CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,570
COMMITMENTS
     395      125        0    6,170    6,445    6,565    6,570        5        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      1.9      0.0     93.9     98.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        6        8       11       10                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,734
COMMITMENTS
  13,665   22,553       20   34,049   25,161   47,734   47,734        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6     47.2      0.0     71.3     52.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4       10        2       10        6       16       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       81,603
COMMITMENTS
   5,942    6,150   10,053   65,572   65,400   81,567   81,603       36        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:      4,000)
     212      -72      788    2,995    3,284    3,995    4,000        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      7.5     12.3     80.4     80.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       10       10       17       14       33       27                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       34,149
COMMITMENTS
   2,539      886        0   31,605   33,263   34,144   34,149        5        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -100)
    -100        0        0        0     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      2.6      0.0     92.6     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        0        9        9       11       13                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       36,306
COMMITMENTS
   2,699      274    2,137   31,470   33,895   36,306   36,306        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:      1,156)
     313       23      708      135      425    1,156    1,156        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.8      5.9     86.7     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        2        2        9        9       17       13                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       38,442
COMMITMENTS
   5,713   21,683      387   32,342   16,372   38,442   38,442        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     56.4      1.0     84.1     42.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        9        2        8        6       14       16                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       26,852
COMMITMENTS
   5,092   13,020        0   21,760   13,832   26,852   26,852        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:        300)
    -100      600        0      400     -300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     48.5      0.0     81.0     51.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        9        0        6        5       10       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       28,237
COMMITMENTS
  12,962   11,150      200   15,075   16,887   28,237   28,237        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -108)
    -148        0        0       40     -108     -108     -108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9     39.5      0.7     53.4     59.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        1       11        7       17       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       20,738
COMMITMENTS
   9,745    5,600      100   10,893   15,038   20,738   20,738        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:        150)
    -100        0        0      250      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.0     27.0      0.5     52.5     72.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        1        7        6       14        9                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       55,159
COMMITMENTS
   5,105    3,471    2,824   47,230   48,864   55,159   55,159        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:      2,286)
     100        7    1,865      321      414    2,286    2,286        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      6.3      5.1     85.6     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        7        3       13       12       19       19                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,045,932
COMMITMENTS
 735,790   86,951  800,407  3476669  4152528  5012866  5039886   33,066    6,046

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:   -229,272)
 -71,746   26,363   -2,170 -147,467 -226,652 -221,383 -202,459   -7,889  -26,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      1.7     15.9     68.9     82.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      53       24       61      135      108      205      176                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,389,014
COMMITMENTS
  10,613   35,859  775,736  599,901  574,673  1386251  1386268    2,763    2,746

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     25,530)
     505    9,361   30,175   -4,934  -15,743   25,747   23,793     -217    1,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.6     55.8     43.2     41.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14       15       26       54       52       81       80                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      235,789
COMMITMENTS
   9,053    6,417    7,997  205,117  217,140  222,167  231,554   13,622    4,235

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:      8,586)
     373        9     -354   10,020   10,538   10,039   10,193   -1,453   -1,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.7      3.4     87.0     92.1     94.2     98.2      5.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        4       31       27       36       32                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      110,069
COMMITMENTS
     248    2,177    4,164  101,904   99,336  106,316  105,677    3,753    4,392

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -9,375)
    -215   -1,485     -399   -6,895   -8,275   -7,509  -10,159   -1,866      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.0      3.8     92.6     90.2     96.6     96.0      3.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       28       26       30       27                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,287
COMMITMENTS
       0    1,339    3,436  225,538  225,693  228,974  230,468   13,313   11,819

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -2,981)
    -412      485      687   -7,189   -3,312   -6,914   -2,140    3,933     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      1.4     93.1     93.2     94.5     95.1      5.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       25       24       27       26                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      817,807
COMMITMENTS
     684   15,070    2,091  806,320  798,367  809,095  815,528    8,712    2,279

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -32,618)
    -362   -1,118   -1,137  -30,053  -29,056  -31,552  -31,311   -1,066   -1,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.8      0.3     98.6     97.6     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        2        3       48       33       51       36                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      411,505
COMMITMENTS
   6,080        0      240  386,903  399,867  393,223  400,107   18,282   11,398

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -12,337)
     776   -1,711   -1,613  -14,875  -14,559  -15,712  -17,883    3,375    5,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.1     94.0     97.2     95.6     97.2      4.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        0        1       33       41       36       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      344,207
COMMITMENTS
   2,234    1,883    1,628  332,019  336,697  335,881  340,208    8,326    3,999

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -26,513)
   1,335        0       35  -28,112  -25,672  -26,742  -25,637      229     -876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.5      0.5     96.5     97.8     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        2       39       34       42       37                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      237,621
COMMITMENTS
   2,596    1,911    1,646  217,666  224,590  221,908  228,147   15,713    9,474

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -6,668)
   1,034   -1,736      764  -12,828   -6,391  -11,030   -7,363    4,362      695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.8      0.7     91.6     94.5     93.4     96.0      6.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        3       29       27       32       32                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,228
COMMITMENTS
       0      923        0   70,932   67,319   70,932   68,242    3,296    5,986

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -4,758)
       0     -376        0   -4,161   -5,461   -4,161   -5,837     -597    1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     95.6     90.7     95.6     91.9      4.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       21       20       21       21                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       28,064
COMMITMENTS
       0    1,085        0   24,545   25,937   24,545   27,022    3,519    1,042

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -7,366)
       0        0        0   -8,198   -7,732   -8,198   -7,732      832      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.9      0.0     87.5     92.4     87.5     96.3     12.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0        9       13        9       14                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,999
COMMITMENTS
   1,780      941    1,018  120,939  125,018  123,737  126,977    5,262    2,022

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:      3,876)
   1,043      292     -315    3,728    2,675    4,456    2,652     -580    1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.7      0.8     93.8     96.9     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       17       19       18       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      156,914
COMMITMENTS
       0    2,260        0  145,119  150,843  145,119  153,103   11,795    3,811

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -9,481)
       0    2,260        0  -10,619  -10,848  -10,619   -8,588    1,138     -893

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       20       23       20       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,027
COMMITMENTS
     917        0      793   88,642   88,061   90,352   88,854    3,675    5,173

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -7,972)
    -589        0        0   -8,016   -6,287   -8,605   -6,287      633   -1,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.8     94.3     93.7     96.1     94.5      3.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       14       14       15       15                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,838
COMMITMENTS
  12,059        0        0   10,376   22,032   22,435   22,032      403      806

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -16,980)
 -10,890     -210        0   -5,490  -16,481  -16,380  -16,691     -600     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.8      0.0      0.0     45.4     96.5     98.2     96.5      1.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        0        6       18       11       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      481,313
COMMITMENTS
  62,899    2,998    3,073  404,590  465,222  470,562  471,293   10,751   10,020

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -46,717)
 -26,719   -2,895     -528  -15,240  -44,226  -42,487  -47,649   -4,230      932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      0.6      0.6     84.1     96.7     97.8     97.9      2.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       9        3        6       45       43       57       49                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      144,566
COMMITMENTS
   4,592    4,381      938  134,774  131,507  140,304  136,826    4,262    7,740

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -8,628)
     665   -2,122      377  -10,413   -7,220   -9,371   -8,965      743      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      3.0      0.6     93.2     91.0     97.1     94.6      2.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       23       22       26       25                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,154
COMMITMENTS
   1,768      378      574   66,989   67,367   69,331   68,319    1,823    2,835

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,362)
    -186      -56      149   -1,511   -2,562   -1,548   -2,469      186    1,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.5      0.8     94.1     94.7     97.4     96.0      2.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       15       15       17       17                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,251
COMMITMENTS
  26,257    4,712        0   76,126   97,001  102,383  101,713      868    1,538

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -74,821)
 -36,994   -4,196   -1,171  -36,695  -69,619  -74,860  -74,986       39      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4      4.6      0.0     73.7     93.9     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8        5        0       25       30       33       35                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,542
COMMITMENTS
       0        0        0  113,506  112,372  113,506  112,372    1,036    2,170

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -11,940)
       0        0        0  -12,488  -10,916  -12,488  -10,916      548   -1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     98.1     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       13       19       13       19                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      270,408
COMMITMENTS
   2,158    1,042      940  264,334  262,823  267,432  264,805    2,976    5,603

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -11,309)
  -1,420      170     -183   -9,578  -11,727  -11,181  -11,740     -128      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.4      0.3     97.8     97.2     98.9     97.9      1.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        1       35       34       37       35                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,965
COMMITMENTS
   2,038        0      420   64,332   69,322   66,790   69,742    7,175    4,223

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -130)
   1,101      -53   -1,143      189    1,503      147      307     -277     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.6     87.0     93.7     90.3     94.3      9.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       13       14       15       15                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,181
COMMITMENTS
     960        0    1,120  101,497  103,825  103,577  104,945    2,604    1,236

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -6,239)
       0   -1,612        0   -4,477   -4,262   -4,477   -5,874   -1,762     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      1.1     95.6     97.8     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       19       21       20       22                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,095
COMMITMENTS
   2,245        0      206   27,385   31,315   29,836   31,521    3,259    1,574

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -10,263)
     125        0       31  -10,577  -10,396  -10,421  -10,365      158      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.0      0.6     82.7     94.6     90.2     95.2      9.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       15       10       17       12                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,435
COMMITMENTS
   9,515        0      498  112,287  121,375  122,300  121,873    7,135    7,562

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -8,964)
  -1,428        0        0   -7,049   -8,583   -8,477   -8,583     -487     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.0      0.4     86.8     93.8     94.5     94.2      5.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       20       16       22       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,868
COMMITMENTS
       0        0        0  102,137  106,174  102,137  106,174    7,731    3,694

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -6,156)
       0        0        0   -6,757   -6,227   -6,757   -6,227      601       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.0     96.6     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       15       19       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      153,538
COMMITMENTS
   2,061        0        0  141,986  148,718  144,047  148,718    9,491    4,820

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -7,757)
  -1,447     -111   -1,170   -6,481   -7,435   -9,098   -8,716    1,341      959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     92.5     96.9     93.8     96.9      6.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       16       20       16                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      164,454
COMMITMENTS
       0    5,953    7,583  149,474  147,073  157,057  160,609    7,397    3,845

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -7,729)
       0     -120      307   -6,105   -6,409   -5,798   -6,222   -1,931   -1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      4.6     90.9     89.4     95.5     97.7      4.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        3       28       24       31       28                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      182,824
COMMITMENTS
   4,938    3,535      894  169,192  175,998  175,024  180,427    7,800    2,397

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -6,086)
     587       49      189   -6,489   -4,817   -5,713   -4,579     -373   -1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.9      0.5     92.5     96.3     95.7     98.7      4.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        1       31       33       34       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       99,191
COMMITMENTS
   1,855        0        0   94,234   92,466   96,089   92,466    3,102    6,725

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -8,347)
     323        0        0   -7,688   -7,588   -7,365   -7,588     -982     -759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.0     95.0     93.2     96.9     93.2      3.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       22       23       24       23                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      103,526
COMMITMENTS
       0        0        0   99,035  100,486   99,035  100,486    4,491    3,040

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -5,391)
       0        0        0   -4,734   -4,625   -4,734   -4,625     -657     -766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     97.1     95.7     97.1      4.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       21       20       21       20                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       60,832
COMMITMENTS
       0        0        0   56,319   58,028   56,319   58,028    4,513    2,804

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -4,323)
       0        0        0   -2,576   -4,747   -2,576   -4,747   -1,747      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.6     95.4     92.6     95.4      7.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       13       16       13                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       18,213
COMMITMENTS
     217        0        0   15,010   15,829   15,227   15,829    2,986    2,384

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -6,243)
     217     -810      -31   -8,776   -6,627   -8,590   -7,468    2,347    1,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     82.4     86.9     83.6     86.9     16.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0        8       13        9       13                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      154,655
COMMITMENTS
       0        0        0  138,746  151,087  138,746  151,087   15,909    3,568

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,894)
  -1,346        0     -651   -5,264   -1,042   -7,261   -1,693    5,367     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.7     97.7     89.7     97.7     10.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       15       20       15                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       62,147
COMMITMENTS
   1,761        0        0   51,468   60,046   53,229   60,046    8,918    2,101

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -16,719)
     279        0        0  -16,626  -16,949  -16,347  -16,949     -372      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.0     82.8     96.6     85.7     96.6     14.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       15       17       15                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       98,064
COMMITMENTS
  12,890    4,439   12,149   72,088   80,953   97,127   97,541      937      523

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -4,715)
  -2,981      -81      226   -1,939   -4,779   -4,694   -4,634      -21      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      4.5     12.4     73.5     82.6     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      11        9       17       36       35       56       52                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       35,608
COMMITMENTS
   2,750      400      775   32,083   34,433   35,608   35,608        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -800)
    -800       50      300     -300   -1,150     -800     -800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      1.1      2.2     90.1     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        2        3       22       19       29       24                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       20,973
COMMITMENTS
     350      625      425   20,198   19,923   20,973   20,973        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,251)
    -100     -300       25   -1,176     -976   -1,251   -1,251        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      3.0      2.0     96.3     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       20       17       22       20                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      172,111
COMMITMENTS
  10,317   23,978    4,033  157,481  143,880  171,831  171,891      280      220

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -4,135)
     826   -1,245     -222   -4,938   -2,878   -4,334   -4,345      199      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     13.9      2.3     91.5     83.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        6        4       39       35       49       43                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       56,348
COMMITMENTS
   2,557   10,650    1,550   51,881   44,148   55,988   56,348      360        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -622)
    -995      150      550     -527   -1,322     -972     -622      350        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     18.9      2.8     92.1     78.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        5        6       20       23       32       32                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       31,052
COMMITMENTS
       0      450      300   30,732   29,927   31,032   30,677       20      375

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:      2,875)
       0       75        0    2,855    2,445    2,855    2,520       20      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      1.0     99.0     96.4     99.9     98.8      0.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       11       15       12       17                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       61,366
COMMITMENTS
   1,705    5,000      445   59,069   55,731   61,219   61,176      147      190

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,787)
     120      975      -95   -1,800   -2,662   -1,775   -1,782      -12       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      8.1      0.7     96.3     90.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        3       27       27       31       34                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       66,577
COMMITMENTS
   1,130    2,595      135   65,040   63,597   66,305   66,327      272      250

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -712)
    -210    1,100     -190     -305   -1,622     -705     -712       -7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      3.9      0.2     97.7     95.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        1       31       26       33       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,484
COMMITMENTS
   1,771   20,250      445   61,217   42,689   63,433   63,384       51      100

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -3,151)
      94        0       -4   -3,220   -3,120   -3,130   -3,124      -21      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     31.9      0.7     96.4     67.2     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        1       25       26       29       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       90,180
COMMITMENTS
   2,691   20,850       55   87,434   69,125   90,180   90,030        0      150

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -2,715)
      49        0        0   -2,763   -2,695   -2,714   -2,695       -1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     23.1      0.1     97.0     76.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        1       28       27       33       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,324
COMMITMENTS
     500        0        0   32,819   33,204   33,319   33,204        5      120

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:        685)
       0        0        0      685      685      685      685        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     98.5     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       19       22       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       35,798
COMMITMENTS
   1,275      515       25   34,438   35,258   35,738   35,798       60        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:      1,045)
       0        0        0    1,045    1,045    1,045    1,045        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.4      0.1     96.2     98.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        1       23       20       28       22                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,985
COMMITMENTS
   1,250      100        0    9,735   10,885   10,985   10,985        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      0.9      0.0     88.6     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       14       11       17       12                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,431
COMMITMENTS
   6,060      210    1,900   15,257   21,026   23,217   23,136      214      295

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:        200)
     300        0        0     -100      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      0.9      8.1     65.1     89.7     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        3       21       22       27       27                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,994
COMMITMENTS
     300      499      800    5,754    5,370    6,854    6,669      140      325

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:          0)
       0      100        0        0     -100        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      7.1     11.4     82.3     76.8     98.0     95.4      2.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       14       11       18       14                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,223
COMMITMENTS
     100      350        0   42,123   41,753   42,223   42,103        0      120

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:         19)
       0        0        0       19       19       19       19        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.8      0.0     99.8     98.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        0       26       24       27       26                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       48,066
COMMITMENTS
   1,700      730        0   45,431   47,086   47,131   47,816      935      250

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -140)
    -250        0        0      110     -140     -140     -140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.5      0.0     94.5     98.0     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        0       27       21       30       25                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,990
COMMITMENTS
   1,000      225       60   43,750   44,445   44,810   44,730      180      260

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -3,259)
    -115       15      -15   -3,129   -3,234   -3,259   -3,234        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.5      0.1     97.2     98.8     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       20       16       22       17                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,446
COMMITMENTS
   1,380    1,700      140   49,926   49,546   51,446   51,386        0       60

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -3,467)
    -265      -15        0   -3,202   -3,452   -3,467   -3,467        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.3      0.3     97.0     96.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       22       16       24       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       86,038
COMMITMENTS
     472      819      903   82,938   83,334   84,313   85,056    1,725      982

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -116)
      72      -25     -527   -1,159     -292   -1,614     -844    1,498      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.0      1.0     96.4     96.9     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       26       29       28       31                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      113,838
COMMITMENTS
   3,036    2,198    1,328  107,690  109,805  112,054  113,331    1,784      507

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:      3,759)
     260     -341      321    1,818    3,537    2,399    3,517    1,360      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.9      1.2     94.6     96.5     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        6        5       29       29       37       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       33,837
COMMITMENTS
     200      275        0   33,256   31,987   33,456   32,262      381    1,575

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:        250)
       0       50        0      -83   -1,375      -83   -1,325      333    1,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.8      0.0     98.3     94.5     98.9     95.3      1.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       14       13       15       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,141
COMMITMENTS
   2,362    2,100      303   32,190   32,558   34,855   34,961      286      180

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,393)
     628        0      -35   -1,970   -1,358   -1,377   -1,393      -16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      6.0      0.9     91.6     92.6     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       23       19       28       22                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       40,507
COMMITMENTS
   6,870    1,400      500   32,707   38,607   40,077   40,507      430        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,870)
     375        0     -100   -2,135   -1,770   -1,860   -1,870      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      3.5      1.2     80.7     95.3     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        1       23       22       27       24                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       43,182
COMMITMENTS
      50    2,740      160   42,927   40,277   43,137   43,177       45        5

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,543)
    -100     -125        0   -1,418   -1,418   -1,518   -1,543      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      6.3      0.4     99.4     93.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       22       18       24       20                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       36,396
COMMITMENTS
       0    2,285        0   36,349   33,986   36,349   36,271       47      125

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,274)
    -150      -25        0   -1,102   -1,244   -1,252   -1,269      -22       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.3      0.0     99.9     93.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       15       19       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,927
COMMITMENTS
   1,996    1,690       41   24,338   25,101   26,375   26,832      552       95

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,841)
      51     -505      -46   -1,764   -1,340   -1,759   -1,891      -82       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      6.3      0.2     90.4     93.2     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        1        1       21       20       27       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,007
COMMITMENTS
   1,454      595      320   19,963   21,002   21,737   21,917      270       90

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -2,410)
     -79     -270        0   -2,316   -2,120   -2,395   -2,390      -15      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      2.7      1.5     90.7     95.4     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       17       19       21       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,630
COMMITMENTS
     365    7,049      847   50,230   43,720   51,441   51,615      189       15

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -3,059)
      35      -34     -232   -2,825   -2,793   -3,022   -3,059      -37        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     13.7      1.6     97.3     84.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        2       28       24       31       29                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,121
COMMITMENTS
     110    2,826      195   37,396   35,094   37,701   38,115      420        6

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,071)
     -10        6     -100     -961     -981   -1,071   -1,075        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      7.4      0.5     98.1     92.1     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        2       25       22       28       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       24,383
COMMITMENTS
      75    2,800      225   24,083   21,358   24,383   24,383        0        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -575)
     -25      150     -175     -375     -550     -575     -575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     11.5      0.9     98.8     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       14       15       16       17                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,910
COMMITMENTS
   1,540        0        0   13,065   14,890   14,605   14,890      305       20

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -915)
     -85        0        0     -715     -915     -800     -915     -115        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      0.0      0.0     87.6     99.9     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        0       17       12       21       12                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,020
COMMITMENTS
   1,310        0        0   13,460   15,000   14,770   15,000      250       20

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -925)
    -110        0        0     -805     -925     -915     -925      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      0.0      0.0     89.6     99.9     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0       19       12       22       12                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      749,836
COMMITMENTS
   5,403   63,978  102,505  641,254  583,353  749,162  749,836      674        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     13,863)
  -2,846   -7,772    7,001    9,354   14,634   13,510   13,863      353        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      8.5     13.7     85.5     77.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        5       19       19       24       25                  
 
 
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,650
COMMITMENTS
     720        0        0   13,870   14,170   14,590   14,170       60      480

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -210)
    -100        0        0     -110     -200     -210     -200        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.0      0.0     94.7     96.7     99.6     96.7      0.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       12       13       12                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,840
COMMITMENTS
     720        0        0   16,060   16,360   16,780   16,360       60      480

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -210)
    -100        0        0     -110     -200     -210     -200        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.0      0.0     95.4     97.1     99.6     97.1      0.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       10       13       12       13                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,055
COMMITMENTS
       0        0        0   10,790   11,045   10,790   11,045      265       10

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.6     99.9     97.6     99.9      2.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       12       14       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,305
COMMITMENTS
      25      750      200   21,739   21,355   21,964   22,305      341        0

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,490)
    -135      325     -125   -1,410   -1,690   -1,670   -1,490      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      3.4      0.9     97.5     95.7     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        1       17       15       19       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,987
COMMITMENTS
      25      550      200   18,010   18,235   18,235   18,985      752        2

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,555)
    -135      125     -125   -1,461   -1,555   -1,721   -1,555      166        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.9      1.1     94.9     96.0     96.0    100.0      4.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        1       15       14       17       17                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,795
COMMITMENTS
       0       25        0    7,780    7,650    7,780    7,675       15      120

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,130)
       0      -25        0   -1,115   -1,095   -1,115   -1,120      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     99.8     98.1     99.8     98.5      0.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       14       14       15                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,840
COMMITMENTS
       0        0        0    6,825    6,720    6,825    6,720       15      120

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:       -680)
       0        0        0     -665     -670     -665     -670      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8     98.2     99.8     98.2      0.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       13       14       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,137
COMMITMENTS
     457    2,965        0   24,471   22,112   24,928   25,077      209       60

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,197)
     -23      -25       -2   -1,334   -1,230   -1,359   -1,257      162       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     11.8      0.0     97.4     88.0     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       15       17       18       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,562
COMMITMENTS
     457    2,965        0   24,894   22,524   25,351   25,489      211       73

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -1,588)
     -23      -50       -2   -1,737   -1,581   -1,762   -1,633      174       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     11.6      0.0     97.4     88.1     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       15       18       18       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,192
COMMITMENTS
   3,840    5,415      615  102,447  101,083  106,902  107,113      290       79

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -4,453)
      30      480     -120   -4,363   -4,858   -4,453   -4,498        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      5.1      0.6     95.6     94.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        8        3       32       30       37       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      121,819
COMMITMENTS
   4,085    7,180      675  116,774  113,882  121,534  121,737      285       82

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -5,631)
      -5      -85      255   -5,881   -5,853   -5,631   -5,683        0       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      5.9      0.6     95.9     93.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        7        4       37       30       42       40                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      236,680
COMMITMENTS
  24,604   15,448   23,017  184,964  197,575  232,584  236,041    4,095      639

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:    -13,668)
     480     -106   -3,017  -11,400  -10,572  -13,937  -13,695      269       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      6.5      9.7     78.1     83.5     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      15       15       20       44       45       66       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,299
COMMITMENTS
   2,485       50       90   34,441   37,134   37,016   37,274      283       25

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -2,840)
    -310      -25        0   -2,510   -2,815   -2,820   -2,840      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      0.1      0.2     92.3     99.6     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        2       21       13       27       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,669
COMMITMENTS
   2,535       50       50   32,816   35,544   35,401   35,644      268       25

CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST:     -2,275)
    -110      -25      -65   -2,095   -2,185   -2,270   -2,275       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.1      0.1     92.0     99.6     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        1       20       14       26       16                  



Updated December 9, 2017