CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        7,613
COMMITMENTS
   1,455      175        0    6,154    7,432    7,609    7,607        4        6

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        -10)
      40      -35        0      -50       25      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      2.3      0.0     80.8     97.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        0        6       10       12       13                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       32,576
COMMITMENTS
  17,240   11,359      600   14,736   20,617   32,576   32,576        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        170)
       0     -200        0      170      370      170      170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.9     34.9      1.8     45.2     63.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        3        9        5       17       10                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       43,236
COMMITMENTS
  15,876   20,503       20   27,340   22,713   43,236   43,236        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        860)
     360      340        0      500      520      860      860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     47.4      0.0     63.2     52.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6       10        2        9        6       17       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       41,511
COMMITMENTS
   5,121    5,615    3,959   32,409   31,902   41,489   41,476       22       35

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      3,813)
     527    2,310      628    2,657      880    3,812    3,818        1       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     13.5      9.5     78.1     76.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7       10        8       11       12       25       23                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       39,058
COMMITMENTS
   7,989    2,367        0   31,069   36,681   39,058   39,048        0       10

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        278)
       0     -125        0      278      403      278      278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      6.1      0.0     79.5     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        5        0        9       11       12       16                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       34,110
COMMITMENTS
   6,955   15,753      275   26,880   18,082   34,110   34,110        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        180)
       0      420        0      200     -240      200      180      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     46.2      0.8     78.8     53.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        7        2        8        5       15       13                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       24,410
COMMITMENTS
   5,050    7,680        0   19,360   16,730   24,410   24,410        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        740)
     -20     -340        0      760    1,080      740      740        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     31.5      0.0     79.3     68.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        7        0        7        4       11       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       15,230
COMMITMENTS
   9,280    6,820        0    5,950    8,410   15,230   15,230        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        230)
     180      505        0       50     -275      230      230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.9     44.8      0.0     39.1     55.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        0        7        9       13       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       28,617
COMMITMENTS
  10,421   16,050      700   17,497   11,867   28,617   28,617        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,583)
   1,292    3,200        0      291   -1,617    1,583    1,583        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     56.1      2.4     61.1     41.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        3        9        7       16       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       18,695
COMMITMENTS
   8,795    5,800      100    9,800   12,795   18,695   18,695        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        375)
     975      550        0     -600     -175      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.0     31.0      0.5     52.4     68.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        3        1        8        4       17        7                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       17,907
COMMITMENTS
   2,030    1,250      229   15,648   16,428   17,907   17,907        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,960)
     123      175      138    1,699    1,647    1,960    1,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      7.0      1.3     87.4     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        3       11       12       17       17                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,554,857
COMMITMENTS
 1104562   63,220  852,266  3559394  4625439  5516222  5540925   38,635   13,932

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    154,979)
 -23,688   -3,627   78,805   99,469   82,153  154,586  157,331      393   -2,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      1.1     15.3     64.1     83.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      65       14       62      132      125      209      189                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,687,999
COMMITMENTS
 151,399   49,426  750,307  783,324  887,704  1685030  1687437    2,969      562

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     18,089)
  16,367     -955    2,144     -188   19,102   18,323   20,291     -234   -2,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      2.9     44.4     46.4     52.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       14       29       54       52       86       83                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,680
COMMITMENTS
   1,998    2,650      957  160,922  171,517  163,877  175,124   17,803    6,556

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -15,553)
    -430      924     -118  -14,193  -15,318  -14,741  -14,512     -812   -1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.5      0.5     88.6     94.4     90.2     96.4      9.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        4       31       30       35       36                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,360
COMMITMENTS
   1,083        0      217   88,763   92,697   90,063   92,914    5,297    2,446

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -16,225)
    -312        0       62  -15,419  -14,010  -15,669  -13,948     -556   -2,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.2     93.1     97.2     94.4     97.4      5.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        2       28       29       30       31                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,617
COMMITMENTS
       0    3,050      993  129,276  135,199  130,269  139,242   17,348    8,375

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -10,869)
       0   -2,702      213  -10,990   -8,669  -10,777  -11,158      -92      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      0.7     87.6     91.6     88.2     94.3     11.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        3       25       26       28       29                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,047,712
COMMITMENTS
     397    1,884    8,030  1028412  1035952  1036839  1045866   10,873    1,846

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      6,380)
    -595     -586   -1,112    7,707    8,166    6,000    6,468      380      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.8     98.2     98.9     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        2        3       53       38       56       41                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      428,059
COMMITMENTS
   8,387       55      813  403,199  420,125  412,399  420,993   15,660    7,066

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -7,444)
  -1,849   -1,387        4   -6,397   -3,749   -8,242   -5,132      798   -2,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.2     94.2     98.1     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        1        2       31       41       34       43                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,778
COMMITMENTS
   1,051       55    3,090  318,573  326,405  322,714  329,550   12,064    5,228

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -8,339)
  -1,966       55      185   -6,637   -8,090   -8,418   -7,850       79     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.9     95.2     97.5     96.4     98.4      3.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        1        3       36       42       39       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      160,831
COMMITMENTS
     158        6    2,275  154,579  146,466  157,012  148,747    3,819   12,084

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -5,257)
     158   -2,562      602   -4,800   -2,557   -4,040   -4,517   -1,217     -740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      1.4     96.1     91.1     97.6     92.5      2.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       28       29       30       31                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,716
COMMITMENTS
   7,771    4,273    1,234   92,446   96,642  101,451  102,149    4,265    3,567

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -10,971)
  -1,338   -1,500     -256   -9,540   -8,351  -11,134  -10,107      163     -864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      4.0      1.2     87.4     91.4     96.0     96.6      4.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       20       24       23       26                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,735
COMMITMENTS
   2,251        0      843   86,666   92,173   89,760   93,016    8,975    5,719

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -6,008)
     128   -1,293     -206   -5,898   -3,439   -5,976   -4,938      -32   -1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.0      0.9     87.8     93.4     90.9     94.2      9.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       18       18       19                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      166,254
COMMITMENTS
       0        0        0  158,407  163,980  158,407  163,980    7,847    2,274

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -8,767)
       0        0        0   -8,958   -8,970   -8,958   -8,970      191      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.3     98.6     95.3     98.6      4.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       26       26       26       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       54,212
COMMITMENTS
   1,472        0        0   45,402   50,471   46,874   50,471    7,338    3,741

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -5,210)
    -240        0        0   -5,536   -4,615   -5,776   -4,615      566     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     83.7     93.1     86.5     93.1     13.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       13       14       13                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,750
COMMITMENTS
   1,980      450        0   13,614   15,430   15,594   15,880    1,156      870

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -6,990)
  -1,240        0        0   -5,409   -6,364   -6,649   -6,364     -341     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      2.7      0.0     81.3     92.1     93.1     94.8      6.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0        8       11       10       12                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      565,224
COMMITMENTS
  41,862    8,618    6,326  508,500  539,844  556,688  554,788    8,536   10,436

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -5,331)
   2,080      -34   -1,023   -5,202   -4,123   -4,145   -5,180   -1,186     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      1.5      1.1     90.0     95.5     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       5        4        6       53       49       61       56                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      121,473
COMMITMENTS
   1,782    2,457    1,684  110,320  110,239  113,786  114,380    7,687    7,093

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -11,496)
     952   -1,523      157  -12,685   -9,518  -11,576  -10,884       80     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.0      1.4     90.8     90.8     93.7     94.2      6.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        5       20       18       25       24                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,706
COMMITMENTS
     309        0      248   76,678   74,999   77,235   75,247    2,471    4,459

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -5,206)
    -340        0       66   -4,693   -5,415   -4,967   -5,349     -239      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.3     96.2     94.1     96.9     94.4      3.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       16       18       17       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,348
COMMITMENTS
       0        0        0   86,368   83,001   86,368   83,001      980    4,347

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -63,137)
 -31,830   -5,698        0  -30,157  -55,399  -61,987  -61,097   -1,150   -2,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.9     95.0     98.9     95.0      1.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       14       13       14                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,812
COMMITMENTS
  31,830    6,088        0   82,712  109,180  114,542  115,268    2,270    1,544

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -79,121)
 -37,355   -2,175   -1,049  -41,864  -73,872  -80,268  -77,096    1,147   -2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      5.2      0.0     70.8     93.5     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        9        0       21       36       28       45                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,122
COMMITMENTS
       0        0        0   69,241   66,102   69,241   66,102      881    4,020

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -14,071)
       0        0        0  -14,067  -15,350  -14,067  -15,350       -4    1,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.7     94.3     98.7     94.3      1.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       16       21       16       21                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      277,073
COMMITMENTS
       0    1,160      808  263,756  267,691  264,564  269,659   12,509    7,414

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -10,709)
       0     -230     -137  -13,225   -9,885  -13,362  -10,252    2,653     -457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.3     95.2     96.6     95.5     97.3      4.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       30       30       31       31                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       25,760
COMMITMENTS
     960    1,710        0   22,450   21,670   23,410   23,380    2,350    2,380

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -4,650)
       0     -558      -93   -4,185   -3,188   -4,278   -3,839     -372     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      6.6      0.0     87.2     84.1     90.9     90.8      9.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        0       13        9       15       12                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,930
COMMITMENTS
       0    1,912      273  108,827  108,132  109,100  110,317    5,830    4,613

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:        432)
       0   -1,092     -552    3,405    3,538    2,853    1,894   -2,421   -1,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.2     94.7     94.1     94.9     96.0      5.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       18       21       19                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      145,188
COMMITMENTS
   4,826        0    1,568  129,445  138,203  135,839  139,771    9,349    5,417

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -6,318)
     103     -468     -412   -5,882   -5,096   -6,191   -5,976     -127     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      1.1     89.2     95.2     93.6     96.3      6.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       17       15       20       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      119,964
COMMITMENTS
       0        0        0  111,151  117,510  111,151  117,510    8,813    2,454

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,003)
       0        0        0   -1,784     -678   -1,784     -678     -219   -1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.7     98.0     92.7     98.0      7.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       16       21       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,574
COMMITMENTS
       0      300        0   47,980   48,850   47,980   49,150    1,594      424

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -3,976)
       0        0        0   -4,526   -3,137   -4,526   -3,137      550     -839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     96.8     98.5     96.8     99.1      3.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0        9       12        9       13                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,263
COMMITMENTS
     198        0    1,114  105,543  108,249  106,855  109,363    5,408    2,900

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -7,234)
    -291     -300      248   -6,143   -7,581   -6,186   -7,633   -1,048      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      1.0     94.0     96.4     95.2     97.4      4.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       18       22       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      148,170
COMMITMENTS
   1,515      349    1,686  132,037  136,841  135,238  138,876   12,932    9,294

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -8,541)
     572   -3,977      198  -11,676   -4,425  -10,906   -8,204    2,365     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.2      1.1     89.1     92.4     91.3     93.7      8.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       28       21       30       23                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,200
COMMITMENTS
       0        0        0   15,080   14,810   15,080   14,810      120      390

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,178)
       0        0        0     -961   -1,054     -961   -1,054     -217     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.2     97.4     99.2     97.4      0.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0        9       15        9       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      185,246
COMMITMENTS
  17,561    6,247    3,221  156,511  160,760  177,293  170,228    7,953   15,018

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -5,579)
   3,417   -1,829      800   -8,643   -7,030   -4,426   -8,059   -1,153    2,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      3.4      1.7     84.5     86.8     95.7     91.9      4.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        4       30       26       36       31                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       84,456
COMMITMENTS
       0        0        0   70,906   74,734   70,906   74,734   13,550    9,722

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -3,730)
    -368        0     -420   -3,298   -4,162   -4,086   -4,582      356      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     84.0     88.5     84.0     88.5     16.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       16       17       16                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       92,730
COMMITMENTS
       0        0        0   83,911   88,202   83,911   88,202    8,819    4,528

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -7,200)
       0        0        0   -6,728   -7,696   -6,728   -7,696     -472      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.5     95.1     90.5     95.1      9.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       13       19       13                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      119,031
COMMITMENTS
       0        0        0  104,622  107,186  104,622  107,186   14,409   11,845

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -6,297)
       0        0        0   -5,686   -3,612   -5,686   -3,612     -611   -2,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     87.9     90.0     87.9     90.0     12.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       15       21       15                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       63,609
COMMITMENTS
   5,152        0        0   52,025   58,047   57,177   58,047    6,432    5,562

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,645)
    -840        0        0   -1,419   -2,574   -2,259   -2,574     -386      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      0.0      0.0     81.8     91.3     89.9     91.3     10.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       14       16       14                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      147,507
COMMITMENTS
  19,620    9,763   14,811  112,668  122,349  147,099  146,923      408      584

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -9,126)
  -2,331     -690     -574   -5,364   -6,636   -8,268   -7,899     -858   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      6.6     10.0     76.4     82.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16        9       20       43       46       65       69                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       48,696
COMMITMENTS
   7,120      371      404   41,172   47,921   48,696   48,696        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,027)
     176       -4      112      739      919    1,027    1,027        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      0.8      0.8     84.5     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        3        2       27       27       34       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      412,990
COMMITMENTS
  22,552    4,352    2,224  388,214  406,414  412,990  412,990        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      5,375)
   2,824     -360   -1,704    4,255    7,439    5,375    5,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      1.1      0.5     94.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        2       24       22       28       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,273,960
COMMITMENTS
  25,949  142,393   15,634  1232377  1115933  1273960  1273960        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -43,443)
   1,909    3,135   -3,000  -30,727  -34,953  -31,818  -34,818  -11,625   -8,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     11.2      1.2     96.7     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        6        2       34       39       40       45                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       67,616
COMMITMENTS
   1,610    4,075    2,152   63,854   61,389   67,616   67,616        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,599)
     242      537     -504   -2,337   -2,632   -2,599   -2,599        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      6.0      3.2     94.4     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        8        8       21       23       31       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      295,020
COMMITMENTS
   1,216    9,921        0  293,804  285,099  295,020  295,020        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -8,199)
       0   -1,849        0   -8,199   -6,350   -8,199   -8,199        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.4      0.0     99.6     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        0       15       16       16       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      334,933
COMMITMENTS
     392   10,079    7,122  327,419  317,732  334,933  334,933        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -27,967)
       0    3,911     -750  -27,217  -31,128  -27,967  -27,967        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      3.0      2.1     97.8     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        1       20       24       22       27                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       22,433
COMMITMENTS
     256      263      210   21,544   21,303   22,010   21,776      423      657

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,338)
     -90       40      -23   -2,288   -2,203   -2,401   -2,186       63     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.2      0.9     96.0     95.0     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       22       19       25       21                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,652
COMMITMENTS
     535   11,400       50   59,828   49,202   60,413   60,652      239        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -636)
     265    1,150       50     -871   -1,486     -556     -286      -80     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     18.8      0.1     98.6     81.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       27       26       29       28                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       77,713
COMMITMENTS
     640   11,400       50   76,853   66,148   77,543   77,598      170      115

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,056)
     295    1,200       50   -2,103   -3,141   -1,758   -1,891     -298     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     14.7      0.1     98.9     85.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        1       27       26       30       28                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,690
COMMITMENTS
     700    1,050        0   32,792   32,490   33,492   33,540      198      150

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,545)
       0      -50        0   -1,523   -1,485   -1,523   -1,535      -22      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.1      0.0     97.3     96.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       23       16       24       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      266,520
COMMITMENTS
  15,864        0      736  249,920  265,784  266,520  266,520        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -8,720)
    -752        0        0   -7,968   -8,720   -8,720   -8,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      0.3     93.8     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       20       19       23       20                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,395
COMMITMENTS
     659      831        0    6,714    5,882    7,373    6,713       22      682

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -358)
     -24       54        0     -311     -428     -335     -374      -23       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     11.2      0.0     90.8     79.5     99.7     90.8      0.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        0       19       19       23       21                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,567
COMMITMENTS
     900    1,032        0    6,502    6,235    7,402    7,267      165      300

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -305)
    -100        0        0     -200     -305     -300     -305       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     13.6      0.0     85.9     82.4     97.8     96.0      2.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       13       13       14                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,612
COMMITMENTS
       0    1,050        0   41,612   40,462   41,612   41,512        0      100

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,191)
       0      -50        0   -2,186   -2,131   -2,186   -2,181       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0    100.0     97.2    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       24       23       24       24                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,556
COMMITMENTS
     825        0        0   24,551   25,556   25,376   25,556      180        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -755)
    -175        0        0     -580     -755     -755     -755        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.0     96.1    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       21       22       23       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,122
COMMITMENTS
     863      106      422   17,516   18,063   18,801   18,591      321      531

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -850)
    -253        0        0     -619     -781     -872     -781       22      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.6      2.2     91.6     94.5     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       24       18       27       21                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,617
COMMITMENTS
     280    5,677      285   55,975   50,391   56,540   56,353       77      264

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,979)
     -50      245      -60   -2,914   -3,236   -3,024   -3,051       45       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     10.0      0.5     98.9     89.0     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        2       30       23       33       27                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       73,860
COMMITMENTS
   1,175   14,596      951   71,700   58,237   73,826   73,784       34       76

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -5,457)
     214   -2,620     -209   -5,430   -2,631   -5,425   -5,460      -32        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     19.8      1.3     97.1     78.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8        6        6       32       29       43       38                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,575
COMMITMENTS
   1,305      420      300   42,525   43,635   44,130   44,355      445      220

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      3,290)
    -210      420      300    3,955    2,590    4,045    3,310     -755      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.9      0.7     95.4     97.9     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       19        9       22       10                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,750
COMMITMENTS
   1,680    2,820      300   51,565   50,630   53,545   53,750      205        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      3,970)
    -410      420      300    5,210    3,250    5,100    3,970   -1,130        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      5.2      0.6     95.9     94.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       24       13       27       15                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      285,575
COMMITMENTS
  46,688    1,200    1,160  237,727  283,215  285,575  285,575        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:    -17,740)
  -7,200      750     -750   -9,790  -17,740  -17,740  -17,740        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      0.4      0.4     83.2     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       23       28       25       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,342
COMMITMENTS
   5,513    1,228      801   16,307   21,040   22,620   23,069      722      273

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,387)
  -1,255      123      -97     -988   -2,390   -2,341   -2,364      -46      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      5.3      3.4     69.9     90.1     96.9     98.8      3.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        5       21       30       26       36                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       36,689
COMMITMENTS
     996      128      327   35,366   36,234   36,689   36,689        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,313)
      -6     -243      -54   -2,253   -2,016   -2,313   -2,313        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.3      0.9     96.4     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       16       16       20       19                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      321,078
COMMITMENTS
   9,450   17,285    2,331  309,297  301,462  321,078  321,078        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -6,089)
   2,769    1,201     -777   -8,081   -6,138   -6,089   -5,714        0     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      5.4      0.7     96.3     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       18       17       21       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       19,089
COMMITMENTS
     676      606    1,102   16,866   16,191   18,644   17,899      445    1,190

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,343)
    -143        0        0     -814   -1,552     -957   -1,552     -386      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      3.2      5.8     88.4     84.8     97.7     93.8      2.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       18       17       22       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,879
COMMITMENTS
     880      570      323   12,551   12,098   13,754   12,991      125      888

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -422)
      23     -165       53     -378     -163     -302     -275     -120     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      4.1      2.3     90.4     87.2     99.1     93.6      0.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       20       19       24       22                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      169,263
COMMITMENTS
  14,040    5,530        0  155,223  163,733  169,263  169,263        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -6,221)
       0     -750        0   -4,721   -5,096   -4,721   -5,846   -1,500     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      3.3      0.0     91.7     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       19       14       20       15                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,175
COMMITMENTS
       0      795    1,356   17,819   17,024   19,175   19,175        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:         26)
       0        0        0       26       26       26       26        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.1      7.1     92.9     88.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       16       15       18       18                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      173,738
COMMITMENTS
       0    2,921        0  173,738  170,817  173,738  173,738        0        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0    100.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       13       14       14                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,150
COMMITMENTS
     800        0      245   15,375   16,905   16,420   17,150      730        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,935)
     100        0     -100   -1,795   -1,650   -1,795   -1,750     -140     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      0.0      1.4     89.7     98.6     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       20       13       23       16                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,295
COMMITMENTS
     785        0      365   15,865   16,930   17,015   17,295      280        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,960)
     235        0     -135   -1,990   -1,640   -1,890   -1,775      -70     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      2.1     91.7     97.9     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        3       22       14       26       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      557,430
COMMITMENTS
   1,602   71,512   82,448  472,477  402,374  556,528  556,334      903    1,096

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      5,096)
   1,602   -7,655    1,890    1,534   11,060    5,027    5,296       70     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     12.8     14.8     84.8     72.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        4       18       19       22       24                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,325
COMMITMENTS
     180        0        0   10,885   11,325   11,065   11,325      260        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -910)
       0        0        0     -735     -910     -735     -910     -175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     96.1    100.0     97.7    100.0      2.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       12       12       13       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,833
COMMITMENTS
   1,425        0        0   29,757   31,805   31,182   31,805      651       28

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -3,955)
       0        0        0   -3,627   -3,920   -3,627   -3,920     -328      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.0     93.5     99.9     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       16       14       18       14                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,214
COMMITMENTS
   1,325        0        0   27,487   29,190   28,812   29,190      402       24

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -3,720)
     -70        0      -15   -3,360   -3,710   -3,445   -3,725     -275        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.0     94.1     99.9     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       16       13       19       13                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,535
COMMITMENTS
       0      425        0   14,355   13,950   14,355   14,375      180      160

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,490)
       0     -125        0   -1,110   -1,425   -1,110   -1,550     -380       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.9      0.0     98.8     96.0     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       12       14       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,058
COMMITMENTS
       0    1,775       75   22,943   21,208   23,018   23,058       40        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      2,085)
       0    1,125        0    2,085    1,220    2,085    2,345        0     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.7      0.3     99.5     92.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        1       17       18       18       22                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,336
COMMITMENTS
     100    1,600       25   25,171   23,711   25,296   25,336       40        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:      1,629)
       0    1,150        0    1,629      724    1,629    1,874        0     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      6.3      0.1     99.3     93.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        1       18       16       19       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      104,381
COMMITMENTS
     465    3,027      360  103,531  100,909  104,356  104,296       25       85

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -3,318)
    -175     -210     -165   -1,913   -2,968   -2,253   -3,343   -1,065       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.9      0.3     99.2     96.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        3       35       32       39       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      124,808
COMMITMENTS
     415    6,002      280  124,048  118,476  124,743  124,758       65       50

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -7,709)
    -200   -1,620     -210   -5,862   -5,874   -6,272   -7,704   -1,437       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      4.8      0.2     99.4     94.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        7        3       36       33       40       41                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      194,950
COMMITMENTS
   9,130   22,853   11,899  173,652  160,084  194,682  194,836      268      114

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -5,668)
    -891   -3,470       96   -4,493      241   -5,289   -3,133     -379   -2,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     11.7      6.1     89.1     82.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9       13       11       43       40       59       57                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      125,532
COMMITMENTS
   1,688    8,986    2,315  121,480  114,201  125,483  125,502       49       30

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -2,282)
     365     -182      -15   -1,790      -25   -1,440     -222     -842   -2,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      7.2      1.8     96.8     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        7        3       36       31       40       40                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,285
COMMITMENTS
     860      750       30   47,270   47,480   48,160   48,260      125       25

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,800)
    -155      100        0   -1,095     -745   -1,250     -645     -550   -1,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.6      0.1     97.9     98.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       21       13       24       15                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,310
COMMITMENTS
     550      650        0   44,660   44,635   45,210   45,285      100       25

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,385)
     -45      -75        0     -790     -190     -835     -265     -550   -1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.4      0.0     98.6     98.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       11       21       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       29,044
COMMITMENTS
     975        0      225   27,681   28,749   28,881   28,974      163       70

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -580)
      25        0      -25     -208     -465     -208     -490     -372      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.8     95.3     99.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       26       25       27       26                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       19,796
COMMITMENTS
   1,800        0        0   17,996   19,736   19,796   19,736        0       60

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,618)
    -200        0        0   -1,418   -1,528   -1,618   -1,528        0      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      0.0      0.0     90.9     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       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 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,954
COMMITMENTS
   1,290    1,925        0   23,745   23,969   25,035   25,894      919       60

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,982)
    -174     -150        0   -1,751   -1,411   -1,925   -1,561      -57     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      7.4      0.0     91.5     92.4     96.5     99.8      3.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       19       18       20       20                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,103
COMMITMENTS
   1,118        0        7   15,353   16,826   16,478   16,833      625      270

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -862)
     -34        0        0     -718     -747     -752     -747     -110     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.0      0.0     89.8     98.4     96.3     98.4      3.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       16       17       18       18                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,053
COMMITMENTS
   1,540    4,207      395   31,924   29,388   33,859   33,990      194       63

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,704)
      -2     -475        0   -1,442     -853   -1,444   -1,328     -260     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     12.4      1.2     93.7     86.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        4        1       26       21       30       26                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,442
COMMITMENTS
      50        0        0   22,327   22,328   22,377   22,328       65      114

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -967)
       5        0       -5     -802     -598     -802     -603     -165     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     99.5     99.5     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       24       20       25       20                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,831
COMMITMENTS
       0    1,535       85   20,626   19,211   20,711   20,831      120        0

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,339)
       0      -70        0   -1,043   -1,159   -1,043   -1,229     -296     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.4      0.4     99.0     92.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       21       15       22       18                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,778
COMMITMENTS
     180      525        5   33,475   32,878   33,660   33,408      118      370

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:     -1,544)
       0        0        0   -1,197   -1,380   -1,197   -1,380     -347     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.6      0.0     99.1     97.3     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       26       23       28       25                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       18,885
COMMITMENTS
     633        0        0   18,048   18,595   18,681   18,595      204      290

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:          5)
    -172        0       -8      206      115       26      107      -21     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.0     95.6     98.5     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       22       18       24       18                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,225
COMMITMENTS
     985        0        0   13,410   14,675   14,395   14,675      830      550

CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST:       -280)
     -40        0        0     -160     -243     -200     -243      -80      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.0      0.0     88.1     96.4     94.5     96.4      5.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       19       15       21       15                  



Updated April 14, 2017