CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        9,972
COMMITMENTS
   1,660    1,035      229    8,083    8,702    9,972    9,966        0        6

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         20)
     -80        0       10       90       10       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     10.4      2.3     81.1     87.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        2        6        7       13       12                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       33,510
COMMITMENTS
  17,960   11,610      600   14,950   21,300   33,510   33,510        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        300)
       0      300        0      300        0      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     34.6      1.8     44.6     63.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        3        8        5       15       12                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       32,159
COMMITMENTS
   6,234   19,695       20   25,885   12,444   32,139   32,159       20        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        299)
      50       50      -51      300      300      299      299        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     61.2      0.1     80.5     38.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        9        2       10        4       18       13                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       15,611
COMMITMENTS
   4,090    1,110      100   11,421   14,401   15,611   15,611        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        900)
     550      210        0      350      690      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      7.1      0.6     73.2     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        1        8        9       13       15                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       19,878
COMMITMENTS
   3,663   11,748      575   15,630    7,555   19,868   19,878       10        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        600)
     100    1,800        0      500   -1,200      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     59.1      2.9     78.6     38.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        7        3        8        5       16       14                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       14,897
COMMITMENTS
   6,197    2,862        0    8,700   12,035   14,897   14,897        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      2,200)
     850   -1,250        0    1,350    3,450    2,200    2,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     19.2      0.0     58.4     80.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        0        6        4       11       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       15,020
COMMITMENTS
   7,200    7,015      200    7,600    7,805   15,000   15,020       20        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -50)
     -50     -150        0        0      100      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     46.7      1.3     50.6     52.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        1        8        8       15       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       20,816
COMMITMENTS
   8,360    6,800    1,400   11,056   12,616   20,816   20,816        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     32.7      6.7     53.1     60.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        3        9        5       16       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       13,570
COMMITMENTS
   8,370    7,050      100    5,100    6,420   13,570   13,570        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7     52.0      0.7     37.6     47.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        1        8        3       14        7                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,029,743
COMMITMENTS
 1069480   36,945  619,275  3303024  4357627  4991779  5013847   37,964   15,896

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:   -256,718)
 -10,819   25,647  -83,309 -162,269 -196,893 -256,397 -254,555     -321   -2,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      0.7     12.3     65.7     86.6     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      49       15       51      132      127      193      182                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,656
COMMITMENTS
  79,934   77,769   17,812  112,856  116,591  210,602  212,172    2,054      484

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:   -143,694)
 -15,338  -14,907  -11,070  -33,320  -41,598  -59,728  -67,575  -83,966  -76,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     36.6      8.4     53.1     54.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10       14       17       28       27       49       47                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      195,308
COMMITMENTS
   3,761        0      450  167,860  188,473  172,071  188,923   23,237    6,385

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -1,859)
    -844        0       30   -1,559   -1,930   -2,373   -1,900      514       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.2     85.9     96.5     88.1     96.7     11.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        0        2       33       26       39       28                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      107,442
COMMITMENTS
     799        0      159  102,753  103,838  103,711  103,997    3,731    3,445

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -214)
     -80        0      155       74    2,014      149    2,169     -363   -2,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.1     95.6     96.6     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        2       26       30       28       32                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      146,950
COMMITMENTS
     290    1,257    1,770  127,477  139,006  129,537  142,033   17,413    4,917

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      2,661)
     290      177      164    2,586    2,314    3,040    2,655     -379        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.9      1.2     86.7     94.6     88.2     96.7     11.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        3       28       30       31       33                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      923,450
COMMITMENTS
      18      470    3,543  902,789  904,174  906,350  908,187   17,100   15,263

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     10,814)
       1     -269      -62   11,990      -35   11,929     -366   -1,115   11,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.4     97.8     97.9     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        4       50       35       54       39                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      375,133
COMMITMENTS
   8,500      228    1,756  355,996  366,009  366,252  367,993    8,881    7,140

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      2,462)
     243   -1,284      325    2,064    3,040    2,632    2,081     -170      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.1      0.5     94.9     97.6     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        1        4       34       43       40       47                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      279,854
COMMITMENTS
   1,117      625    1,308  267,571  273,638  269,996  275,571    9,858    4,283

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      2,378)
    -450      454       55    3,052    1,869    2,657    2,378     -279        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.2      0.5     95.6     97.8     96.5     98.5      3.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        1        2       38       37       41       39                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      116,257
COMMITMENTS
   1,275      310    1,166  108,812  105,414  111,253  106,890    5,004    9,367

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      4,174)
     463      310     -491    3,988    3,900    3,960    3,719      214      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.3      1.0     93.6     90.7     95.7     91.9      4.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       24       25       27       28                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,778
COMMITMENTS
   2,348    5,854    1,291   95,741   91,694   99,380   98,839    5,398    5,939

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -215)
       0     -169      -36     -378       77     -414     -128      199      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      5.6      1.2     91.4     87.5     94.8     94.3      5.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       22       23       25       26                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,337
COMMITMENTS
     186      594      739   26,388   27,477   27,313   28,810    2,024      527

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        596)
     186     -410      503       93      627      782      720     -186     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.0      2.5     89.9     93.7     93.1     98.2      6.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        2       12       12       14       16                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,128
COMMITMENTS
     587    1,565      357   91,904   94,345   92,848   96,267    8,280    4,861

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        311)
    -168       96       60    1,447      199    1,339      355   -1,028      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.5      0.4     90.9     93.3     91.8     95.2      8.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       18       19       19       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      163,169
COMMITMENTS
       0        0        0  157,727  161,315  157,727  161,315    5,442    1,854

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      3,134)
       0        0        0    2,925    3,006    2,925    3,006      209      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.7     98.9     96.7     98.9      3.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       27       27       27       27                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,320
COMMITMENTS
       0        0        0   52,291   51,952   52,291   51,952    4,029    4,368

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        124)
       0        0        0      124        0      124        0        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.8     92.2     92.8     92.2      7.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       13       15       13                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,460
COMMITMENTS
   7,006        0        0    8,625   16,319   15,631   16,319    1,829    1,141

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        620)
       0        0        0      146      713      146      713      474      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1      0.0      0.0     49.4     93.5     89.5     93.5     10.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        0       12       16       16       16                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      427,905
COMMITMENTS
   2,723      922    1,898  413,028  411,618  417,649  414,438   10,256   13,467

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -720)
    -335   -1,961    1,104   -2,679      154   -1,910     -703    1,190      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.2      0.4     96.5     96.2     97.6     96.9      2.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        2        3       53       39       56       42                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,886
COMMITMENTS
       0    3,189    1,014   80,188   77,526   81,202   81,729    8,684    8,157

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        213)
       0      555     -229      392      -45      163      281       50      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      1.1     89.2     86.2     90.3     90.9      9.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        2       19       16       21       20                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,309
COMMITMENTS
     724      248    1,515   68,390   67,831   70,629   69,594    3,680    4,715

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      3,322)
      25      248        6    5,296    3,265    5,327    3,519   -2,005     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      2.0     92.0     91.3     95.0     93.7      5.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       19       16       21       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      131,271
COMMITMENTS
  31,407   11,129        0   99,365  116,343  130,772  127,472      499    3,799

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     15,429)
   6,402    2,697        0   10,720   11,492   17,122   14,189   -1,693    1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      8.5      0.0     75.7     88.6     99.6     97.1      0.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        5        0       28       32       35       37                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,757
COMMITMENTS
  46,696   11,222   10,571   74,870  108,949  132,137  130,742      620    2,015

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     18,235)
   3,193     -248    3,131   12,004   14,360   18,328   17,243      -93      992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      8.5      8.0     56.4     82.1     99.5     98.5      0.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       8        8        4       34       42       44       52                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,554
COMMITMENTS
     341        0        0   56,562   55,269   56,903   55,269      651    2,285

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,023)
    -465        0        0    1,581      930    1,116      930      -93       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     98.3     96.0     98.9     96.0      1.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       21       23       22       23                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      249,327
COMMITMENTS
       0      667      486  244,366  237,162  244,852  238,315    4,475   11,012

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        160)
       0        0        0        5      374        5      374      155     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.2     98.0     95.1     98.2     95.6      1.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        1        1       36       33       37       34                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       25,065
COMMITMENTS
       0    1,581        0   21,704   19,685   21,704   21,266    3,361    3,799

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -155)
       0        0        0      -62     -186      -62     -186      -93       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      0.0     86.6     78.5     86.6     84.8     13.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       13       14       13       16                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,676
COMMITMENTS
   1,142        0      189   66,062   70,257   67,393   70,446    8,283    5,230

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        542)
       0        0        0      542      480      542      480        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.2     87.3     92.8     89.1     93.1     10.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       14       14       16       15                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,657
COMMITMENTS
       0    4,437      648   95,165   92,928   95,813   98,013    5,844    3,644

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -13)
       0      456      -84     -155    1,874     -239    2,246      226   -2,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.6     93.6     91.4     94.3     96.4      5.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        2       23       23       25       26                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      135,752
COMMITMENTS
   4,965      985      648  121,726  129,481  127,339  131,114    8,413    4,638

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,177)
    -494      985        0    1,733      512    1,239    1,497      -62     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.7      0.5     89.7     95.4     93.8     96.6      6.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        1       20       17       23       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,713
COMMITMENTS
     521        0        0   90,947   96,933   91,468   96,933    9,245    3,780

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,311)
       0        0        0    1,610    1,407    1,610    1,407     -299      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     90.3     96.2     90.8     96.2      9.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       18       18       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,695
COMMITMENTS
     956      714      233   98,188  102,497   99,377  103,444    5,318    1,251

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,197)
       0       -9      -16    3,101    1,369    3,085    1,344   -1,888     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.7      0.2     93.8     97.9     94.9     98.8      5.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       20       20       22       22                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      140,174
COMMITMENTS
     301    5,086    1,293  121,453  122,455  123,047  128,834   17,127   11,340

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      3,344)
     301    2,227     -189    2,863    1,461    2,975    3,499      369     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.6      0.9     86.6     87.4     87.8     91.9     12.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       26       20       27       22                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,668
COMMITMENTS
   2,573        0      124   17,860   22,924   20,557   23,048    3,111      620

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        834)
     341        0      124      524      803      989      927     -155      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.0      0.5     75.5     96.9     86.9     97.4     13.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        1       17       13       22       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,881
COMMITMENTS
     403    2,108        0   24,847   23,967   25,250   26,075    1,631      806

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        372)
       0        0        0      372       62      372       62        0      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      7.8      0.0     92.4     89.2     93.9     97.0      6.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       20       13       21       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      181,209
COMMITMENTS
   8,645    3,671    1,027  158,926  169,674  168,598  174,372   12,611    6,837

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -615)
       0      224        0   -2,118   -1,493   -2,118   -1,269    1,503      654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.0      0.6     87.7     93.6     93.0     96.2      7.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        3       37       31       40       35                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       87,041
COMMITMENTS
       0        0        0   79,060   76,226   79,060   76,226    7,981   10,815

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -4,330)
       0        0        0   -4,116   -5,194   -4,116   -5,194     -214      864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.8     87.6     90.8     87.6      9.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       20       18       20                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       98,106
COMMITMENTS
       0        0        0   94,089   94,450   94,089   94,450    4,017    3,656

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.9     96.3     95.9     96.3      4.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       28       20       28       20                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:        9,543
COMMITMENTS
   1,085        0        0    7,881    8,303    8,966    8,303      577    1,240

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        403)
     217        0        0      186      -93      403      -93        0      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      0.0      0.0     82.6     87.0     94.0     87.0      6.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       10       11       12       11                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      128,568
COMMITMENTS
   5,280        0        0  102,873  122,570  108,153  122,570   20,415    5,998

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        787)
    -186        0        0      684    1,481      498    1,481      289     -694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     80.0     95.3     84.1     95.3     15.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       18       14       20       14                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      129,692
COMMITMENTS
  29,202   12,100    5,571   94,479  111,703  129,252  129,374      440      318

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      2,201)
     488      926      -42    1,774    1,292    2,220    2,176      -19       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      9.3      4.3     72.8     86.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      11       14       16       47       45       67       66                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       42,284
COMMITMENTS
   2,686       34      378   39,220   41,872   42,284   42,284        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -2,945)
    -344     -122      -86   -2,515   -2,737   -2,945   -2,945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.1      0.9     92.8     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        2       25       22       30       24                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      406,307
COMMITMENTS
  14,942      632    2,177  389,188  403,498  406,307  406,307        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -30,561)
    -290   -1,996     -351  -29,920  -28,214  -30,561  -30,561        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.2      0.5     95.8     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       22       21       25       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,496,394
COMMITMENTS
  34,840   97,051   59,204  1402350  1340139  1496394  1496394        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -8,198)
  -3,561      896        0   -4,637   -9,094   -8,198   -8,198        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      6.5      4.0     93.7     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        8        4       40       41       48       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,776
COMMITMENTS
     668    5,914      950   61,158   55,912   62,776   62,776        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,115)
       0      124      -49    1,164    1,040    1,115    1,115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      9.4      1.5     97.4     89.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        7        3       20       25       26       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      310,295
COMMITMENTS
       0    3,864        0  310,295  306,431  310,295  310,295        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      2,608)
       0        0        0    2,608    2,608    2,608    2,608        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0    100.0     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       17       15       18                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      382,725
COMMITMENTS
   7,768      728    8,632  366,325  372,957  382,725  382,317        0      408

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -384)
       0        0        0     -384     -792     -384     -792        0      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.2      2.3     95.7     97.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        1       28       26       32       27                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,463
COMMITMENTS
     899      166       42   25,592   26,982   26,533   27,190      930      273

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        306)
     -20        0        0      326      306      306      306        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.6      0.2     93.2     98.2     96.6     99.0      3.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        1       24       23       29       26                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,625
COMMITMENTS
     400        0        0   61,922   62,612   62,322   62,612      303       13

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        750)
       0        0        0      750      750      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     98.9    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       28       29       29       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       81,241
COMMITMENTS
     350        0        0   80,628   81,117   80,978   81,117      263      124

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        590)
       0        0        0      590      590      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.2     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       28       29       29       29                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,294
COMMITMENTS
     750      700        0   31,106   31,414   31,856   32,114      438      180

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,180)
       0        0        0    1,180    1,180    1,180    1,180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.2      0.0     96.3     97.3     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       20       17       22       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      327,760
COMMITMENTS
  18,120        0        0  309,640  327,760  327,760  327,760        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     14,488)
   5,096        0        0    9,392   14,488   14,488   14,488        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      0.0     94.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       23       21       26       21                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        6,988
COMMITMENTS
     712      774       87    5,656    5,850    6,455    6,711      533      277

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     11.1      1.2     80.9     83.7     92.4     96.0      7.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        1       19       18       23       20                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,304
COMMITMENTS
   1,550        0        0    5,070    6,470    6,620    6,470      684      834

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        130)
       0        0        0      130      100      130      100        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      0.0      0.0     69.4     88.6     90.6     88.6      9.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       13       15       16       15                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,780
COMMITMENTS
     755        0      400   13,080   14,300   14,235   14,700      545       80

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -50        0      -50        0       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      2.7     88.5     96.8     96.3     99.5      3.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        3       11       14       14       17                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,821
COMMITMENTS
       0      925       50   39,491   38,846   39,541   39,821      280        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,310)
       0        0        0    1,310    1,310    1,310    1,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      0.1     99.2     97.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        1       23       26       24       29                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,111
COMMITMENTS
     750      100       75   25,106   25,916   25,931   26,091      180       20

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         10)
     150     -150       75     -215       85       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.4      0.3     96.2     99.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       27       23       29       25                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,888
COMMITMENTS
     715    1,000      147   19,583   19,318   20,445   20,465      443      423

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -195)
     -21      -63       63     -237     -195     -195     -195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      4.8      0.7     93.8     92.5     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        2       20       22       24       26                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,687
COMMITMENTS
     770    4,334      570   58,332   54,605   59,672   59,509       15      178

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         47)
       0       44        0       47        3       47       47        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      7.3      1.0     97.7     91.5    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        3       30       26       34       31                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       77,536
COMMITMENTS
   1,453   16,563    2,089   73,980   58,796   77,522   77,448       14       88

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        438)
     300     -244      -20      167      687      447      423       -9       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     21.4      2.7     95.4     75.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8        5        6       34       33       45       41                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,455
COMMITMENTS
     925        0        0   47,425   48,455   48,350   48,455      105        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        955)
      60        0        0      795      955      855      955      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     97.9    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       27       12       28       12                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,985
COMMITMENTS
   1,580    2,100        0   51,275   50,885   52,855   52,985      130        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        730)
      70        0        0      535      730      605      730      125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      4.0      0.0     96.8     96.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       26       13       27       14                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      300,117
COMMITMENTS
  35,367    4,480    1,551  263,199  294,086  300,117  300,117        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -327)
       0        0        0     -327     -327     -327     -327        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      1.5      0.5     87.7     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       22       29       25       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,849
COMMITMENTS
   4,364    1,635    1,516   19,122   22,593   25,002   25,744      847      105

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         66)
     401       21     -105     -230      150       66       66        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      6.3      5.9     74.0     87.4     96.7     99.6      3.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        6       25       33       31       41                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       42,939
COMMITMENTS
     843      362        0   42,096   42,577   42,939   42,939        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,252)
       0        0        0    1,252    1,252    1,252    1,252        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.8      0.0     98.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        0       18       14       22       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      311,522
COMMITMENTS
   7,008   16,100    3,108  300,998  292,314  311,114  311,522      408        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      4,341)
       0   -3,108    3,108      825    4,341    3,933    4,341      408        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      5.2      1.0     96.6     93.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       16       19       18       21                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       20,641
COMMITMENTS
     783      732    1,039   18,396   17,725   20,218   19,496      423    1,145

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -23)
       0        0        0      -23     -831      -23     -831        0      808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      3.5      5.0     89.1     85.9     98.0     94.5      2.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       21       18       24       21                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        9,298
COMMITMENTS
     399        0       21    8,053    8,815    8,473    8,836      825      462

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         88)
       0        0        0      -58       66      -58       66      146       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.2     86.6     94.8     91.1     95.0      8.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13       10       15       11                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,259
COMMITMENTS
     529      364      290    9,447    9,696   10,266   10,350      993      909

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      233      255      233      255       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      3.2      2.6     83.9     86.1     91.2     91.9      8.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        1       15       19       17       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       83,908
COMMITMENTS
   3,040        0      408   80,052   83,500   83,500   83,908      408        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -408        0     -408        0      408        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.5     95.4     99.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       15       14       18       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,566
COMMITMENTS
     481    1,803      191   13,540   12,216   14,212   14,210      354      356

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        215)
    -103        0        0      276      152      173      152       42       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     12.4      1.3     93.0     83.9     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       21       23       25       27                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      153,072
COMMITMENTS
   2,040    8,902      408  150,624  142,538  153,072  151,848        0    1,224

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -434)
   2,040   -1,521   -2,040     -434    1,903     -434   -1,658        0    1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.8      0.3     98.4     93.1    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       21       16       23       18                  
 
 
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C7
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MW                                                   OPEN INTEREST:        5,770
COMMITMENTS
       0      170      190    5,145    5,310    5,335    5,670      435      100

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      3.3     89.2     92.0     92.5     98.3      7.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       12       13       13       15                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,200
COMMITMENTS
       0      530       50    8,090    7,615    8,140    8,195       60        5

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.6     98.7     92.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       15       12       16       15                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,688
COMMITMENTS
   1,686      463    1,992   20,010   21,233   23,688   23,688        0        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -992)
     -27     -234        0     -965     -758     -992     -992        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      2.0      8.4     84.5     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       18       14       20       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,180
COMMITMENTS
     300    1,680        0   14,480   13,495   14,780   15,175      400        5

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        725)
       0        0        0      720      725      720      725        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     11.1      0.0     95.4     88.9     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       14       15       15                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,170
COMMITMENTS
     155    1,630      105   14,455   13,430   14,715   15,165      455        5

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        720)
       0        0        0      720      720      720      720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     10.7      0.7     95.3     88.5     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       14       13       15       15                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:       11,821
COMMITMENTS
   4,547    1,270       42    6,957    9,493   11,546   10,805      275    1,016

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     10.7      0.4     58.9     80.3     97.7     91.4      2.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        1       13        8       18       11                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,310
COMMITMENTS
     180        0        0   13,695   14,310   13,875   14,310      435        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -25        0      -25        0       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     95.7    100.0     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       12       14       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,115
COMMITMENTS
     425      225       50   20,470   20,840   20,945   21,115      170        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,750)
       0        0        0    1,745    1,750    1,745    1,750        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.1      0.2     96.9     98.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        1       21       17       25       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,441
COMMITMENTS
     375      175       50   13,760   14,216   14,185   14,441      256        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,250)
       0        0        0    1,250    1,250    1,250    1,250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.2      0.3     95.3     98.4     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       19       14       22       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,515
COMMITMENTS
      50      580        0   24,075   23,875   24,125   24,455      390       60

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        475)
       0        0        0      475      475      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.4      0.0     98.2     97.4     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       19       14       20       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,890
COMMITMENTS
       0      745       10   17,650   17,070   17,660   17,825      230       65

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        680)
       0        0        0      610      640      610      640       70       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.1     98.7     95.4     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       14       12       15       15                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,225
COMMITMENTS
     310      435       20   18,720   18,755   19,050   19,210      175       15

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,030)
      -5        0        0    1,035    1,040    1,030    1,040        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.3      0.1     97.4     97.6     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       15       12       16       15                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,758
COMMITMENTS
   2,025    2,265      105  114,548  113,842  116,678  116,212       80      546

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -682)
    -670      100        0      -47     -782     -717     -682       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.9      0.1     98.1     97.5     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        5        2       37       32       42       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      137,996
COMMITMENTS
   3,034    7,135      540  134,337  129,770  137,911  137,445       85      551

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,239)
    -581     -310      105    1,630    1,454    1,154    1,249       85      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      5.2      0.4     97.3     94.0     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        8        5       44       38       51       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      186,968
COMMITMENTS
  12,307   23,615    8,429  165,958  154,884  186,694  186,928      274       40

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -3,248)
    -986      -95      293   -2,796   -3,446   -3,489   -3,248      241        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     12.6      4.5     88.8     82.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       13       13       46       48       63       67                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      122,578
COMMITMENTS
   6,163    6,201    2,051  114,171  114,321  122,385  122,573      193        5

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        753)
     120    1,325        0      498     -572      618      753      135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      5.1      1.7     93.1     93.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        7        5       42       34       49       43                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,580
COMMITMENTS
   1,845    1,200       80   35,625   36,265   37,550   37,545       30       35

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -205)
       0        0        0     -205     -240     -205     -240        0       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      3.2      0.2     94.8     96.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       23       15       26       18                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,415
COMMITMENTS
     875      295       30   31,445   32,080   32,350   32,405       65       10

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:       -310)
     100        0        0     -410     -320     -310     -320        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.9      0.1     97.0     99.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       23       14       25       16                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       31,376
COMMITMENTS
   1,150      200      250   29,787   30,921   31,187   31,371      189        5

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        310)
       0        0        0      260      310      260      310       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.6      0.8     94.9     98.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        1       28       29       31       31                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       21,726
COMMITMENTS
   2,400        0        0   19,326   21,606   21,726   21,606        0      120

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        835)
   1,425        0        0     -590      835      835      835        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      0.0      0.0     89.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        0       21       18       24       18                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,241
COMMITMENTS
   2,456    1,541      331   25,103   26,176   27,890   28,048      351      193

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -45)
     -25      -65        7      -27     -107      -45     -165        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      5.5      1.2     88.9     92.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        2       23       22       29       26                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,315
COMMITMENTS
   1,341        0      309   18,465   19,495   20,115   19,804      200      511

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         -9)
       0        0        0       -9     -129       -9     -129        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      1.5     90.9     96.0     99.0     97.5      1.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       19       21       22       22                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,196
COMMITMENTS
   2,898    5,568      730   34,142   31,898   37,770   38,196      426        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -60)
      40      221       15     -330     -281     -275      -45      215      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     14.6      1.9     89.4     83.5     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        5       27       25       32       31                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,993
COMMITMENTS
     116      250      167   20,295   20,576   20,578   20,993      415        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        245)
       0        0        0       40      245       40      245      205        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.2      0.8     96.7     98.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       27       23       29       26                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,775
COMMITMENTS
     160    1,872       85   23,303   21,673   23,548   23,630      227      145

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -20)
       0       -5        0      -20     -160      -20     -165        0      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      7.9      0.4     98.0     91.2     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       21       17       24       20                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,713
COMMITMENTS
       0       50        0   13,276   13,268   13,276   13,318      437      395

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -80)
       0        0        0      -80     -210      -80     -210        0      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0     96.8     96.8     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       21       14       21       16                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,565
COMMITMENTS
     100      665       35   34,111   33,848   34,246   34,548      319       17

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:         55)
       0        0        0       55       55       55       55        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.9      0.1     98.7     97.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        1       29       27       31       30                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       17,325
COMMITMENTS
     407       50       54   16,854   17,171   17,315   17,275       10       50

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -30)
       0        0        0      -30      -55      -30      -55        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.3      0.3     97.3     99.1     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       24       21       25       23                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,064
COMMITMENTS
     689        0       21   12,349   13,043   13,059   13,064        5        0

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        110)
     -10        0        0      120      110      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.0      0.2     94.5     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       20       23       21                  



Updated January 6, 2017