CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       10,184
COMMITMENTS
   2,065    1,060       35    8,077    9,083   10,177   10,178        7        6

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        212)
     405       25     -194       -6      381      205      212        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     10.4      0.3     79.3     89.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5        2        6        9       14       16                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       33,310
COMMITMENTS
  17,760   11,410      600   14,950   21,300   33,310   33,310        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -200)
    -200     -200        0        0        0     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.3     34.3      1.8     44.9     63.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        3        8        5       15       12                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       32,810
COMMITMENTS
   6,284   19,445      221   26,285   13,144   32,790   32,810       20        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        651)
      50     -250      201      400      700      651      651        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     59.3      0.7     80.1     40.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        9        3       10        4       18       14                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       28,915
COMMITMENTS
   5,417      666    3,296   20,197   24,953   28,910   28,915        5        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      6,207)
     964     -124      801    4,437    5,530    6,202    6,207        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      2.3     11.4     69.8     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        5        5       10       12       21       20                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       38,069
COMMITMENTS
   7,764    1,610        0   30,305   36,454   38,069   38,064        0        5

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      4.2      0.0     79.6     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        0       10       10       14       12                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       21,748
COMMITMENTS
   3,663   14,048      675   17,400    7,025   21,738   21,748       10        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,870)
       0    2,300      100    1,770     -530    1,870    1,870        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     64.6      3.1     80.0     32.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        9        3        8        4       15       14                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       16,057
COMMITMENTS
   6,807    2,772        0    9,250   13,285   16,057   16,057        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,160)
     610      -90        0      550    1,250    1,160    1,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4     17.3      0.0     57.6     82.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        0        6        4       12        9                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       15,463
COMMITMENTS
   7,710    6,165      200    7,532    9,098   15,443   15,463       20        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        241)
     343     -850        0     -101    1,091      241      241        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.9     39.9      1.3     48.7     58.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        1        8        8       15       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       22,175
COMMITMENTS
   7,969    6,850    1,150   13,056   14,175   22,175   22,175        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,243)
    -507       50     -250    2,000    1,443    1,243    1,243        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     30.9      5.2     58.9     63.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        3        9        5       16       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       15,420
COMMITMENTS
   8,670    7,150      100    6,650    8,170   15,420   15,420        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,850)
     300      100        0    1,550    1,750    1,850    1,850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.2     46.4      0.6     43.1     53.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        1        8        3       14        7                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,068,157
COMMITMENTS
 997,397   54,048  634,469  3395882  4364367  5027748  5052884   40,409   15,273

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     38,414)
 -72,083   17,103   15,194   92,858    6,740   35,969   39,037    2,445     -623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      1.1     12.5     67.0     86.1     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      52       15       53      136      129      200      185                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,588,152
COMMITMENTS
 109,805   49,098  711,642  764,473  826,750  1585920  1587490    2,232      662

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     97,999)
  -3,399   -4,572   59,176   42,280   43,525   98,057   98,130      -58     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      3.1     44.8     48.1     52.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      20       11       28       59       52       89       81                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      175,142
COMMITMENTS
   1,350      898      420  151,426  168,053  153,196  169,371   21,946    5,771

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -20,166)
  -2,411      898      -30  -16,434  -20,420  -18,875  -19,552   -1,291     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.5      0.2     86.5     96.0     87.5     96.7     12.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       31       22       35       26                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      103,384
COMMITMENTS
     539        0      124   98,977   99,864   99,640   99,988    3,744    3,396

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -4,058)
    -260        0      -35   -3,776   -3,974   -4,071   -4,009       13      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.1     95.7     96.6     96.4     96.7      3.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       26       29       28       30                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      137,117
COMMITMENTS
   1,324    1,289    1,398  118,025  125,624  120,747  128,311   16,370    8,806

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -9,833)
   1,034       32     -372   -9,452  -13,382   -8,790  -13,722   -1,043    3,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.9      1.0     86.1     91.6     88.1     93.6     11.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        2       25       26       28       28                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      892,744
COMMITMENTS
       0      524    3,523  873,504  885,297  877,027  889,344   15,717    3,400

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -30,706)
     -18       54      -20  -29,285  -18,877  -29,323  -18,843   -1,383  -11,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.4     97.8     99.2     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       0        4        4       51       37       55       41                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      359,725
COMMITMENTS
   5,647    1,210    1,156  347,283  351,580  354,086  353,946    5,639    5,779

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -15,408)
  -2,853      982     -600   -8,713  -14,429  -12,166  -14,047   -3,242   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.3      0.3     96.5     97.7     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        2        1       34       46       36       48                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,551
COMMITMENTS
     694        0    1,204  261,497  268,618  263,395  269,822    9,156    2,729

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -7,303)
    -423     -625     -104   -6,074   -5,020   -6,601   -5,749     -702   -1,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.4     95.9     98.6     96.6     99.0      3.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        0        1       34       37       35       38                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      115,510
COMMITMENTS
   1,760        0      824  107,940  102,683  110,524  103,507    4,986   12,003

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -747)
     485     -310     -342     -872   -2,731     -729   -3,383      -18    2,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.7     93.4     88.9     95.7     89.6      4.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       23       23       25       25                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       96,280
COMMITMENTS
   2,449    5,204    1,348   87,893   84,882   91,690   91,434    4,590    4,846

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -8,498)
     101     -650       57   -7,848   -6,812   -7,690   -7,405     -808   -1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      5.4      1.4     91.3     88.2     95.2     95.0      4.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       22       23       25       26                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,743
COMMITMENTS
   1,360      930      140   83,873   87,925   85,373   88,995    8,370    4,748

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -7,385)
     773     -635     -217   -8,031   -6,420   -7,475   -7,272       90     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.0      0.1     89.5     93.8     91.1     94.9      8.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       16       15       17       17                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      155,311
COMMITMENTS
       0        0        0  149,187  153,562  149,187  153,562    6,124    1,749

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -7,858)
       0        0        0   -8,540   -7,753   -8,540   -7,753      682     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.1     98.9     96.1     98.9      3.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       25       25       25       25                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      423,399
COMMITMENTS
  10,245    2,782      516  400,011  412,709  410,772  416,007   12,627    7,392

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -4,506)
   7,522    1,860   -1,382  -13,017    1,091   -6,877    1,569    2,371   -6,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.7      0.1     94.5     97.5     97.0     98.3      3.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        1        1       54       40       58       42                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,484
COMMITMENTS
       0    2,114    1,179   77,205   73,688   78,384   76,981    5,100    6,503

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -6,402)
       0   -1,075      165   -2,983   -3,838   -2,818   -4,748   -3,584   -1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      1.4     92.5     88.3     93.9     92.2      6.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       17       21       19                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,423
COMMITMENTS
     674        0    2,060   68,098   64,716   70,832   66,776    1,591    5,647

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,886)
     -50     -248      545     -292   -3,115      203   -2,818   -2,089      932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      2.8     94.0     89.4     97.8     92.2      2.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       18       17       20       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       80,866
COMMITMENTS
   7,078        0        0   72,393   77,190   79,471   77,190    1,395    3,676

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -50,405)
 -24,329  -11,129        0  -26,972  -39,153  -51,301  -50,282      896     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      0.0      0.0     89.5     95.5     98.3     95.5      1.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12       17       13       17                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,047
COMMITMENTS
  30,167   11,129        0   58,378   76,802   88,545   87,931      502    1,116

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -43,710)
 -16,529      -93  -10,571  -16,492  -32,147  -43,592  -42,811     -118     -899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     12.5      0.0     65.6     86.2     99.4     98.7      0.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        5        0       23       29       30       34                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,317
COMMITMENTS
       0        0        0   43,914   41,765   43,914   41,765      403    2,552

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -13,237)
    -341        0        0  -12,648  -13,504  -12,989  -13,504     -248      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     94.2     99.1     94.2      0.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       17       15       17       15                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      251,832
COMMITMENTS
     617        0      688  244,783  239,633  246,088  240,321    5,744   11,511

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      2,505)
     617     -667      202      417    2,471    1,236    2,006    1,269      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.3     97.2     95.2     97.7     95.4      2.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       33       30       34       31                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,999
COMMITMENTS
     745      143      256   64,404   67,589   65,405   67,988    7,594    5,011

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,677)
    -397      143       67   -1,658   -2,668   -1,988   -2,458     -689     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.2      0.4     88.2     92.6     89.6     93.1     10.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       13       13       15       14                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,334
COMMITMENTS
       0    1,894      588   79,944   79,228   80,532   81,710    4,802    3,624

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -16,323)
       0   -2,543      -60  -15,221  -13,700  -15,281  -16,303   -1,042      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.7     93.7     92.8     94.4     95.8      5.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       22       22       23       23                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,015
COMMITMENTS
   3,462      476      481  115,341  121,895  119,284  122,852    8,731    5,163

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -7,737)
  -1,503     -509     -167   -6,385   -7,586   -8,055   -8,262      318      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.4      0.4     90.1     95.2     93.2     96.0      6.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       18       16       20       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,831
COMMITMENTS
     553      619      450   97,283  101,742   98,286  102,811    5,545    1,020

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -864)
    -403      -95      217     -905     -755   -1,091     -633      227     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.6      0.4     93.7     98.0     94.7     99.0      5.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       19       20       21       22                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,706
COMMITMENTS
       0    1,444    1,532  112,052  116,875  113,584  119,851   16,122    9,855

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -10,468)
    -301   -3,642      239   -9,401   -5,580   -9,463   -8,983   -1,005   -1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      1.2     86.4     90.1     87.6     92.4     12.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        1       24       20       25       23                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,701
COMMITMENTS
   1,302        0        0   12,019   14,845   13,321   14,845    2,380      856

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -7,967)
  -1,271        0     -124   -5,841   -8,079   -7,236   -8,203     -731      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      0.0      0.0     76.5     94.5     84.8     94.5     15.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        0       11       10       14       10                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,147
COMMITMENTS
       0        0        0   16,198   16,868   16,198   16,868      949      279

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -9,734)
    -403   -2,108        0   -8,649   -7,099   -9,052   -9,207     -682     -527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.5     98.4     94.5     98.4      5.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       10       16       10                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      172,616
COMMITMENTS
   8,201    5,248    1,785  153,435  159,657  163,421  166,690    9,195    5,926

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -8,593)
    -444    1,577      758   -5,491  -10,017   -5,177   -7,682   -3,416     -911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      3.0      1.0     88.9     92.5     94.7     96.6      5.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        4        4       37       32       41       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       83,480
COMMITMENTS
       0        0        0   75,995   75,899   75,995   75,899    7,485    7,581

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,561)
       0        0        0   -3,065     -327   -3,065     -327     -496   -3,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.0     90.9     91.0     90.9      9.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       22       17       22                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       92,618
COMMITMENTS
       0        0        0   88,065   88,409   88,065   88,409    4,553    4,209

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -5,488)
       0        0        0   -6,024   -6,041   -6,024   -6,041      536      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.1     95.5     95.1     95.5      4.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       25       17       25       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      123,666
COMMITMENTS
   4,214        0        0   99,900  117,587  104,114  117,587   19,552    6,079

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -4,902)
  -1,066        0        0   -2,973   -4,983   -4,039   -4,983     -863       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.0     80.8     95.1     84.2     95.1     15.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       18       15       20       15                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      159,473
COMMITMENTS
  27,092   10,674   16,724  115,178  131,571  158,994  158,969      479      504

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,319)
  -1,914      678       82     -526   -3,253   -2,358   -2,492       39      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      6.7     10.5     72.2     82.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      11       13       19       45       46       67       67                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       43,544
COMMITMENTS
   3,027      104      436   40,057   43,004   43,520   43,544       24        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        475)
     139      104       24      288      347      451      475       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.2      1.0     92.0     98.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        1        3       26       24       31       28                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      404,698
COMMITMENTS
  12,687    2,696      608  391,403  401,394  404,698  404,698        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,609)
  -2,255    2,064   -1,569    2,215   -2,104   -1,609   -1,609        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.7      0.2     96.7     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       22       21       25       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,428,181
COMMITMENTS
  32,392  114,460   44,760  1351029  1268961  1428181  1428181        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -68,213)
  -2,448   17,409  -14,444  -51,321  -71,178  -68,213  -68,213        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      8.0      3.1     94.6     88.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        6        3       38       39       47       46                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       56,972
COMMITMENTS
     106    3,569    1,121   55,745   52,282   56,972   56,972        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -6,270)
    -562   -2,345      171   -5,879   -4,096   -6,270   -6,270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      6.3      2.0     97.8     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        7        5       23       21       29       29                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      347,215
COMMITMENTS
   4,616      728    8,632  333,967  337,855  347,215  347,215        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -35,510)
  -3,152        0        0  -32,358  -35,102  -35,510  -35,102        0     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.2      2.5     96.2     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       25       25       29       26                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,490
COMMITMENTS
     835      264        0   23,981   24,974   24,816   25,238      674      252

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,973)
     -64       98      -42   -1,611   -2,008   -1,717   -1,952     -256      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      1.0      0.0     94.1     98.0     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        0       21       22       25       25                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,140
COMMITMENTS
     350        0        0   58,438   58,972   58,788   58,972      352      168

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,485)
     -50        0        0   -3,484   -3,640   -3,534   -3,640       49      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     98.8     99.7     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       26       26       27       26                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,580
COMMITMENTS
     360        0        0   75,983   76,457   76,343   76,457      237      123

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -4,661)
      10        0        0   -4,645   -4,660   -4,635   -4,660      -26       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     99.2     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       27       27       28       27                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,815
COMMITMENTS
     700      600        0   29,541   30,015   30,241   30,615      574      200

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,479)
     -50     -100        0   -1,565   -1,399   -1,615   -1,499      136       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.9      0.0     95.9     97.4     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       19       15       20       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      321,344
COMMITMENTS
  14,568        0      736  306,040  320,608  321,344  321,344        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -6,416)
  -3,552        0      736   -3,600   -7,152   -6,416   -6,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.2     95.2     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       20       18       23       19                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        6,872
COMMITMENTS
     547      774       43    5,729    5,712    6,319    6,529      553      343

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -116)
    -165        0      -44       73     -138     -136     -182       20       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     11.3      0.6     83.4     83.1     92.0     95.0      8.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       18       16       20       18                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,745
COMMITMENTS
     830        0      325   12,110   13,360   13,265   13,685      480       60

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,035)
      75        0      -75     -970     -940     -970   -1,015      -65      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      2.4     88.1     97.2     96.5     99.6      3.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2        9       14       12       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,781
COMMITMENTS
       0      750        0   36,501   35,911   36,501   36,661      280      120

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,040)
       0     -175      -50   -2,990   -2,935   -3,040   -3,160        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     99.2     97.6     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       22       21       22       23                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,896
COMMITMENTS
   1,175      100        0   24,511   25,666   25,686   25,766      210      130

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -215)
     425        0      -75     -595     -250     -245     -325       30      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.4      0.0     94.7     99.1     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       22       19       24       20                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,808
COMMITMENTS
   1,171      142      105   18,858   20,181   20,134   20,428      674      380

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        -80)
     456     -858      -42     -725      863     -311      -37      231      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.7      0.5     90.6     97.0     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        1       17       19       21       22                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,869
COMMITMENTS
     395    4,239      507   55,761   51,880   56,663   56,626      206      243

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,818)
    -375      -95      -63   -2,571   -2,725   -3,009   -2,883      191       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      7.5      0.9     98.1     91.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        2       29       22       33       25                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,036
COMMITMENTS
   1,348   14,746    1,670   70,997   57,502   74,015   73,918       21      118

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,500)
    -105   -1,817     -419   -2,983   -1,294   -3,507   -3,530        7       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     19.9      2.3     95.9     77.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8        4        4       33       29       43       35                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,875
COMMITMENTS
     850        0        0   43,885   44,875   44,735   44,875      140        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,580)
     -75        0        0   -3,540   -3,580   -3,615   -3,580       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.0     97.8    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       22       10       23       10                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,365
COMMITMENTS
   1,480    2,100        0   47,650   47,265   49,130   49,365      235        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,620)
    -100        0        0   -3,625   -3,620   -3,725   -3,620      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      4.3      0.0     96.5     95.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       22       11       23       12                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      281,447
COMMITMENTS
  38,854      400    1,551  241,042  279,496  281,447  281,447        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -18,670)
   3,487   -4,080        0  -22,157  -14,590  -18,670  -18,670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      0.1      0.6     85.6     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       22       26       24       29                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,253
COMMITMENTS
   4,911    1,304    1,309   17,228   21,139   23,448   23,752      805      501

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,046)
     337     -474     -294   -2,047   -1,674   -2,004   -2,442      -42      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3      5.4      5.4     71.0     87.2     96.7     97.9      3.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        4       24       30       29       36                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       39,773
COMMITMENTS
     711      262        0   39,062   39,511   39,773   39,773        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,166)
    -132     -100        0   -3,034   -3,066   -3,166   -3,166        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.7      0.0     98.2     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       17       13       20       14                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      295,938
COMMITMENTS
   3,504   15,692    3,108  289,326  277,138  295,938  295,938        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -15,584)
  -3,504     -408        0  -11,672  -15,176  -15,176  -15,584     -408        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      5.3      1.1     97.8     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       14       18       16       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       19,132
COMMITMENTS
     622      732    1,018   16,581   16,321   18,221   18,071      911    1,061

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,509)
    -161        0      -21   -1,815   -1,404   -1,997   -1,425      488      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      3.8      5.3     86.7     85.3     95.2     94.5      4.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       16       16       19       18                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       10,418
COMMITMENTS
     508      469      185    8,667    8,665    9,360    9,319    1,058    1,099

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -841)
     -21      105     -105     -780   -1,031     -906   -1,031       65      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      4.5      1.8     83.2     83.2     89.8     89.5     10.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       12       15       14       18                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       72,540
COMMITMENTS
   2,688        0        0   69,852   72,540   72,540   72,540        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -11,368)
    -352        0     -408  -10,200  -10,960  -10,960  -11,368     -408        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.0      0.0     96.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       12       10       14       10                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,479
COMMITMENTS
     580    1,530      170   12,437   11,233   13,187   12,933      292      546

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,087)
      99     -273      -21   -1,103     -983   -1,025   -1,277      -62      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     11.4      1.3     92.3     83.3     97.8     95.9      2.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       19       20       22       24                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      142,815
COMMITMENTS
       0    9,310        0  142,815  133,505  142,815  142,815        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -10,257)
  -2,040      408     -408   -7,809   -9,033  -10,257   -9,033        0   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.5      0.0    100.0     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       19       12       19       14                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,357
COMMITMENTS
   1,022      463    2,120   19,215   19,774   22,357   22,357        0        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,331)
    -664        0      128     -795   -1,459   -1,331   -1,331        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      2.1      9.5     85.9     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       19       14       22       18                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,710
COMMITMENTS
     300    1,580        0   14,045   13,130   14,345   14,710      365        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -470)
       0     -100        0     -435     -365     -435     -465      -35       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     10.7      0.0     95.5     89.3     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       12       15       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,510
COMMITMENTS
     155    1,530      105   13,830   12,875   14,090   14,510      420        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -660)
       0     -100        0     -625     -555     -625     -655      -35       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     10.5      0.7     95.3     88.7     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       11       15       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,630
COMMITMENTS
     420      175       30   19,015   19,425   19,465   19,630      165        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,485)
      -5      -50      -20   -1,455   -1,415   -1,480   -1,485       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.9      0.2     96.9     99.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       21       16       24       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,018
COMMITMENTS
     400      175        0   13,385   13,813   13,785   13,988      233       30

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -423)
      25        0      -50     -375     -403     -400     -453      -23       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.2      0.0     95.5     98.5     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       19       13       21       14                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,455
COMMITMENTS
      50      350       50   22,995   22,995   23,095   23,395      360       60

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,060)
       0     -230       50   -1,080     -880   -1,030   -1,060      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.5      0.2     98.0     98.0     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       17       13       19       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,885
COMMITMENTS
       0      640       10   16,720   16,170   16,730   16,820      155       65

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,005)
       0     -105        0     -930     -900     -930   -1,005      -75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.8      0.1     99.0     95.8     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       14       12       15       15                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,291
COMMITMENTS
     330      400        0   17,846   17,876   18,176   18,276      115       15

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -934)
      20      -35      -20     -874     -879     -874     -934      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      2.2      0.0     97.6     97.7     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       15       12       16       14                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,635
COMMITMENTS
   1,685    2,737      105  106,815  105,718  108,605  108,560       30       75

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -8,123)
    -340      472        0   -7,733   -8,124   -8,073   -7,652      -50     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.5      0.1     98.3     97.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        4        2       36       30       41       35                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      127,931
COMMITMENTS
   2,254    6,367      415  125,237  121,054  127,906  127,836       25       95

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:    -10,065)
    -780     -768     -125   -9,100   -8,716  -10,005   -9,609      -60     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      5.0      0.3     97.9     94.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        8        4       39       34       45       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      180,388
COMMITMENTS
  11,950   23,210    7,844  160,566  149,298  180,360  180,352       28       36

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -6,584)
    -357     -405     -585   -5,396   -5,590   -6,338   -6,580     -246       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6     12.9      4.3     89.0     82.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       9       13       12       41       44       58       62                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      117,696
COMMITMENTS
   6,037    6,424    1,788  109,787  109,444  117,612  117,656       84       40

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -4,882)
    -126      223     -263   -4,384   -4,877   -4,773   -4,917     -109       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      5.5      1.5     93.3     93.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        7        1       39       34       42       42                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,735
COMMITMENTS
   1,630      825      100   32,930   33,785   34,660   34,710       75       25

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,845)
    -215     -375       20   -2,695   -2,480   -2,890   -2,835       45      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      2.4      0.3     94.8     97.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       21       11       24       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,495
COMMITMENTS
     740      345       30   29,670   30,120   30,440   30,495       55        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,920)
    -135       50        0   -1,775   -1,960   -1,910   -1,910      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      1.1      0.1     97.3     98.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        1       22       13       24       16                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       29,850
COMMITMENTS
   1,100      200      250   28,371   29,400   29,721   29,850      129        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,526)
     -50        0        0   -1,416   -1,521   -1,466   -1,521      -60       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.7      0.8     95.0     98.5     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        1       25       26       28       28                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       21,146
COMMITMENTS
   2,325        0        0   18,821   21,026   21,146   21,026        0      120

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -580)
     -75        0        0     -505     -580     -580     -580        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       19       17       21       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,974
COMMITMENTS
   1,960    1,604      223   24,395   25,135   26,578   26,962      396       12

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,267)
    -496       63     -108     -708   -1,041   -1,312   -1,086       45     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      5.9      0.8     90.4     93.2     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        3       19       20       25       24                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,813
COMMITMENTS
     910       25      334   16,904   18,096   18,148   18,455      665      358

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,502)
    -431       25       25   -1,561   -1,399   -1,967   -1,349      465     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.1      1.8     89.9     96.2     96.5     98.1      3.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       19       18       22       20                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,932
COMMITMENTS
   2,986    5,448      530   31,235   28,931   34,751   34,909      181       23

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -3,264)
      88     -120     -200   -2,907   -2,967   -3,019   -3,287     -245       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     15.6      1.5     89.4     82.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        3       27       23       32       27                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,060
COMMITMENTS
     268        0       15   18,147   19,015   18,430   19,030      630       30

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,933)
     152     -250     -152   -2,148   -1,561   -2,148   -1,963      215       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.1     95.2     99.8     96.7     99.8      3.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        2       23       19       25       21                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,055
COMMITMENTS
       0    1,734       85   21,788   20,236   21,873   22,055      182        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,720)
    -160     -138        0   -1,515   -1,437   -1,675   -1,575      -45     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.9      0.4     98.8     91.8     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        1       20       13       21       16                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,584
COMMITMENTS
       0        0        0   12,720   13,087   12,720   13,087      864      497

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -129)
       0      -50        0     -556     -181     -556     -231      427      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.6     96.3     93.6     96.3      6.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,155
COMMITMENTS
     100      750        0   33,743   33,405   33,843   34,155      312        0

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -410)
       0       85      -35     -368     -443     -403     -393       -7      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.2      0.0     98.8     97.8     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        0       28       24       29       27                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,425
COMMITMENTS
     419        0       42   15,614   16,138   16,075   16,180      350      245

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -900)
      12      -50      -12   -1,240   -1,033   -1,240   -1,095      340      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.3     95.1     98.3     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       21       15       22       16                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,424
COMMITMENTS
     755        0        0   12,669   13,420   13,424   13,420        0        4

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        360)
      66        0      -21      320      377      365      356       -5        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.0      0.0     94.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       21       16       22       16                  



Updated January 13, 2017