0:      556        92
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.2       78.3        8.8       16.3        3.5        0.0        0.7        0.0        0.8        0.7        0.0:      3.6       0.6
Old  :     100.0:      83.2       78.3        8.8       16.3        3.5        0.0        0.7        0.0        0.8        0.7        0.0:      3.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         12          .          .          4          0          .          0          .          .          0:
Old  :        26:        14         12          .          .          4          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       67.5       82.3       86.0       60.3       65.6       80.4       83.2
Old  :                 60.5       67.5       82.3       86.0       60.3       65.6       80.4       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV                                                                                           Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    36,588:    33,994     29,074      1,065      5,864      1,095        100        300          0          0        200          0:      334        55
Old  :    36,588:    33,994     29,074      1,065      5,864      1,095        100        300          0          0        200          0:      334        55
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :        70:       185        125        -60          0        245          0          0       -300          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.9       79.5        2.9       16.0        3.0        0.3        0.8        0.0        0.0        0.5        0.0:      0.9       0.2
Old  :     100.0:      92.9       79.5        2.9       16.0        3.0        0.3        0.8        0.0        0.0        0.5        0.0:      0.9       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        26         24          .          .          .          .          .          0          0          .          0:
Old  :        37:        26         24          .          .          .          .          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       51.8       66.6       72.0       45.6       47.8       61.5       62.2
Old  :                 48.1       51.8       66.6       72.0       45.6       47.8       61.5       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                                                          Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    15,959:    12,865     12,224      1,005      2,485        935          0          0          0        436        150         18:      700       147
Old  :    15,959:    12,865     12,224      1,005      2,485        935          0          0          0        436        150         18:      700       147
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       615:        75         75          0          0        540          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       76.6        6.3       15.6        5.9        0.0        0.0        0.0        2.7        0.9        0.1:      4.4       0.9
Old  :     100.0:      80.6       76.6        6.3       15.6        5.9        0.0        0.0        0.0        2.7        0.9        0.1:      4.4       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        17         14          .          .          .          0          0          0          .          .          .:
Old  :        25:        17         14          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       75.9       63.3       89.8       36.4       65.1       55.6       70.9
Old  :                 41.3       75.9       63.3       89.8       36.4       65.1       55.6       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV                                                                                           Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    13,289:    10,315      8,874        620      2,998      1,375          0          0          0        941          0         18:       20        24
Old  :    13,289:    10,315      8,874        620      2,998      1,375          0          0          0        941          0         18:       20        24
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       615:        75         75          0          0        540          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       66.8        4.7       22.6       10.3        0.0        0.0        0.0        7.1        0.0        0.1:      0.2       0.2
Old  :     100.0:      77.6       66.8        4.7       22.6       10.3        0.0        0.0        0.0        7.1        0.0        0.1:      0.2       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        20         17          .          .          .          0          0          0          .          0          .:
Old  :        25:        20         17          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       71.2       64.3       87.9       36.8       56.1       54.2       64.4
Old  :                 40.8       71.2       64.3       87.9       36.8       56.1       54.2       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    43,263:    32,824     35,759      5,700      2,660      1,375          0          0          0          0         50          0:    3,364     3,419
Old  :    43,263:    32,824     35,759      5,700      2,660      1,375          0          0          0          0         50          0:    3,364     3,419
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -2,487:    -1,910     -2,010       -460       -245        235          0          0          0          0       -100          0:     -352      -367
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       82.7       13.2        6.1        3.2        0.0        0.0        0.0        0.0        0.1        0.0:      7.8       7.9
Old  :     100.0:      75.9       82.7       13.2        6.1        3.2        0.0        0.0        0.0        0.0        0.1        0.0:      7.8       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         18          .          .          .          0          0          0          0          .          0:
Old  :        26:        14         18          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.2       46.3       87.5       76.0       72.3       41.5       77.7       65.9
Old  :                 73.2       46.3       87.5       76.0       72.3       41.5       77.7       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    38,974:    29,988     31,288      4,695      3,420        850          0          0          0          0          0          0:    3,441     3,416
Old  :    38,974:    29,988     31,288      4,695      3,420        850          0          0          0          0          0          0:    3,441     3,416
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,268:    -1,010       -910       -165       -245         85          0          0          0          0          0          0:     -178      -198
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.9       80.3       12.0        8.8        2.2        0.0        0.0        0.0        0.0        0.0        0.0:      8.8       8.8
Old  :     100.0:      76.9       80.3       12.0        8.8        2.2        0.0        0.0        0.0        0.0        0.0        0.0:      8.8       8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         18          .          .          .          0          0          0          0          0          0:
Old  :        23:        12         18          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       44.5       87.3       76.3       72.3       40.1       75.7       68.1
Old  :                 73.4       44.5       87.3       76.3       72.3       40.1       75.7       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,210:    21,375      6,280      3,300          0        215          0      9,875         50          0      9,400         75:    2,195     1,315
Old  :    27,210:    21,375      6,280      3,300          0        215          0      9,875         50          0      9,400         75:    2,195     1,315
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,090:      -920       -885        735          0       -125          0       -175          0          0        800       -200:     -580      -505
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       23.1       12.1        0.0        0.8        0.0       36.3        0.2        0.0       34.5        0.3:      8.1       4.8
Old  :     100.0:      78.6       23.1       12.1        0.0        0.8        0.0       36.3        0.2        0.0       34.5        0.3:      8.1       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13          8          .          0          .          0          .          .          0          .          .:
Old  :        22:        13          8          .          0          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       78.6       83.2       89.0       54.8       71.6       71.2       79.3
Old  :                 66.3       78.6       83.2       89.0       54.8       71.6       71.2       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,205:    19,510      6,420          0        540        470          0      9,270        370          0      4,030         25:    2,830     2,080
Old  :    23,205:    19,510      6,420          0        540        470          0      9,270        370          0      4,030         25:    2,830     2,080
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -905:      -470       -610          0        175       -265          0        -70          0          0        -25          0:     -170      -110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.1       27.7        0.0        2.3        2.0        0.0       39.9        1.6        0.0       17.4        0.1:     12.2       9.0
Old  :     100.0:      84.1       27.7        0.0        2.3        2.0        0.0       39.9        1.6        0.0       17.4        0.1:     12.2       9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         10          0          .          .          0          .          .          0          .          .:
Old  :        22:        12         10          0          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       69.1       78.9       82.2       52.2       58.7       64.6       68.1
Old  :                 65.8       69.1       78.9       82.2       52.2       58.7       64.6       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,418:    13,444     19,645      3,491        200      2,266      1,340        100        635      2,475        805        400:    1,367     1,367
Old  :    25,418:    13,444     19,645      3,491        200      2,266      1,340        100        635      2,475        805        400:    1,367     1,367
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -100:       -30       -815         10        200        240        -45        100         -5       -275        125          0:        5        55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.9       77.3       13.7        0.8        8.9        5.3        0.4        2.5        9.7        3.2        1.6:      5.4       5.4
Old  :     100.0:      52.9       77.3       13.7        0.8        8.9        5.3        0.4        2.5        9.7        3.2        1.6:      5.4       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16          9          .          .          .          .          .          .          .          .          .:
Old  :        27:        16          9          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       79.5       78.4       90.5       44.4       71.0       66.9       74.2
Old  :                 53.3       79.5       78.4       90.5       44.4       71.0       66.9       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,161:    10,547     16,211      2,327          0      2,253      1,715        150        210      2,475        830        325:    1,309     1,182
Old  :    21,161:    10,547     16,211      2,327          0      2,253      1,715        150        210      2,475        830        325:    1,309     1,182
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -590:      -157       -625        185          0       -260         40        150        -40       -375        150          0:       17        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.8       76.6       11.0        0.0       10.6        8.1        0.7        1.0       11.7        3.9        1.5:      6.2       5.6
Old  :     100.0:      49.8       76.6       11.0        0.0       10.6        8.1        0.7        1.0       11.7        3.9        1.5:      6.2       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16          7          .          0          .          .          .          .          .          .          .:
Old  :        24:        16          7          .          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       82.2       78.3       92.5       42.4       71.8       65.5       73.0
Old  :                 53.0       82.2       78.3       92.5       42.4       71.8       65.5       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    34,415:    22,690     16,710      7,000        100      3,035          0     13,550          0        950        850          0:      740       170
Old  :    34,415:    22,690     16,710      7,000        100      3,035          0     13,550          0        950        850          0:      740       170
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -830:    -1,120       -610        510          0        -90          0        235          0         50       -200        -50:     -130      -115
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.9       48.6       20.3        0.3        8.8        0.0       39.4        0.0        2.8        2.5        0.0:      2.2       0.5
Old  :     100.0:      65.9       48.6       20.3        0.3        8.8        0.0       39.4        0.0        2.8        2.5        0.0:      2.2       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         10          .          .          .          0          .          0          .          .          0:
Old  :        24:        11         10          .          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       89.2       91.8       97.0       67.5       83.2       82.2       88.8
Old  :                 76.7       89.2       91.8       97.0       67.5       83.2       82.2       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,805:    19,070     13,380      7,570        100      2,240          0     13,080          0          0        650          0:      925       355
Old  :    29,805:    19,070     13,380      7,570        100      2,240          0     13,080          0          0        650          0:      925       355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -255:      -405       -485        495          0        -75          0        560          0          0          0          0:     -270      -255
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.0       44.9       25.4        0.3        7.5        0.0       43.9        0.0        0.0        2.2        0.0:      3.1       1.2
Old  :     100.0:      64.0       44.9       25.4        0.3        7.5        0.0       43.9        0.0        0.0        2.2        0.0:      3.1       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          7          .          .          .          0          .          0          0          .          0:
Old  :        20:        10          7          .          .          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.0       91.3       93.1       96.8       68.9       85.9       84.6       90.0
Old  :                 77.0       91.3       93.1       96.8       68.9       85.9       84.6       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,675:    22,650     16,905          0      3,005      2,445          0      2,560         75      1,250      1,770        125:    1,130       790
Old  :    27,675:    22,650     16,905          0      3,005      2,445          0      2,560         75      1,250      1,770        125:    1,130       790
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -805:      -815     -1,040          0         75        -25          0        270          0         25        150        -25:       35      -210
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       61.1        0.0       10.9        8.8        0.0        9.3        0.3        4.5        6.4        0.5:      4.1       2.9
Old  :     100.0:      81.8       61.1        0.0       10.9        8.8        0.0        9.3        0.3        4.5        6.4        0.5:      4.1       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         10          0          .          .          0          .          .          .          .          .:
Old  :        24:        13         10          0          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       75.6       86.2       92.5       55.6       62.6       67.6       71.1
Old  :                 62.9       75.6       86.2       92.5       55.6       62.6       67.6       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,595:    20,470     15,705          0      2,785      2,410          0      2,700         60      1,350      1,125        320:      985       490
Old  :    25,595:    20,470     15,705          0      2,785      2,410          0      2,700         60      1,350      1,125        320:      985       490
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -600:      -850       -885          0         25         50          0        260          0         25        175        -50:      225      -175
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       61.4        0.0       10.9        9.4        0.0       10.5        0.2        5.3        4.4        1.3:      3.8       1.9
Old  :     100.0:      80.0       61.4        0.0       10.9        9.4        0.0       10.5        0.2        5.3        4.4        1.3:      3.8       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          9          0          .          .          0          .          .          .          .          .:
Old  :        22:        12          9          0          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       81.8       86.3       94.0       57.1       66.6       69.5       74.1
Old  :                 62.9       81.8       86.3       94.0       57.1       66.6       69.5       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,789:    21,550     17,979          0      6,341      1,834      5,165        375          0          0      2,010        280:      960       970
Old  :    29,789:    21,550     17,979          0      6,341      1,834      5,165        375          0          0      2,010        280:      960       970
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,795:    -1,550     -1,005          0       -875        250        135          0       -135       -250        275       -125:     -120      -180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       60.4        0.0       21.3        6.2       17.3        1.3        0.0        0.0        6.7        0.9:      3.2       3.3
Old  :     100.0:      72.3       60.4        0.0       21.3        6.2       17.3        1.3        0.0        0.0        6.7        0.9:      3.2       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         11          0          .          .          .          .          0          0          .          .:
Old  :        27:        17         11          0          .          .          .          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       76.5       78.0       92.2       59.0       70.4       73.2       84.0
Old  :                 59.7       76.5       78.0       92.2       59.0       70.4       73.2       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    24,385:    17,785     16,125      2,315      1,525      2,140          0        510        695          0      1,940         25:    1,425     1,425
Old  :    24,385:    17,785     16,125      2,315      1,525      2,140          0        510        695          0      1,940         25:    1,425     1,425
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -1,230:    -1,110       -225        465          0       -135          0       -510          0          0         90       -125:     -325      -325
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.9       66.1        9.5        6.3        8.8        0.0        2.1        2.9        0.0        8.0        0.1:      5.8       5.8
Old  :     100.0:      72.9       66.1        9.5        6.3        8.8        0.0        2.1        2.9        0.0        8.0        0.1:      5.8       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        21         10          .          .          .          0          .          .          0          .          .:
Old  :        29:        21         10          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       69.9       74.4       87.8       45.3       67.0       63.2       77.2
Old  :                 56.0       69.9       74.4       87.8       45.3       67.0       63.2       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   118,494:    66,009    101,804      5,880      1,405      8,551     21,950          0         90     10,160        870        305:    5,549     5,469
Old  :   118,494:    66,009    101,804      5,880      1,405      8,551     21,950          0         90     10,160        870        305:    5,549     5,469
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -3,935:    -3,361     -4,391     -2,300        -10      1,487         45          0          0      1,000       -200       -275:     -531      -546
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.7       85.9        5.0        1.2        7.2       18.5        0.0        0.1        8.6        0.7        0.3:      4.7       4.6
Old  :     100.0:      55.7       85.9        5.0        1.2        7.2       18.5        0.0        0.1        8.6        0.7        0.3:      4.7       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        20         26          .          .          .          .          0          .          .          .          .:
Old  :        41:        20         26          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       55.5       79.0       72.7       46.5       53.6       63.7       65.4
Old  :                 55.8       55.5       79.0       72.7       46.5       53.6       63.7       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   106,050:    59,169     88,280        773      2,805      8,755     25,645          0          0      5,525          0         25:    6,158     6,185
Old  :   106,050:    59,169     88,280        773      2,805      8,755     25,645          0          0      5,525          0         25:    6,158     6,185
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :    -3,620:    -2,460     -3,190     -1,025        190        210        150          0          0        265          0       -200:     -560      -630
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       83.2        0.7        2.6        8.3       24.2        0.0        0.0        5.2        0.0        0.0:      5.8       5.8
Old  :     100.0:      55.8       83.2        0.7        2.6        8.3       24.2        0.0        0.0        5.2        0.0        0.0:      5.8       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        19         27          .          .          .          .          0          0          .          0          .:
Old  :        38:        19         27          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       52.6       80.8       71.1       53.1       49.8       66.0       61.5
Old  :                 60.5       52.6       80.8       71.1       53.1       49.8       66.0       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,405:    17,385     19,490      2,220        200        790          0         25        100        150          0          0:      760       800
Old  :    21,405:    17,385     19,490      2,220        200        790          0         25        100        150          0          0:      760       800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -470:    -1,430       -275      1,250         10        -60        -50         25        -25          0          0          0:     -155      -145
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.2       91.1       10.4        0.9        3.7        0.0        0.1        0.5        0.7        0.0        0.0:      3.6       3.7
Old  :     100.0:      81.2       91.1       10.4        0.9        3.7        0.0        0.1        0.5        0.7        0.0        0.0:      3.6       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        19         13          .          .          .          0          .          .          .          0          0:
Old  :        24:        19         13          .          .          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       75.1       76.0       87.0       49.2       62.0       62.9       66.9
Old  :                 51.2       75.1       76.0       87.0       49.2       62.0       62.9       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,975:    14,555     15,960      1,360        590        595          0        225          0        900          0          0:      565       605
Old  :    17,975:    14,555     15,960      1,360        590        595          0        225          0        900          0          0:      565       605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :       210:    -1,050        330      1,315        -50       -115          0        -25          0          0          0          0:       60        70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       88.8        7.6        3.3        3.3        0.0        1.3        0.0        5.0        0.0        0.0:      3.1       3.4
Old  :     100.0:      81.0       88.8        7.6        3.3        3.3        0.0        1.3        0.0        5.0        0.0        0.0:      3.1       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        18         10          .          .          .          0          .          0          .          0          0:
Old  :        25:        18         10          .          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       76.8       71.8       89.7       43.1       67.5       60.3       75.1
Old  :                 49.8       76.8       71.8       89.7       43.1       67.5       60.3       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    37,305:    30,385     23,900      1,105      5,025      1,520          0      2,300        300          0        250          0:    3,995     4,010
Old  :    37,305:    30,385     23,900      1,105      5,025      1,520          0      2,300        300          0        250          0:    3,995     4,010
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -990:      -230       -470         90        515       -425          0       -125          0       -160       -180        -70:     -195      -235
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.5       64.1        3.0       13.5        4.1        0.0        6.2        0.8        0.0        0.7        0.0:     10.7      10.7
Old  :     100.0:      81.5       64.1        3.0       13.5        4.1        0.0        6.2        0.8        0.0        0.7        0.0:     10.7      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         16          .          .          .          0          .          .          0          .          0:
Old  :        30:        16         16          .          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       44.6       75.0       68.0       57.4       41.7       68.4       60.5
Old  :                 59.5       44.6       75.0       68.0       57.4       41.7       68.4       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,270:    20,620     15,250          0      4,995      1,875          0        375         25          0          0          0:    2,750     2,750
Old  :    25,270:    20,620     15,250          0      4,995      1,875          0        375         25          0          0          0:    2,750     2,750
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2016                                                                :
     :      -960:      -750       -505          0       -160        -25          0        -75          0          0          0          0:     -185      -195
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       60.3        0.0       19.8        7.4        0.0        1.5        0.1        0.0        0.0        0.0:     10.9      10.9
Old  :     100.0:      81.6       60.3        0.0       19.8        7.4        0.0        1.5        0.1        0.0        0.0        0.0:     10.9      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14         12          0          .          .          0          .          .          0          0          0:
Old  :        23:        14         12          0          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       45.6       68.2       70.6       35.4       33.5       48.7       48.9
Old  :                 47.4       45.6       68.2       70.6       35.4       33.5       48.7       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 16, 2016