CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV                                                  Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 california carbon allowances                                         :
     :          :                                                                            :
All  :    10,184:     2,065      1,060         35      8,077      9,083     10,177     10,178:         7          6
Old  :    10,184:     2,065      1,060         35      8,077      9,083     10,177     10,178:         7          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :       212:       405         25       -194         -6        381        205        212:         7          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       10.4        0.3       79.3       89.2       99.9       99.9:       0.1        0.1
Old  :     100.0:      20.3       10.4        0.3       79.3       89.2       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         8          5          2          6          9         14         16:
Old  :        25:         8          5          2          6          9         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.1       68.0       95.8       94.2       82.1       65.4       93.9       91.6
Old  :                 83.1       68.0       95.8       94.2       82.1       65.4       93.9       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                                                          Code-00639W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    33,310:    17,760     11,410        600     14,950     21,300     33,310     33,310:         0          0
Old  :    33,310:    17,760     11,410        600     14,950     21,300     33,310     33,310:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -200:      -200       -200          0          0          0       -200       -200:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.3       34.3        1.8       44.9       63.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      53.3       34.3        1.8       44.9       63.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          6          3          8          5         15         12:
Old  :        23:         5          6          3          8          5         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       76.4       89.0       94.9       66.6       74.6       89.0       92.8
Old  :                 66.6       76.4       89.0       94.9       66.6       74.6       89.0       92.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                          Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    32,810:     6,284     19,445        221     26,285     13,144     32,790     32,810:        20          0
Old  :    32,810:     6,284     19,445        221     26,285     13,144     32,790     32,810:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :       651:        50       -250        201        400        700        651        651:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       59.3        0.7       80.1       40.1       99.9      100.0:       0.1        0.0
Old  :     100.0:      19.2       59.3        0.7       80.1       40.1       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         6          9          3         10          4         18         14:
Old  :        26:         6          9          3         10          4         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       68.5       85.8       95.5       65.1       63.6       85.2       88.0
Old  :                 65.1       68.5       85.8       95.5       65.1       63.6       85.2       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV                                                  Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 california carbon allowances                                         :
     :          :                                                                            :
All  :    28,915:     5,417        666      3,296     20,197     24,953     28,910     28,915:         5          0
Old  :    28,915:     5,417        666      3,296     20,197     24,953     28,910     28,915:         5          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :     6,207:       964       -124        801      4,437      5,530      6,202      6,207:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        2.3       11.4       69.8       86.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      18.7        2.3       11.4       69.8       86.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         9          5          5         10         12         21         20:
Old  :        29:         9          5          5         10         12         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       63.2       82.7       84.4       40.8       45.3       49.8       51.3
Old  :                 62.7       63.2       82.7       84.4       40.8       45.3       49.8       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                                                              Code-0063A1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 RGGI CO2 Allowances                                                  :
     :          :                                                                            :
All  :    38,069:     7,764      1,610          0     30,305     36,454     38,069     38,064:         0          5
Old  :    38,069:     7,764      1,610          0     30,305     36,454     38,069     38,064:         0          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        4.2        0.0       79.6       95.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      20.4        4.2        0.0       79.6       95.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          2          0         10         10         14         12:
Old  :        23:         4          2          0         10         10         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.5       86.7       98.3       99.0       79.6       86.7       93.2       93.2
Old  :                 82.5       86.7       98.3       99.0       79.6       86.7       93.2       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                                                          Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    21,748:     3,663     14,048        675     17,400      7,025     21,738     21,748:        10          0
Old  :    21,748:     3,663     14,048        675     17,400      7,025     21,738     21,748:        10          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :     1,870:         0      2,300        100      1,770       -530      1,870      1,870:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       64.6        3.1       80.0       32.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      16.8       64.6        3.1       80.0       32.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          9          3          8          4         15         14:
Old  :        25:         5          9          3          8          4         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       76.7       89.2       93.4       69.8       74.8       89.2       91.5
Old  :                 69.8       76.7       89.2       93.4       69.8       74.8       89.2       91.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                                                          Code-0063A4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    16,057:     6,807      2,772          0      9,250     13,285     16,057     16,057:         0          0
Old  :    16,057:     6,807      2,772          0      9,250     13,285     16,057     16,057:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :     1,160:       610        -90          0        550      1,250      1,160      1,160:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       17.3        0.0       57.6       82.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      42.4       17.3        0.0       57.6       82.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         6          5          0          6          4         12          9:
Old  :        21:         6          5          0          6          4         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.5       87.1       93.9       99.1       70.5       87.1       93.9       99.1
Old  :                 70.5       87.1       93.9       99.1       70.5       87.1       93.9       99.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV                                                  Code-0063AA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :    15,463:     7,710      6,165        200      7,532      9,098     15,443     15,463:        20          0
Old  :    15,463:     7,710      6,165        200      7,532      9,098     15,443     15,463:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :       241:       343       -850          0       -101      1,091        241        241:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9       39.9        1.3       48.7       58.8       99.9      100.0:       0.1        0.0
Old  :     100.0:      49.9       39.9        1.3       48.7       58.8       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          3          1          8          8         15         11:
Old  :        22:         6          3          1          8          8         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       69.9       88.7       93.6       62.9       67.0       87.5       90.4
Old  :                 64.2       69.9       88.7       93.6       62.9       67.0       87.5       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV                                                  Code-0063AB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :    22,175:     7,969      6,850      1,150     13,056     14,175     22,175     22,175:         0          0
Old  :    22,175:     7,969      6,850      1,150     13,056     14,175     22,175     22,175:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :     1,243:      -507         50       -250      2,000      1,443      1,243      1,243:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       30.9        5.2       58.9       63.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      35.9       30.9        5.2       58.9       63.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          5          3          9          5         16         11:
Old  :        22:         5          5          3          9          5         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       79.0       79.8       97.3       50.5       75.4       78.9       89.4
Old  :                 51.4       79.0       79.8       97.3       50.5       75.4       78.9       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV                                                  Code-0063AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :    15,420:     8,670      7,150        100      6,650      8,170     15,420     15,420:         0          0
Old  :    15,420:     8,670      7,150        100      6,650      8,170     15,420     15,420:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :     1,850:       300        100          0      1,550      1,750      1,850      1,850:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2       46.4        0.6       43.1       53.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      56.2       46.4        0.6       43.1       53.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          4          1          8          3         14          7:
Old  :        20:         5          4          1          8          3         14          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       77.6       85.8      100.0       55.6       77.0       85.8       99.4
Old  :                 55.6       77.6       85.8      100.0       55.6       77.0       85.8       99.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                      Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 5,068,157:   997,397     54,048    634,469  3,395,882  4,364,367  5,027,748  5,052,884:    40,409     15,273
Old  : 5,068,157:   997,397     54,048    634,469  3,395,882  4,364,367  5,027,748  5,052,884:    40,409     15,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    38,414:   -72,083     17,103     15,194     92,858      6,740     35,969     39,037:     2,445       -623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        1.1       12.5       67.0       86.1       99.2       99.7:       0.8        0.3
Old  :     100.0:      19.7        1.1       12.5       67.0       86.1       99.2       99.7:       0.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        52         15         53        136        129        200        185:
Old  :       215:        52         15         53        136        129        200        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       32.1       46.1       49.1       25.8       31.1       39.3       44.2
Old  :                 28.5       32.1       46.1       49.1       25.8       31.1       39.3       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                    Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  : 1,588,152:   109,805     49,098    711,642    764,473    826,750  1,585,920  1,587,490:     2,232        662
Old  : 1,588,152:   109,805     49,098    711,642    764,473    826,750  1,585,920  1,587,490:     2,232        662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    97,999:    -3,399     -4,572     59,176     42,280     43,525     98,057     98,130:       -58       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        3.1       44.8       48.1       52.1       99.9      100.0:       0.1        0.0
Old  :     100.0:       6.9        3.1       44.8       48.1       52.1       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        20         11         28         59         52         89         81:
Old  :        90:        20         11         28         59         52         89         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       60.3       72.5       73.8        7.9        6.2        8.9        9.0
Old  :                 61.3       60.3       72.5       73.8        7.9        6.2        8.9        9.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   175,142:     1,350        898        420    151,426    168,053    153,196    169,371:    21,946      5,771
Old  :   175,142:     1,350        898        420    151,426    168,053    153,196    169,371:    21,946      5,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -20,166:    -2,411        898        -30    -16,434    -20,420    -18,875    -19,552:    -1,291       -614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        0.5        0.2       86.5       96.0       87.5       96.7:      12.5        3.3
Old  :     100.0:       0.8        0.5        0.2       86.5       96.0       87.5       96.7:      12.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          2          3         31         22         35         26:
Old  :        40:         3          2          3         31         22         35         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       61.3       67.5       84.9       45.3       57.1       57.9       72.9
Old  :                 48.9       61.3       67.5       84.9       45.3       57.1       57.9       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   103,384:       539          0        124     98,977     99,864     99,640     99,988:     3,744      3,396
Old  :   103,384:       539          0        124     98,977     99,864     99,640     99,988:     3,744      3,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -4,058:      -260          0        -35     -3,776     -3,974     -4,071     -4,009:        13        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.0        0.1       95.7       96.6       96.4       96.7:       3.6        3.3
Old  :     100.0:       0.5        0.0        0.1       95.7       96.6       96.4       96.7:       3.6        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          0          1         26         29         28         30:
Old  :        34:         2          0          1         26         29         28         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       46.9       79.6       63.7       60.4       41.5       66.5       54.3
Old  :                 64.7       46.9       79.6       63.7       60.4       41.5       66.5       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   137,117:     1,324      1,289      1,398    118,025    125,624    120,747    128,311:    16,370      8,806
Old  :   137,117:     1,324      1,289      1,398    118,025    125,624    120,747    128,311:    16,370      8,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -9,833:     1,034         32       -372     -9,452    -13,382     -8,790    -13,722:    -1,043      3,889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        0.9        1.0       86.1       91.6       88.1       93.6:      11.9        6.4
Old  :     100.0:       1.0        0.9        1.0       86.1       91.6       88.1       93.6:      11.9        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1          2          2         25         26         28         28:
Old  :        39:         1          2          2         25         26         28         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       45.8       65.6       69.6       49.7       45.8       60.6       64.2
Old  :                 51.1       45.8       65.6       69.6       49.7       45.8       60.6       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   892,744:         0        524      3,523    873,504    885,297    877,027    889,344:    15,717      3,400
Old  :   892,744:         0        524      3,523    873,504    885,297    877,027    889,344:    15,717      3,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -30,706:       -18         54        -20    -29,285    -18,877    -29,323    -18,843:    -1,383    -11,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.1        0.4       97.8       99.2       98.2       99.6:       1.8        0.4
Old  :     100.0:       0.0        0.1        0.4       97.8       99.2       98.2       99.6:       1.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         0          4          4         51         37         55         41:
Old  :        58:         0          4          4         51         37         55         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       58.9       60.2       81.4       35.8       58.1       54.4       75.5
Old  :                 38.1       58.9       60.2       81.4       35.8       58.1       54.4       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   359,725:     5,647      1,210      1,156    347,283    351,580    354,086    353,946:     5,639      5,779
Old  :   359,725:     5,647      1,210      1,156    347,283    351,580    354,086    353,946:     5,639      5,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -15,408:    -2,853        982       -600     -8,713    -14,429    -12,166    -14,047:    -3,242     -1,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.3        0.3       96.5       97.7       98.4       98.4:       1.6        1.6
Old  :     100.0:       1.6        0.3        0.3       96.5       97.7       98.4       98.4:       1.6        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         1          2          1         34         46         36         48:
Old  :        60:         1          2          1         34         46         36         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       35.5       77.8       58.4       56.6       33.7       69.7       52.5
Old  :                 59.8       35.5       77.8       58.4       56.6       33.7       69.7       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   272,551:       694          0      1,204    261,497    268,618    263,395    269,822:     9,156      2,729
Old  :   272,551:       694          0      1,204    261,497    268,618    263,395    269,822:     9,156      2,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -7,303:      -423       -625       -104     -6,074     -5,020     -6,601     -5,749:      -702     -1,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.0        0.4       95.9       98.6       96.6       99.0:       3.4        1.0
Old  :     100.0:       0.3        0.0        0.4       95.9       98.6       96.6       99.0:       3.4        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         1          0          1         34         37         35         38:
Old  :        48:         1          0          1         34         37         35         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       40.2       77.3       61.9       58.6       36.9       68.7       54.0
Old  :                 59.3       40.2       77.3       61.9       58.6       36.9       68.7       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   115,510:     1,760          0        824    107,940    102,683    110,524    103,507:     4,986     12,003
Old  :   115,510:     1,760          0        824    107,940    102,683    110,524    103,507:     4,986     12,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -747:       485       -310       -342       -872     -2,731       -729     -3,383:       -18      2,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.0        0.7       93.4       88.9       95.7       89.6:       4.3       10.4
Old  :     100.0:       1.5        0.0        0.7       93.4       88.9       95.7       89.6:       4.3       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          0          2         23         23         25         25:
Old  :        33:         2          0          2         23         23         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       44.5       79.5       69.1       64.7       43.1       79.1       65.7
Old  :                 64.8       44.5       79.5       69.1       64.7       43.1       79.1       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                           Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    96,280:     2,449      5,204      1,348     87,893     84,882     91,690     91,434:     4,590      4,846
Old  :    96,280:     2,449      5,204      1,348     87,893     84,882     91,690     91,434:     4,590      4,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -8,498:       101       -650         57     -7,848     -6,812     -7,690     -7,405:      -808     -1,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        5.4        1.4       91.3       88.2       95.2       95.0:       4.8        5.0
Old  :     100.0:       2.5        5.4        1.4       91.3       88.2       95.2       95.0:       4.8        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          2          2         22         23         25         26:
Old  :        34:         2          2          2         22         23         25         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       40.3       71.8       62.7       50.6       40.0       64.0       58.7
Old  :                 57.3       40.3       71.8       62.7       50.6       40.0       64.0       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                         Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    93,743:     1,360        930        140     83,873     87,925     85,373     88,995:     8,370      4,748
Old  :    93,743:     1,360        930        140     83,873     87,925     85,373     88,995:     8,370      4,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -7,385:       773       -635       -217     -8,031     -6,420     -7,475     -7,272:        90       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        1.0        0.1       89.5       93.8       91.1       94.9:       8.9        5.1
Old  :     100.0:       1.5        1.0        0.1       89.5       93.8       91.1       94.9:       8.9        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          1         16         15         17         17:
Old  :        26:         1          1          1         16         15         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       66.5       77.4       87.8       52.7       65.9       74.9       85.0
Old  :                 54.4       66.5       77.4       87.8       52.7       65.9       74.9       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                               Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   155,311:         0          0          0    149,187    153,562    149,187    153,562:     6,124      1,749
Old  :   155,311:         0          0          0    149,187    153,562    149,187    153,562:     6,124      1,749
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -7,858:         0          0          0     -8,540     -7,753     -8,540     -7,753:       682       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.1       98.9       96.1       98.9:       3.9        1.1
Old  :     100.0:       0.0        0.0        0.0       96.1       98.9       96.1       98.9:       3.9        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         0          0          0         25         25         25         25:
Old  :        35:         0          0          0         25         25         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       75.6       76.9       86.4       56.9       75.6       74.9       85.8
Old  :                 58.5       75.6       76.9       86.4       56.9       75.6       74.9       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                 Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   423,399:    10,245      2,782        516    400,011    412,709    410,772    416,007:    12,627      7,392
Old  :   423,399:    10,245      2,782        516    400,011    412,709    410,772    416,007:    12,627      7,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -4,506:     7,522      1,860     -1,382    -13,017      1,091     -6,877      1,569:     2,371     -6,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        0.7        0.1       94.5       97.5       97.0       98.3:       3.0        1.7
Old  :     100.0:       2.4        0.7        0.1       94.5       97.5       97.0       98.3:       3.0        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         4          1          1         54         40         58         42:
Old  :        64:         4          1          1         54         40         58         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       56.4       51.7       68.7       29.3       50.8       42.6       59.3
Old  :                 34.3       56.4       51.7       68.7       29.3       50.8       42.6       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    83,484:         0      2,114      1,179     77,205     73,688     78,384     76,981:     5,100      6,503
Old  :    83,484:         0      2,114      1,179     77,205     73,688     78,384     76,981:     5,100      6,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -6,402:         0     -1,075        165     -2,983     -3,838     -2,818     -4,748:    -3,584     -1,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.5        1.4       92.5       88.3       93.9       92.2:       6.1        7.8
Old  :     100.0:       0.0        2.5        1.4       92.5       88.3       93.9       92.2:       6.1        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          2          1         20         17         21         19:
Old  :        27:         0          2          1         20         17         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       45.9       78.3       76.9       51.8       42.9       75.6       67.8
Old  :                 54.5       45.9       78.3       76.9       51.8       42.9       75.6       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D                            Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    72,423:       674          0      2,060     68,098     64,716     70,832     66,776:     1,591      5,647
Old  :    72,423:       674          0      2,060     68,098     64,716     70,832     66,776:     1,591      5,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,886:       -50       -248        545       -292     -3,115        203     -2,818:    -2,089        932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.0        2.8       94.0       89.4       97.8       92.2:       2.2        7.8
Old  :     100.0:       0.9        0.0        2.8       94.0       89.4       97.8       92.2:       2.2        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          0          1         18         17         20         18:
Old  :        25:         2          0          1         18         17         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       56.1       75.2       78.7       44.7       53.8       67.7       68.0
Old  :                 47.1       56.1       75.2       78.7       44.7       53.8       67.7       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                        Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    80,866:     7,078          0          0     72,393     77,190     79,471     77,190:     1,395      3,676
Old  :    80,866:     7,078          0          0     72,393     77,190     79,471     77,190:     1,395      3,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -50,405:   -24,329    -11,129          0    -26,972    -39,153    -51,301    -50,282:       896       -123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        0.0        0.0       89.5       95.5       98.3       95.5:       1.7        4.5
Old  :     100.0:       8.8        0.0        0.0       89.5       95.5       98.3       95.5:       1.7        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          0         12         17         13         17:
Old  :        21:         1          0          0         12         17         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       60.4       87.7       78.0       57.7       58.3       71.1       67.9
Old  :                 63.0       60.4       87.7       78.0       57.7       58.3       71.1       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                        Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    89,047:    30,167     11,129          0     58,378     76,802     88,545     87,931:       502      1,116
Old  :    89,047:    30,167     11,129          0     58,378     76,802     88,545     87,931:       502      1,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -43,710:   -16,529        -93    -10,571    -16,492    -32,147    -43,592    -42,811:      -118       -899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       12.5        0.0       65.6       86.2       99.4       98.7:       0.6        1.3
Old  :     100.0:      33.9       12.5        0.0       65.6       86.2       99.4       98.7:       0.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         7          5          0         23         29         30         34:
Old  :        55:         7          5          0         23         29         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       44.9       74.2       67.5       51.1       44.7       64.4       59.2
Old  :                 54.9       44.9       74.2       67.5       51.1       44.7       64.4       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                   Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    44,317:         0          0          0     43,914     41,765     43,914     41,765:       403      2,552
Old  :    44,317:         0          0          0     43,914     41,765     43,914     41,765:       403      2,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -13,237:      -341          0          0    -12,648    -13,504    -12,989    -13,504:      -248        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.1       94.2       99.1       94.2:       0.9        5.8
Old  :     100.0:       0.0        0.0        0.0       99.1       94.2       99.1       94.2:       0.9        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          0          0         17         15         17         15:
Old  :        29:         0          0          0         17         15         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       73.9       87.9       87.3       63.8       73.6       87.9       86.3
Old  :                 63.8       73.9       87.9       87.3       63.8       73.6       87.9       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   251,832:       617          0        688    244,783    239,633    246,088    240,321:     5,744     11,511
Old  :   251,832:       617          0        688    244,783    239,633    246,088    240,321:     5,744     11,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :     2,505:       617       -667        202        417      2,471      1,236      2,006:     1,269        499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.0        0.3       97.2       95.2       97.7       95.4:       2.3        4.6
Old  :     100.0:       0.2        0.0        0.3       97.2       95.2       97.7       95.4:       2.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1          0          1         33         30         34         31:
Old  :        39:         1          0          1         33         30         34         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       56.0       72.5       73.4       54.1       47.3       63.7       58.7
Old  :                 59.4       56.0       72.5       73.4       54.1       47.3       63.7       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                            Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    72,999:       745        143        256     64,404     67,589     65,405     67,988:     7,594      5,011
Old  :    72,999:       745        143        256     64,404     67,589     65,405     67,988:     7,594      5,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -2,677:      -397        143         67     -1,658     -2,668     -1,988     -2,458:      -689       -219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        0.2        0.4       88.2       92.6       89.6       93.1:      10.4        6.9
Old  :     100.0:       1.0        0.2        0.4       88.2       92.6       89.6       93.1:      10.4        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          1         13         13         15         14:
Old  :        20:         1          1          1         13         13         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       73.6       83.7       88.9       62.8       69.3       68.5       73.3
Old  :                 75.3       73.6       83.7       88.9       62.8       69.3       68.5       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    85,334:         0      1,894        588     79,944     79,228     80,532     81,710:     4,802      3,624
Old  :    85,334:         0      1,894        588     79,944     79,228     80,532     81,710:     4,802      3,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -16,323:         0     -2,543        -60    -15,221    -13,700    -15,281    -16,303:    -1,042        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.2        0.7       93.7       92.8       94.4       95.8:       5.6        4.2
Old  :     100.0:       0.0        2.2        0.7       93.7       92.8       94.4       95.8:       5.6        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          1          1         22         22         23         23:
Old  :        32:         0          1          1         22         22         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       49.3       77.8       69.0       46.0       39.5       59.0       52.1
Old  :                 54.5       49.3       77.8       69.0       46.0       39.5       59.0       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   128,015:     3,462        476        481    115,341    121,895    119,284    122,852:     8,731      5,163
Old  :   128,015:     3,462        476        481    115,341    121,895    119,284    122,852:     8,731      5,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -7,737:    -1,503       -509       -167     -6,385     -7,586     -8,055     -8,262:       318        525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        0.4        0.4       90.1       95.2       93.2       96.0:       6.8        4.0
Old  :     100.0:       2.7        0.4        0.4       90.1       95.2       93.2       96.0:       6.8        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          1          1         18         16         20         18:
Old  :        27:         2          1          1         18         16         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       78.3       83.4       90.0       61.2       76.5       80.0       87.4
Old  :                 64.0       78.3       83.4       90.0       61.2       76.5       80.0       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                       Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   103,831:       553        619        450     97,283    101,742     98,286    102,811:     5,545      1,020
Old  :   103,831:       553        619        450     97,283    101,742     98,286    102,811:     5,545      1,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -864:      -403        -95        217       -905       -755     -1,091       -633:       227       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.6        0.4       93.7       98.0       94.7       99.0:       5.3        1.0
Old  :     100.0:       0.5        0.6        0.4       93.7       98.0       94.7       99.0:       5.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          2          1         19         20         21         22:
Old  :        28:         1          2          1         19         20         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       59.2       78.6       79.0       55.2       56.0       68.2       72.1
Old  :                 62.1       59.2       78.6       79.0       55.2       56.0       68.2       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   129,706:         0      1,444      1,532    112,052    116,875    113,584    119,851:    16,122      9,855
Old  :   129,706:         0      1,444      1,532    112,052    116,875    113,584    119,851:    16,122      9,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -10,468:      -301     -3,642        239     -9,401     -5,580     -9,463     -8,983:    -1,005     -1,485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.1        1.2       86.4       90.1       87.6       92.4:      12.4        7.6
Old  :     100.0:       0.0        1.1        1.2       86.4       90.1       87.6       92.4:      12.4        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          3          1         24         20         25         23:
Old  :        32:         0          3          1         24         20         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       57.3       54.2       76.8       36.2       51.2       51.1       66.5
Old  :                 37.0       57.3       54.2       76.8       36.2       51.2       51.1       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                  Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    15,701:     1,302          0          0     12,019     14,845     13,321     14,845:     2,380        856
Old  :    15,701:     1,302          0          0     12,019     14,845     13,321     14,845:     2,380        856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -7,967:    -1,271          0       -124     -5,841     -8,079     -7,236     -8,203:      -731        236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        0.0        0.0       76.5       94.5       84.8       94.5:      15.2        5.5
Old  :     100.0:       8.3        0.0        0.0       76.5       94.5       84.8       94.5:      15.2        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          0          0         11         10         14         10:
Old  :        21:         3          0          0         11         10         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       77.9       74.4       92.6       48.7       77.9       72.4       89.3
Old  :                 49.1       77.9       74.4       92.6       48.7       77.9       72.4       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                             Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    17,147:         0          0          0     16,198     16,868     16,198     16,868:       949        279
Old  :    17,147:         0          0          0     16,198     16,868     16,198     16,868:       949        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -9,734:      -403     -2,108          0     -8,649     -7,099     -9,052     -9,207:      -682       -527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       94.5       98.4       94.5       98.4:       5.5        1.6
Old  :     100.0:       0.0        0.0        0.0       94.5       98.4       94.5       98.4:       5.5        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         16         10         16         10:
Old  :        21:         0          0          0         16         10         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       68.2       80.2       93.9       57.7       67.7       79.6       88.8
Old  :                 57.7       68.2       80.2       93.9       57.7       67.7       79.6       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   172,616:     8,201      5,248      1,785    153,435    159,657    163,421    166,690:     9,195      5,926
Old  :   172,616:     8,201      5,248      1,785    153,435    159,657    163,421    166,690:     9,195      5,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -8,593:      -444      1,577        758     -5,491    -10,017     -5,177     -7,682:    -3,416       -911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        3.0        1.0       88.9       92.5       94.7       96.6:       5.3        3.4
Old  :     100.0:       4.8        3.0        1.0       88.9       92.5       94.7       96.6:       5.3        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         1          4          4         37         32         41         37:
Old  :        48:         1          4          4         37         32         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       55.4       53.8       69.2       35.5       51.9       50.6       61.0
Old  :                 37.3       55.4       53.8       69.2       35.5       51.9       50.6       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                           Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    83,480:         0          0          0     75,995     75,899     75,995     75,899:     7,485      7,581
Old  :    83,480:         0          0          0     75,995     75,899     75,995     75,899:     7,485      7,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -3,561:         0          0          0     -3,065       -327     -3,065       -327:      -496     -3,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.0       90.9       91.0       90.9:       9.0        9.1
Old  :     100.0:       0.0        0.0        0.0       91.0       90.9       91.0       90.9:       9.0        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         17         22         17         22:
Old  :        26:         0          0          0         17         22         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       52.8       77.6       69.1       50.7       51.1       66.9       65.1
Old  :                 56.4       52.8       77.6       69.1       50.7       51.1       66.9       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                      Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    92,618:         0          0          0     88,065     88,409     88,065     88,409:     4,553      4,209
Old  :    92,618:         0          0          0     88,065     88,409     88,065     88,409:     4,553      4,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -5,488:         0          0          0     -6,024     -6,041     -6,024     -6,041:       536        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       95.1       95.5       95.1       95.5:       4.9        4.5
Old  :     100.0:       0.0        0.0        0.0       95.1       95.5       95.1       95.5:       4.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          0          0         25         17         25         17:
Old  :        28:         0          0          0         25         17         25         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       75.2       68.2       89.9       34.3       68.5       57.7       76.6
Old  :                 41.5       75.2       68.2       89.9       34.3       68.5       57.7       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                      Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MM Btus                                                               :
     :          :                                                                            :
All  :   123,666:     4,214          0          0     99,900    117,587    104,114    117,587:    19,552      6,079
Old  :   123,666:     4,214          0          0     99,900    117,587    104,114    117,587:    19,552      6,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -4,902:    -1,066          0          0     -2,973     -4,983     -4,039     -4,983:      -863         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        0.0        0.0       80.8       95.1       84.2       95.1:      15.8        4.9
Old  :     100.0:       3.4        0.0        0.0       80.8       95.1       84.2       95.1:      15.8        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          0          0         18         15         20         15:
Old  :        25:         2          0          0         18         15         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       77.2       65.0       90.7       49.0       71.0       64.2       84.3
Old  :                 49.0       77.2       65.0       90.7       49.0       71.0       64.2       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                          Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :   159,473:    27,092     10,674     16,724    115,178    131,571    158,994    158,969:       479        504
Old  :   159,473:    27,092     10,674     16,724    115,178    131,571    158,994    158,969:       479        504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -2,319:    -1,914        678         82       -526     -3,253     -2,358     -2,492:        39        173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        6.7       10.5       72.2       82.5       99.7       99.7:       0.3        0.3
Old  :     100.0:      17.0        6.7       10.5       72.2       82.5       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        11         13         19         45         46         67         67:
Old  :        73:        11         13         19         45         46         67         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       35.1       63.5       56.6       30.2       26.0       38.9       37.6
Old  :                 46.0       35.1       63.5       56.6       30.2       26.0       38.9       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                           Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    43,544:     3,027        104        436     40,057     43,004     43,520     43,544:        24          0
Old  :    43,544:     3,027        104        436     40,057     43,004     43,520     43,544:        24          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :       475:       139        104         24        288        347        451        475:        24          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.2        1.0       92.0       98.8       99.9      100.0:       0.1        0.0
Old  :     100.0:       7.0        0.2        1.0       92.0       98.8       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          1          3         26         24         31         28:
Old  :        35:         5          1          3         26         24         31         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       47.4       71.9       78.9       34.5       38.6       46.1       50.4
Old  :                 51.1       47.4       71.9       78.9       34.5       38.6       46.1       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                       Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :   404,698:    12,687      2,696        608    391,403    401,394    404,698    404,698:         0          0
Old  :   404,698:    12,687      2,696        608    391,403    401,394    404,698    404,698:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,609:    -2,255      2,064     -1,569      2,215     -2,104     -1,609     -1,609:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        0.7        0.2       96.7       99.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.1        0.7        0.2       96.7       99.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          2          1         22         21         25         23:
Old  :        30:         2          2          1         22         21         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       55.5       79.6       79.0       53.5       44.4       58.9       52.8
Old  :                 64.2       55.5       79.6       79.0       53.5       44.4       58.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                         Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  : 1,428,181:    32,392    114,460     44,760  1,351,029  1,268,961  1,428,181  1,428,181:         0          0
Old  : 1,428,181:    32,392    114,460     44,760  1,351,029  1,268,961  1,428,181  1,428,181:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -68,213:    -2,448     17,409    -14,444    -51,321    -71,178    -68,213    -68,213:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        8.0        3.1       94.6       88.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.3        8.0        3.1       94.6       88.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         7          6          3         38         39         47         46:
Old  :        57:         7          6          3         38         39         47         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       43.7       66.1       65.8       40.5       36.3       53.3       50.4
Old  :                 44.6       43.7       66.1       65.8       40.5       36.3       53.3       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                         Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    56,972:       106      3,569      1,121     55,745     52,282     56,972     56,972:         0          0
Old  :    56,972:       106      3,569      1,121     55,745     52,282     56,972     56,972:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -6,270:      -562     -2,345        171     -5,879     -4,096     -6,270     -6,270:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        6.3        2.0       97.8       91.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.2        6.3        2.0       97.8       91.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2          7          5         23         21         29         29:
Old  :        36:         2          7          5         23         21         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       75.9       85.3       86.2       67.5       66.9       75.6       74.9
Old  :                 70.7       75.9       85.3       86.2       67.5       66.9       75.6       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                       Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   347,215:     4,616        728      8,632    333,967    337,855    347,215    347,215:         0          0
Old  :   347,215:     4,616        728      8,632    333,967    337,855    347,215    347,215:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -35,510:    -3,152          0          0    -32,358    -35,102    -35,510    -35,102:         0       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.2        2.5       96.2       97.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.3        0.2        2.5       96.2       97.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          1          1         25         25         29         26:
Old  :        35:         3          1          1         25         25         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       50.9       69.6       74.8       33.8       44.7       49.2       57.1
Old  :                 48.2       50.9       69.6       74.8       33.8       44.7       49.2       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                   Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    25,490:       835        264          0     23,981     24,974     24,816     25,238:       674        252
Old  :    25,490:       835        264          0     23,981     24,974     24,816     25,238:       674        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,973:       -64         98        -42     -1,611     -2,008     -1,717     -1,952:      -256        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        1.0        0.0       94.1       98.0       97.4       99.0:       2.6        1.0
Old  :     100.0:       3.3        1.0        0.0       94.1       98.0       97.4       99.0:       2.6        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          3          0         21         22         25         25:
Old  :        32:         4          3          0         21         22         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       55.3       66.6       78.2       37.7       48.1       51.7       61.4
Old  :                 43.5       55.3       66.6       78.2       37.7       48.1       51.7       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                   Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    59,140:       350          0          0     58,438     58,972     58,788     58,972:       352        168
Old  :    59,140:       350          0          0     58,438     58,972     58,788     58,972:       352        168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -3,485:       -50          0          0     -3,484     -3,640     -3,534     -3,640:        49        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.0        0.0       98.8       99.7       99.4       99.7:       0.6        0.3
Old  :     100.0:       0.6        0.0        0.0       98.8       99.7       99.4       99.7:       0.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          0          0         26         26         27         26:
Old  :        36:         1          0          0         26         26         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       52.6       73.5       73.1       57.2       51.3       67.0       66.4
Old  :                 59.0       52.6       73.5       73.1       57.2       51.3       67.0       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    76,580:       360          0          0     75,983     76,457     76,343     76,457:       237        123
Old  :    76,580:       360          0          0     75,983     76,457     76,343     76,457:       237        123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -4,661:        10          0          0     -4,645     -4,660     -4,635     -4,660:       -26         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.0        0.0       99.2       99.8       99.7       99.8:       0.3        0.2
Old  :     100.0:       0.5        0.0        0.0       99.2       99.8       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1          0          0         27         27         28         27:
Old  :        38:         1          0          0         27         27         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       60.2       71.1       78.2       52.2       60.2       67.4       75.8
Old  :                 53.5       60.2       71.1       78.2       52.2       60.2       67.4       75.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    30,815:       700        600          0     29,541     30,015     30,241     30,615:       574        200
Old  :    30,815:       700        600          0     29,541     30,015     30,241     30,615:       574        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,479:       -50       -100          0     -1,565     -1,399     -1,615     -1,499:       136         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        1.9        0.0       95.9       97.4       98.1       99.4:       1.9        0.6
Old  :     100.0:       2.3        1.9        0.0       95.9       97.4       98.1       99.4:       1.9        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          0         19         15         20         16:
Old  :        25:         1          1          0         19         15         20         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       74.8       75.1       89.0       48.6       68.6       62.7       73.9
Old  :                 54.3       74.8       75.1       89.0       48.6       68.6       62.7       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                    Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   321,344:    14,568          0        736    306,040    320,608    321,344    321,344:         0          0
Old  :   321,344:    14,568          0        736    306,040    320,608    321,344    321,344:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -6,416:    -3,552          0        736     -3,600     -7,152     -6,416     -6,416:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.0        0.2       95.2       99.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.5        0.0        0.2       95.2       99.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          0          1         20         18         23         19:
Old  :        29:         3          0          1         20         18         23         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       73.0       76.9       88.0       52.4       62.1       63.3       71.3
Old  :                 56.8       73.0       76.9       88.0       52.4       62.1       63.3       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                    Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :     6,872:       547        774         43      5,729      5,712      6,319      6,529:       553        343
Old  :     6,872:       547        774         43      5,729      5,712      6,319      6,529:       553        343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -116:      -165          0        -44         73       -138       -136       -182:        20         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       11.3        0.6       83.4       83.1       92.0       95.0:       8.0        5.0
Old  :     100.0:       8.0       11.3        0.6       83.4       83.1       92.0       95.0:       8.0        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          1         18         16         20         18:
Old  :        24:         2          1          1         18         16         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       64.9       68.6       80.8       38.3       62.7       60.0       71.8
Old  :                 44.2       64.9       68.6       80.8       38.3       62.7       60.0       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    13,745:       830          0        325     12,110     13,360     13,265     13,685:       480         60
Old  :    13,745:       830          0        325     12,110     13,360     13,265     13,685:       480         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,035:        75          0        -75       -970       -940       -970     -1,015:       -65        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        0.0        2.4       88.1       97.2       96.5       99.6:       3.5        0.4
Old  :     100.0:       6.0        0.0        2.4       88.1       97.2       96.5       99.6:       3.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          2          9         14         12         16:
Old  :        21:         2          0          2          9         14         12         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.6       67.3       93.1       85.4       70.3       64.8       82.9       81.0
Old  :                 76.6       67.3       93.1       85.4       70.3       64.8       82.9       81.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    36,781:         0        750          0     36,501     35,911     36,501     36,661:       280        120
Old  :    36,781:         0        750          0     36,501     35,911     36,501     36,661:       280        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -3,040:         0       -175        -50     -2,990     -2,935     -3,040     -3,160:         0        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.0        0.0       99.2       97.6       99.2       99.7:       0.8        0.3
Old  :     100.0:       0.0        2.0        0.0       99.2       97.6       99.2       99.7:       0.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          2          0         22         21         22         23:
Old  :        29:         0          2          0         22         21         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       73.1       74.4       84.6       46.6       68.2       65.4       73.7
Old  :                 48.9       73.1       74.4       84.6       46.6       68.2       65.4       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                  Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    25,896:     1,175        100          0     24,511     25,666     25,686     25,766:       210        130
Old  :    25,896:     1,175        100          0     24,511     25,666     25,686     25,766:       210        130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -215:       425          0        -75       -595       -250       -245       -325:        30        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.4        0.0       94.7       99.1       99.2       99.5:       0.8        0.5
Old  :     100.0:       4.5        0.4        0.0       94.7       99.1       99.2       99.5:       0.8        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          1          0         22         19         24         20:
Old  :        30:         2          1          0         22         19         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       69.6       73.9       89.2       51.1       60.4       67.1       75.0
Old  :                 55.7       69.6       73.9       89.2       51.1       60.4       67.1       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                       Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    20,808:     1,171        142        105     18,858     20,181     20,134     20,428:       674        380
Old  :    20,808:     1,171        142        105     18,858     20,181     20,134     20,428:       674        380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :       -80:       456       -858        -42       -725        863       -311        -37:       231        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        0.7        0.5       90.6       97.0       96.8       98.2:       3.2        1.8
Old  :     100.0:       5.6        0.7        0.5       90.6       97.0       96.8       98.2:       3.2        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          2          1         17         19         21         22:
Old  :        30:         4          2          1         17         19         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       49.5       71.6       74.7       36.7       39.2       54.2       57.4
Old  :                 44.8       49.5       71.6       74.7       36.7       39.2       54.2       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                                                     Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    56,869:       395      4,239        507     55,761     51,880     56,663     56,626:       206        243
Old  :    56,869:       395      4,239        507     55,761     51,880     56,663     56,626:       206        243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -2,818:      -375        -95        -63     -2,571     -2,725     -3,009     -2,883:       191         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        7.5        0.9       98.1       91.2       99.6       99.6:       0.4        0.4
Old  :     100.0:       0.7        7.5        0.9       98.1       91.2       99.6       99.6:       0.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2          3          2         29         22         33         25:
Old  :        38:         2          3          2         29         22         33         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       49.4       72.6       78.8       46.5       47.4       66.5       69.1
Old  :                 47.7       49.4       72.6       78.8       46.5       47.4       66.5       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                                                       Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    74,036:     1,348     14,746      1,670     70,997     57,502     74,015     73,918:        21        118
Old  :    74,036:     1,348     14,746      1,670     70,997     57,502     74,015     73,918:        21        118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -3,500:      -105     -1,817       -419     -2,983     -1,294     -3,507     -3,530:         7         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       19.9        2.3       95.9       77.7      100.0       99.8:       0.0        0.2
Old  :     100.0:       1.8       19.9        2.3       95.9       77.7      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         8          4          4         33         29         43         35:
Old  :        51:         8          4          4         33         29         43         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       46.9       65.7       73.5       39.2       45.4       55.6       63.2
Old  :                 45.6       46.9       65.7       73.5       39.2       45.4       55.6       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                        Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    44,875:       850          0          0     43,885     44,875     44,735     44,875:       140          0
Old  :    44,875:       850          0          0     43,885     44,875     44,735     44,875:       140          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -3,580:       -75          0          0     -3,540     -3,580     -3,615     -3,580:        35          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.0        0.0       97.8      100.0       99.7      100.0:       0.3        0.0
Old  :     100.0:       1.9        0.0        0.0       97.8      100.0       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          0         22         10         23         10:
Old  :        26:         1          0          0         22         10         23         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       95.1       74.5       99.7       49.2       94.0       70.1       94.0
Old  :                 51.5       95.1       74.5       99.7       49.2       94.0       70.1       94.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    49,365:     1,480      2,100          0     47,650     47,265     49,130     49,365:       235          0
Old  :    49,365:     1,480      2,100          0     47,650     47,265     49,130     49,365:       235          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -3,620:      -100          0          0     -3,625     -3,620     -3,725     -3,620:       105          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        4.3        0.0       96.5       95.7       99.5      100.0:       0.5        0.0
Old  :     100.0:       3.0        4.3        0.0       96.5       95.7       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          0         22         11         23         12:
Old  :        27:         1          1          0         22         11         23         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       94.8       71.6       99.0       47.2       92.5       70.0       95.0
Old  :                 47.6       94.8       71.6       99.0       47.2       92.5       70.0       95.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   281,447:    38,854        400      1,551    241,042    279,496    281,447    281,447:         0          0
Old  :   281,447:    38,854        400      1,551    241,042    279,496    281,447    281,447:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -18,670:     3,487     -4,080          0    -22,157    -14,590    -18,670    -18,670:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        0.1        0.6       85.6       99.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      13.8        0.1        0.6       85.6       99.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          1          2         22         26         24         29:
Old  :        33:         2          1          2         22         26         24         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       53.4       76.2       74.0       52.3       50.9       69.8       66.9
Old  :                 56.3       53.4       76.2       74.0       52.3       50.9       69.8       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    24,253:     4,911      1,304      1,309     17,228     21,139     23,448     23,752:       805        501
Old  :    24,253:     4,911      1,304      1,309     17,228     21,139     23,448     23,752:       805        501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -2,046:       337       -474       -294     -2,047     -1,674     -2,004     -2,442:       -42        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        5.4        5.4       71.0       87.2       96.7       97.9:       3.3        2.1
Old  :     100.0:      20.3        5.4        5.4       71.0       87.2       96.7       97.9:       3.3        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3          4          4         24         30         29         36:
Old  :        39:         3          4          4         24         30         29         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       46.0       70.5       61.7       50.1       42.7       61.9       56.5
Old  :                 53.1       46.0       70.5       61.7       50.1       42.7       61.9       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                               Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    39,773:       711        262          0     39,062     39,511     39,773     39,773:         0          0
Old  :    39,773:       711        262          0     39,062     39,511     39,773     39,773:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -3,166:      -132       -100          0     -3,034     -3,066     -3,166     -3,166:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        0.7        0.0       98.2       99.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.8        0.7        0.0       98.2       99.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          1          0         17         13         20         14:
Old  :        26:         3          1          0         17         13         20         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       86.0       95.1       97.3       73.6       78.9       83.4       84.7
Old  :                 77.4       86.0       95.1       97.3       73.6       78.9       83.4       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                           Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   295,938:     3,504     15,692      3,108    289,326    277,138    295,938    295,938:         0          0
Old  :   295,938:     3,504     15,692      3,108    289,326    277,138    295,938    295,938:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -15,584:    -3,504       -408          0    -11,672    -15,176    -15,176    -15,584:      -408          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        5.3        1.1       97.8       93.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.2        5.3        1.1       97.8       93.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          1         14         18         16         19:
Old  :        26:         1          1          1         14         18         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.9       65.6       91.7       86.5       70.2       54.6       77.1       69.7
Old  :                 73.9       65.6       91.7       86.5       70.2       54.6       77.1       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 MWh                                                                    :
     :          :                                                                            :
All  :    19,132:       622        732      1,018     16,581     16,321     18,221     18,071:       911      1,061
Old  :    19,132:       622        732      1,018     16,581     16,321     18,221     18,071:       911      1,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,509:      -161          0        -21     -1,815     -1,404     -1,997     -1,425:       488        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        3.8        5.3       86.7       85.3       95.2       94.5:       4.8        5.5
Old  :     100.0:       3.3        3.8        5.3       86.7       85.3       95.2       94.5:       4.8        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          1         16         16         19         18:
Old  :        25:         3          1          1         16         16         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       62.2       81.0       80.6       52.1       54.4       61.9       63.6
Old  :                 63.3       62.2       81.0       80.6       52.1       54.4       61.9       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    10,418:       508        469        185      8,667      8,665      9,360      9,319:     1,058      1,099
Old  :    10,418:       508        469        185      8,667      8,665      9,360      9,319:     1,058      1,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -841:       -21        105       -105       -780     -1,031       -906     -1,031:        65        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        4.5        1.8       83.2       83.2       89.8       89.5:      10.2       10.5
Old  :     100.0:       4.9        4.5        1.8       83.2       83.2       89.8       89.5:      10.2       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          1         12         15         14         18:
Old  :        21:         1          3          1         12         15         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       59.9       79.6       80.5       58.4       55.4       70.4       72.5
Old  :                 60.5       59.9       79.6       80.5       58.4       55.4       70.4       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :    72,540:     2,688          0          0     69,852     72,540     72,540     72,540:         0          0
Old  :    72,540:     2,688          0          0     69,852     72,540     72,540     72,540:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -11,368:      -352          0       -408    -10,200    -10,960    -10,960    -11,368:      -408          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        0.0        0.0       96.3      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.7        0.0        0.0       96.3      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          0          0         12         10         14         10:
Old  :        22:         2          0          0         12         10         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       73.8       91.4       96.3       65.0       73.8       89.8       94.1
Old  :                 66.6       73.8       91.4       96.3       65.0       73.8       89.8       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    13,479:       580      1,530        170     12,437     11,233     13,187     12,933:       292        546
Old  :    13,479:       580      1,530        170     12,437     11,233     13,187     12,933:       292        546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,087:        99       -273        -21     -1,103       -983     -1,025     -1,277:       -62        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       11.4        1.3       92.3       83.3       97.8       95.9:       2.2        4.1
Old  :     100.0:       4.3       11.4        1.3       92.3       83.3       97.8       95.9:       2.2        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          2         19         20         22         24:
Old  :        28:         2          3          2         19         20         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       35.3       80.5       57.0       50.8       34.5       67.4       55.2
Old  :                 59.0       35.3       80.5       57.0       50.8       34.5       67.4       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   142,815:         0      9,310          0    142,815    133,505    142,815    142,815:         0          0
Old  :   142,815:         0      9,310          0    142,815    133,505    142,815    142,815:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -10,257:    -2,040        408       -408     -7,809     -9,033    -10,257     -9,033:         0     -1,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.5        0.0      100.0       93.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        6.5        0.0      100.0       93.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          0         19         12         19         14:
Old  :        26:         0          2          0         19         12         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       62.6       87.3       86.2       60.8       61.2       77.8       76.7
Old  :                 68.7       62.6       87.3       86.2       60.8       61.2       77.8       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                             Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    22,357:     1,022        463      2,120     19,215     19,774     22,357     22,357:         0          0
Old  :    22,357:     1,022        463      2,120     19,215     19,774     22,357     22,357:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,331:      -664          0        128       -795     -1,459     -1,331     -1,331:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        2.1        9.5       85.9       88.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.6        2.1        9.5       85.9       88.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          3         19         14         22         18:
Old  :        25:         2          2          3         19         14         22         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       57.7       81.5       83.1       44.5       43.8       59.6       60.5
Old  :                 52.9       57.7       81.5       83.1       44.5       43.8       59.6       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                        Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    14,710:       300      1,580          0     14,045     13,130     14,345     14,710:       365          0
Old  :    14,710:       300      1,580          0     14,045     13,130     14,345     14,710:       365          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -470:         0       -100          0       -435       -365       -435       -465:       -35         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       10.7        0.0       95.5       89.3       97.5      100.0:       2.5        0.0
Old  :     100.0:       2.0       10.7        0.0       95.5       89.3       97.5      100.0:       2.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          0         14         12         15         13:
Old  :        20:         1          1          0         14         12         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.9       78.8       89.1       97.6       68.4       76.8       77.7       86.2
Old  :                 78.9       78.8       89.1       97.6       68.4       76.8       77.7       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                           Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    14,510:       155      1,530        105     13,830     12,875     14,090     14,510:       420          0
Old  :    14,510:       155      1,530        105     13,830     12,875     14,090     14,510:       420          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -660:         0       -100          0       -625       -555       -625       -655:       -35         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       10.5        0.7       95.3       88.7       97.1      100.0:       2.9        0.0
Old  :     100.0:       1.1       10.5        0.7       95.3       88.7       97.1      100.0:       2.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          1         14         11         15         13:
Old  :        20:         1          1          1         14         11         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       77.7       88.4       96.4       68.3       77.6       79.5       87.3
Old  :                 76.7       77.7       88.4       96.4       68.3       77.6       79.5       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    19,630:       420        175         30     19,015     19,425     19,465     19,630:       165          0
Old  :    19,630:       420        175         30     19,015     19,425     19,465     19,630:       165          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,485:        -5        -50        -20     -1,455     -1,415     -1,480     -1,485:        -5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        0.9        0.2       96.9       99.0       99.2      100.0:       0.8        0.0
Old  :     100.0:       2.1        0.9        0.2       96.9       99.0       99.2      100.0:       0.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          1          1         21         16         24         18:
Old  :        29:         3          1          1         21         16         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       71.2       87.3       90.8       55.3       60.9       64.2       66.4
Old  :                 73.7       71.2       87.3       90.8       55.3       60.9       64.2       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                 Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    14,018:       400        175          0     13,385     13,813     13,785     13,988:       233         30
Old  :    14,018:       400        175          0     13,385     13,813     13,785     13,988:       233         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -423:        25          0        -50       -375       -403       -400       -453:       -23         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        1.2        0.0       95.5       98.5       98.3       99.8:       1.7        0.2
Old  :     100.0:       2.9        1.2        0.0       95.5       98.5       98.3       99.8:       1.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          0         19         13         21         14:
Old  :        24:         2          1          0         19         13         21         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.9       71.8       86.4       92.0       52.9       52.6       61.9       62.8
Old  :                 72.9       71.8       86.4       92.0       52.9       52.6       61.9       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                                                              Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    23,455:        50        350         50     22,995     22,995     23,095     23,395:       360         60
Old  :    23,455:        50        350         50     22,995     22,995     23,095     23,395:       360         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,060:         0       -230         50     -1,080       -880     -1,030     -1,060:       -30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        1.5        0.2       98.0       98.0       98.5       99.7:       1.5        0.3
Old  :     100.0:       0.2        1.5        0.2       98.0       98.0       98.5       99.7:       1.5        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          2          1         17         13         19         15:
Old  :        26:         1          2          1         17         13         19         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       88.3       88.9       95.7       70.4       85.2       86.0       91.4
Old  :                 70.9       88.3       88.9       95.7       70.4       85.2       86.0       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                       Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    16,885:         0        640         10     16,720     16,170     16,730     16,820:       155         65
Old  :    16,885:         0        640         10     16,720     16,170     16,730     16,820:       155         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,005:         0       -105          0       -930       -900       -930     -1,005:       -75          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.8        0.1       99.0       95.8       99.1       99.6:       0.9        0.4
Old  :     100.0:       0.0        3.8        0.1       99.0       95.8       99.1       99.6:       0.9        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          3          1         14         12         15         15:
Old  :        22:         0          3          1         14         12         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       66.5       89.7       92.7       40.1       46.4       53.4       55.5
Old  :                 67.2       66.5       89.7       92.7       40.1       46.4       53.4       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    18,291:       330        400          0     17,846     17,876     18,176     18,276:       115         15
Old  :    18,291:       330        400          0     17,846     17,876     18,176     18,276:       115         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -934:        20        -35        -20       -874       -879       -874       -934:       -60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        2.2        0.0       97.6       97.7       99.4       99.9:       0.6        0.1
Old  :     100.0:       1.8        2.2        0.0       97.6       97.7       99.4       99.9:       0.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          0         15         12         16         14:
Old  :        24:         1          2          0         15         12         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       82.6       86.6       96.1       38.5       53.0       53.7       58.1
Old  :                 63.2       82.6       86.6       96.1       38.5       53.0       53.7       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   108,635:     1,685      2,737        105    106,815    105,718    108,605    108,560:        30         75
Old  :   108,635:     1,685      2,737        105    106,815    105,718    108,605    108,560:        30         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -8,123:      -340        472          0     -7,733     -8,124     -8,073     -7,652:       -50       -471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        2.5        0.1       98.3       97.3      100.0       99.9:       0.0        0.1
Old  :     100.0:       1.6        2.5        0.1       98.3       97.3      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         4          4          2         36         30         41         35:
Old  :        49:         4          4          2         36         30         41         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       66.8       68.6       86.4       44.3       58.3       58.1       68.3
Old  :                 46.3       66.8       68.6       86.4       44.3       58.3       58.1       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   127,931:     2,254      6,367        415    125,237    121,054    127,906    127,836:        25         95
Old  :   127,931:     2,254      6,367        415    125,237    121,054    127,906    127,836:        25         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :   -10,065:      -780       -768       -125     -9,100     -8,716    -10,005     -9,609:       -60       -456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        5.0        0.3       97.9       94.6      100.0       99.9:       0.0        0.1
Old  :     100.0:       1.8        5.0        0.3       97.9       94.6      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         3          8          4         39         34         45         43:
Old  :        56:         3          8          4         39         34         45         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       65.6       62.8       81.9       39.8       58.5       52.2       67.0
Old  :                 43.0       65.6       62.8       81.9       39.8       58.5       52.2       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                   Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   180,388:    11,950     23,210      7,844    160,566    149,298    180,360    180,352:        28         36
Old  :   180,388:    11,950     23,210      7,844    160,566    149,298    180,360    180,352:        28         36
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -6,584:      -357       -405       -585     -5,396     -5,590     -6,338     -6,580:      -246         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       12.9        4.3       89.0       82.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.6       12.9        4.3       89.0       82.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:         9         13         12         41         44         58         62:
Old  :        73:         9         13         12         41         44         58         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       58.4       57.1       70.8       36.8       52.9       53.4       59.8
Old  :                 38.3       58.4       57.1       70.8       36.8       52.9       53.4       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV                                                 Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   117,696:     6,037      6,424      1,788    109,787    109,444    117,612    117,656:        84         40
Old  :   117,696:     6,037      6,424      1,788    109,787    109,444    117,612    117,656:        84         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -4,882:      -126        223       -263     -4,384     -4,877     -4,773     -4,917:      -109         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        5.5        1.5       93.3       93.0       99.9      100.0:       0.1        0.0
Old  :     100.0:       5.1        5.5        1.5       93.3       93.0       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3          7          1         39         34         42         42:
Old  :        51:         3          7          1         39         34         42         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       62.0       57.6       78.0       34.6       52.0       50.7       63.1
Old  :                 37.3       62.0       57.6       78.0       34.6       52.0       50.7       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    34,735:     1,630        825        100     32,930     33,785     34,660     34,710:        75         25
Old  :    34,735:     1,630        825        100     32,930     33,785     34,660     34,710:        75         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -2,845:      -215       -375         20     -2,695     -2,480     -2,890     -2,835:        45        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        2.4        0.3       94.8       97.3       99.8       99.9:       0.2        0.1
Old  :     100.0:       4.7        2.4        0.3       94.8       97.3       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          1          2         21         11         24         14:
Old  :        27:         2          1          2         21         11         24         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       86.7       79.1       95.6       55.3       77.2       70.8       82.8
Old  :                 59.2       86.7       79.1       95.6       55.3       77.2       70.8       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                               Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    30,495:       740        345         30     29,670     30,120     30,440     30,495:        55          0
Old  :    30,495:       740        345         30     29,670     30,120     30,440     30,495:        55          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,920:      -135         50          0     -1,775     -1,960     -1,910     -1,910:       -10        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        1.1        0.1       97.3       98.8       99.8      100.0:       0.2        0.0
Old  :     100.0:       2.4        1.1        0.1       97.3       98.8       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          3          1         22         13         24         16:
Old  :        28:         1          3          1         22         13         24         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       89.3       81.4       97.5       58.9       81.4       73.3       83.9
Old  :                 60.1       89.3       81.4       97.5       58.9       81.4       73.3       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV                                                 Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 mwh                                                                      :
     :          :                                                                            :
All  :    29,850:     1,100        200        250     28,371     29,400     29,721     29,850:       129          0
Old  :    29,850:     1,100        200        250     28,371     29,400     29,721     29,850:       129          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,526:       -50          0          0     -1,416     -1,521     -1,466     -1,521:       -60         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        0.7        0.8       95.0       98.5       99.6      100.0:       0.4        0.0
Old  :     100.0:       3.7        0.7        0.8       95.0       98.5       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          1          1         25         26         28         28:
Old  :        36:         3          1          1         25         26         28         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       45.7       68.2       70.1       39.6       39.5       57.0       56.2
Old  :                 46.2       45.7       68.2       70.1       39.6       39.5       57.0       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                 Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 Mwh                                                                      :
     :          :                                                                            :
All  :    21,146:     2,325          0          0     18,821     21,026     21,146     21,026:         0        120
Old  :    21,146:     2,325          0          0     18,821     21,026     21,146     21,026:         0        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -580:       -75          0          0       -505       -580       -580       -580:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        0.0        0.0       89.0       99.4      100.0       99.4:       0.0        0.6
Old  :     100.0:      11.0        0.0        0.0       89.0       99.4      100.0       99.4:       0.0        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          0          0         19         17         21         17:
Old  :        26:         2          0          0         19         17         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       54.7       62.9       84.2       37.1       45.3       53.6       64.9
Old  :                 41.7       54.7       62.9       84.2       37.1       45.3       53.6       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                 Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    26,974:     1,960      1,604        223     24,395     25,135     26,578     26,962:       396         12
Old  :    26,974:     1,960      1,604        223     24,395     25,135     26,578     26,962:       396         12
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,267:      -496         63       -108       -708     -1,041     -1,312     -1,086:        45       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        5.9        0.8       90.4       93.2       98.5      100.0:       1.5        0.0
Old  :     100.0:       7.3        5.9        0.8       90.4       93.2       98.5      100.0:       1.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          3          3         19         20         25         24:
Old  :        34:         4          3          3         19         20         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       53.0       72.6       77.8       40.8       47.1       62.5       68.5
Old  :                 43.8       53.0       72.6       77.8       40.8       47.1       62.5       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                 Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    18,813:       910         25        334     16,904     18,096     18,148     18,455:       665        358
Old  :    18,813:       910         25        334     16,904     18,096     18,148     18,455:       665        358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,502:      -431         25         25     -1,561     -1,399     -1,967     -1,349:       465       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        0.1        1.8       89.9       96.2       96.5       98.1:       3.5        1.9
Old  :     100.0:       4.8        0.1        1.8       89.9       96.2       96.5       98.1:       3.5        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          1          2         19         18         22         20:
Old  :        28:         2          1          2         19         18         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       50.9       72.0       75.8       46.4       50.4       65.2       72.8
Old  :                 51.4       50.9       72.0       75.8       46.4       50.4       65.2       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                 Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    34,932:     2,986      5,448        530     31,235     28,931     34,751     34,909:       181         23
Old  :    34,932:     2,986      5,448        530     31,235     28,931     34,751     34,909:       181         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -3,264:        88       -120       -200     -2,907     -2,967     -3,019     -3,287:      -245         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       15.6        1.5       89.4       82.8       99.5       99.9:       0.5        0.1
Old  :     100.0:       8.5       15.6        1.5       89.4       82.8       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         4          2          3         27         23         32         27:
Old  :        41:         4          2          3         27         23         32         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       55.9       66.7       80.0       50.0       53.5       63.0       76.4
Old  :                 50.6       55.9       66.7       80.0       50.0       53.5       63.0       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                 Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    19,060:       268          0         15     18,147     19,015     18,430     19,030:       630         30
Old  :    19,060:       268          0         15     18,147     19,015     18,430     19,030:       630         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,933:       152       -250       -152     -2,148     -1,561     -2,148     -1,963:       215         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        0.0        0.1       95.2       99.8       96.7       99.8:       3.3        0.2
Old  :     100.0:       1.4        0.0        0.1       95.2       99.8       96.7       99.8:       3.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          0          2         23         19         25         21:
Old  :        31:         2          0          2         23         19         25         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       60.8       72.4       83.4       45.8       55.4       61.1       73.6
Old  :                 50.6       60.8       72.4       83.4       45.8       55.4       61.1       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                 Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    22,055:         0      1,734         85     21,788     20,236     21,873     22,055:       182          0
Old  :    22,055:         0      1,734         85     21,788     20,236     21,873     22,055:       182          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -1,720:      -160       -138          0     -1,515     -1,437     -1,675     -1,575:       -45       -145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.9        0.4       98.8       91.8       99.2      100.0:       0.8        0.0
Old  :     100.0:       0.0        7.9        0.4       98.8       91.8       99.2      100.0:       0.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          3          1         20         13         21         16:
Old  :        26:         0          3          1         20         13         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       64.9       83.6       84.3       56.7       58.6       77.2       76.0
Old  :                 56.7       64.9       83.6       84.3       56.7       58.6       77.2       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                 Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    13,584:         0          0          0     12,720     13,087     12,720     13,087:       864        497
Old  :    13,584:         0          0          0     12,720     13,087     12,720     13,087:       864        497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -129:         0        -50          0       -556       -181       -556       -231:       427        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       93.6       96.3       93.6       96.3:       6.4        3.7
Old  :     100.0:       0.0        0.0        0.0       93.6       96.3       93.6       96.3:       6.4        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         15         12         15         12:
Old  :        20:         0          0          0         15         12         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       75.3       81.4       93.8       58.6       72.2       76.3       83.2
Old  :                 58.6       75.3       81.4       93.8       58.6       72.2       76.3       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV                                                  Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    34,155:       100        750          0     33,743     33,405     33,843     34,155:       312          0
Old  :    34,155:       100        750          0     33,743     33,405     33,843     34,155:       312          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -410:         0         85        -35       -368       -443       -403       -393:        -7        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        2.2        0.0       98.8       97.8       99.1      100.0:       0.9        0.0
Old  :     100.0:       0.3        2.2        0.0       98.8       97.8       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          3          0         28         24         29         27:
Old  :        36:         1          3          0         28         24         29         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       50.6       66.7       77.3       39.9       44.5       60.1       63.6
Old  :                 40.7       50.6       66.7       77.3       39.9       44.5       60.1       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                 Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    16,425:       419          0         42     15,614     16,138     16,075     16,180:       350        245
Old  :    16,425:       419          0         42     15,614     16,138     16,075     16,180:       350        245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :      -900:        12        -50        -12     -1,240     -1,033     -1,240     -1,095:       340        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        0.0        0.3       95.1       98.3       97.9       98.5:       2.1        1.5
Old  :     100.0:       2.6        0.0        0.3       95.1       98.3       97.9       98.5:       2.1        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          1         21         15         22         16:
Old  :        23:         1          0          1         21         15         22         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       81.0       69.2       92.4       43.3       69.4       59.3       72.2
Old  :                 46.8       81.0       69.2       92.4       43.3       69.4       59.3       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV                                                  Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    13,424:       755          0          0     12,669     13,420     13,424     13,420:         0          4
Old  :    13,424:       755          0          0     12,669     13,420     13,424     13,420:         0          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :       360:        66          0        -21        320        377        365        356:        -5          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        0.0        0.0       94.4      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.6        0.0        0.0       94.4      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          0          0         21         16         22         16:
Old  :        24:         1          0          0         21         16         22         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       68.9       74.3       91.3       38.5       47.1       56.1       60.7
Old  :                 47.1       68.9       74.3       91.3       38.5       47.1       56.1       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 13, 2017