NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,834
COMMITMENTS
  13,565   22,653       20   34,249   25,161   47,834   47,834        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        100)
    -100      100        0      200        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     47.4      0.0     71.6     52.6    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 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       41,044
COMMITMENTS
     560    8,040      100   40,368   32,904   41,028   41,044       16        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:    -20,458)
  -5,234    1,554   -4,446  -10,733  -17,416  -20,413  -20,308      -45     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     19.6      0.2     98.4     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        1       10       11       13       18                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       28,159
COMMITMENTS
   2,520    3,164      315   25,324   24,680   28,159   28,159        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     -9,531)
  -1,315    2,894   -1,981   -6,235  -10,444   -9,531   -9,531        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     11.2      1.1     89.9     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        5        1        8        7       15       12                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       38,542
COMMITMENTS
   5,913   21,483      387   32,242   16,672   38,542   38,542        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         50)
     150     -150        0     -100      200       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     55.7      1.0     83.7     43.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        8        2        8        6       15       15                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       27,402
COMMITMENTS
   5,442   13,220        0   21,960   14,182   27,402   27,402        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     48.2      0.0     80.1     51.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        9        0        6        6       10       15                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       27,457
COMMITMENTS
  12,350   11,100      200   14,907   16,157   27,457   27,457        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -103)
       0        0        0     -103     -103     -103     -103        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0     40.4      0.7     54.3     58.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        1       11        7       16       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       21,738
COMMITMENTS
  10,245    5,600      100   11,393   16,038   21,738   21,738        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.1     25.8      0.5     52.4     73.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        1        7        6       14        9                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,118,960
COMMITMENTS
 629,202  151,833  814,476  3640366  4145235  5084044  5111544   34,916    7,416

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     -9,828)
   8,057   34,366     -709  -17,226  -42,543   -9,878   -8,886       50     -942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3      3.0     15.9     71.1     81.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      55       24       56      137      111      209      174                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,369,077
COMMITMENTS
  90,468   52,847  713,094  552,114  565,030  1355676  1330970   13,400   38,106

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:   -190,931)
  64,790    9,197 -170,352  -96,052  -66,858 -201,614 -228,013   10,683   37,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      3.9     52.1     40.3     41.3     99.0     97.2      1.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10       17       23       47       43       71       69                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      250,157
COMMITMENTS
  10,272    8,947    3,860  223,730  233,368  237,862  246,175   12,295    3,982

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     11,273)
   1,113    1,170   -1,764   12,552   11,847   11,901   11,253     -628       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      3.6      1.5     89.4     93.3     95.1     98.4      4.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        5       30       29       36       35                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      116,604
COMMITMENTS
   1,250      157    5,028  107,544  108,403  113,822  113,588    2,782    3,016

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        581)
     936     -587     -175      147    1,737      908      975     -327     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.1      4.3     92.2     93.0     97.6     97.4      2.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        3       31       29       37       32                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      268,941
COMMITMENTS
   1,660      129    2,469  254,446  256,401  258,575  258,999   10,366    9,942

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      7,522)
    -368       67       34    8,345    9,169    8,011    9,270     -489   -1,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.9     94.6     95.3     96.1     96.3      3.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       30       26       33       28                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      833,982
COMMITMENTS
       0   19,656    8,212  817,016  802,904  825,228  830,772    8,754    3,210

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      3,709)
       0    5,299   -3,766    8,388    1,734    4,622    3,267     -913      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      1.0     98.0     96.3     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       0        3        3       49       32       52       35                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      433,580
COMMITMENTS
   7,588      465    1,044  407,088  425,518  415,720  427,027   17,860    6,553

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      6,272)
     897      217      804    5,732    7,870    7,433    8,891   -1,161   -2,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.1      0.2     93.9     98.1     95.9     98.5      4.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        2        2       39       45       46       49                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      374,298
COMMITMENTS
   1,168    2,679    1,023  358,940  364,547  361,131  368,249   13,167    6,049

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      6,550)
  -1,294       60      279    5,893    6,301    4,878    6,640    1,672      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.7      0.3     95.9     97.4     96.5     98.4      3.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        2        2       38       40       40       43                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      263,080
COMMITMENTS
   4,930      965      776  240,615  252,316  246,321  254,057   16,759    9,023

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      9,672)
   1,934     -341     -360    5,554   10,663    7,128    9,962    2,544     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.4      0.3     91.5     95.9     93.6     96.6      6.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        2       30       30       33       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       80,348
COMMITMENTS
       0    2,583        0   76,262   72,717   76,262   75,300    4,086    5,048

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      3,646)
       0   -1,239        0    3,047    3,537    3,047    2,298      599    1,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      0.0     94.9     90.5     94.9     93.7      5.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       20       19       20       21                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,372
COMMITMENTS
     217    1,643       31   32,295   33,563   32,543   35,237    3,829    1,135

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,829)
       0      186      -62    1,612    1,519    1,550    1,643      279      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      4.5      0.1     88.8     92.3     89.5     96.9     10.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       14       16       15       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      143,438
COMMITMENTS
     117      978      974  136,628  139,247  137,719  141,199    5,719    2,239

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      6,004)
    -382      651       42    6,097    5,370    5,757    6,063      247      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.7      0.7     95.3     97.1     96.0     98.4      4.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       18       21       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      169,022
COMMITMENTS
     736    4,932        0  155,851  158,735  156,587  163,667   12,435    5,355

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,077)
       0       60        0      777      890      777      950      300      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.9      0.0     92.2     93.9     92.6     96.8      7.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       19       24       20       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,287
COMMITMENTS
     917        0      793   92,254   93,047   93,964   93,840    4,323    4,447

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -330)
       0        0        0     -702     -268     -702     -268      372      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.8     93.9     94.7     95.6     95.5      4.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       14       17       15                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,088
COMMITMENTS
  13,454      310      186   20,189   33,910   33,829   34,406    1,259      682

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      3,894)
      62      310      186    3,770    3,522    4,018    4,018     -124     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3      0.9      0.5     57.5     96.6     96.4     98.1      3.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        1        1       14       22       22       24                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      509,024
COMMITMENTS
  64,088    3,270    4,079  424,950  492,664  493,117  500,013   15,907    9,011

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        944)
     694     -138       58    1,072    1,007    1,824      927     -880       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      0.6      0.8     83.5     96.8     96.9     98.2      3.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7        4        5       48       46       59       51                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      155,305
COMMITMENTS
   4,141    5,434    1,144  144,494  142,255  149,779  148,833    5,526    6,472

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,951)
  -1,624    1,299     -321    2,427      638      482    1,616    1,469      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.5      0.7     93.0     91.6     96.4     95.8      3.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        3       25       23       29       27                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,312
COMMITMENTS
       0      229      112   70,955   66,056   71,067   66,397    3,245    7,915

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        707)
  -1,126     -217     -755    1,042      924     -839      -48    1,546      755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.2     95.5     88.9     95.6     89.3      4.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       15       17       16                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,289
COMMITMENTS
  12,495    2,252        0  108,635  116,716  121,130  118,968    3,159    5,321

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     18,084)
  12,495      496        0    4,692   17,976   17,187   18,472      897     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      1.8      0.0     87.4     93.9     97.5     95.7      2.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        3        0       19       24       25       27                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      134,893
COMMITMENTS
  38,851    5,270      403   94,283  127,422  133,537  133,095    1,356    1,798

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     19,685)
  12,619      527      403    6,417   18,650   19,439   19,580      246      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8      3.9      0.3     69.9     94.5     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11        7        3       28       34       40       43                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      121,805
COMMITMENTS
       0      248        0  121,402  119,232  121,402  119,480      403    2,325

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      4,772)
       0   -1,240        0    5,157    6,105    5,157    4,865     -385      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     99.7     97.9     99.7     98.1      0.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       18       24       18       25                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       27,826
COMMITMENTS
   1,178       62      155   25,389   26,586   26,722   26,803    1,104    1,023

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      4,836)
     403      -62       62    4,185    4,278    4,650    4,278      186      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.2      0.6     91.2     95.5     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       13       13       15       14                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      287,212
COMMITMENTS
   2,623      650      977  280,654  276,156  284,254  277,783    2,958    9,429

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,953)
     369      371      -30    4,282    1,597    4,621    1,938   -2,668       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.2      0.3     97.7     96.2     99.0     96.7      1.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        1       35       35       38       37                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       13,820
COMMITMENTS
       0      558        0   12,288   12,583   12,288   13,141    1,532      679

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.0     88.9     91.0     88.9     95.1     11.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0        9       13        9       14                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,186
COMMITMENTS
       0    1,420      953   75,650   81,336   76,603   83,709   11,583    4,477

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      3,423)
       0      169     -456    3,637    4,098    3,181    3,811      242     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      1.1     85.8     92.2     86.9     94.9     13.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       14       16       15       18                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      127,457
COMMITMENTS
     920    1,023      860  123,463  120,074  125,243  121,957    2,214    5,500

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      3,495)
      84    1,023        0    3,983    2,357    4,067    3,380     -572      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.8      0.7     96.9     94.2     98.3     95.7      1.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       23       24       24       28                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,451
COMMITMENTS
     791    3,902       93   35,982   36,706   36,866   40,701    5,585    1,750

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,641)
     124        0       93    1,486    1,548    1,703    1,641      -62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      9.2      0.2     84.8     86.5     86.8     95.9     13.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       15       13       18       15                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,204
COMMITMENTS
   9,084      975      675  110,279  119,091  120,038  120,741    8,166    7,463

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     -1,353)
       0       62      -62   -1,198   -1,353   -1,260   -1,353      -93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.8      0.5     86.0     92.9     93.6     94.2      6.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       22       18       24       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,471
COMMITMENTS
       0        0        0  106,784  110,799  106,784  110,799    7,687    3,672

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      2,473)
       0        0        0    3,451    2,552    3,451    2,552     -978      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.3     96.8     93.3     96.8      6.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       16       18       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,988
COMMITMENTS
     143        0      248   68,566   68,039   68,957   68,287       31      701

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.4     99.4     98.6    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       13       13       14                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      161,685
COMMITMENTS
   4,028      273      956  151,296  155,869  156,280  157,098    5,405    4,587

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,374)
    -174     -276      358    2,353    1,354    2,537    1,436   -1,163      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.2      0.6     93.6     96.4     96.7     97.2      3.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       23       17       27       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,181
COMMITMENTS
     198    1,207    8,940  174,243  173,315  183,381  183,462    5,800    5,719

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      3,129)
      74     -736      466    3,188    3,884    3,728    3,614     -599     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.6      4.7     92.1     91.6     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        4       31       28       35       32                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       10,913
COMMITMENTS
   1,240      248        0    8,340   10,014    9,580   10,262    1,333      651

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      2.3      0.0     76.4     91.8     87.8     94.0     12.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       10       11       12       12                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       12,333
COMMITMENTS
     651      217        0   10,978   11,434   11,629   11,651      704      682

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      1.8      0.0     89.0     92.7     94.3     94.5      5.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12       11       14       12                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,209
COMMITMENTS
       0        0        0   27,875   28,093   27,875   28,093    1,334    1,116

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,271)
       0        0        0    1,550    1,116    1,550    1,116     -279      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.4     96.2     95.4     96.2      4.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15        9       15        9                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      196,015
COMMITMENTS
   4,056    1,723    1,100  182,752  188,370  187,908  191,193    8,107    4,822

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      4,584)
    -295      521      363    4,420    3,902    4,488    4,786       96     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.9      0.6     93.2     96.1     95.9     97.5      4.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        2        1       34       34       36       36                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      108,783
COMMITMENTS
     596        0        0  104,161  100,869  104,757  100,869    4,026    7,914

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        452)
       0     -109     -713      359       65     -354     -757      806    1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     95.8     92.7     96.3     92.7      3.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       23       22       23                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      110,226
COMMITMENTS
       0        0        0  105,647  107,062  105,647  107,062    4,579    3,164

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        782)
       0        0        0      484      782      484      782      298        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.8     97.1     95.8     97.1      4.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       22       20       22       20                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       67,846
COMMITMENTS
     586        0        0   60,839   64,539   61,425   64,539    6,421    3,307

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        503)
      62        0        0      385      326      447      326       56      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.0     89.7     95.1     90.5     95.1      9.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       13       16       13                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       30,244
COMMITMENTS
     248        0        0   29,531   29,500   29,779   29,500      465      744

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      2,673)
      31        0        0    2,580    2,983    2,611    2,983       62     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     97.6     97.5     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       10       17       11       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      165,462
COMMITMENTS
   2,150        0        0  152,852  161,677  155,002  161,677   10,460    3,785

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
  -1,183        0     -227        0      -93   -1,410     -320    1,410      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     92.4     97.7     93.7     97.7      6.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       24       18       25       18                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,123
COMMITMENTS
   1,823        0        0   60,696   72,011   62,519   72,011   12,604    3,112

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      6,192)
       0        0        0    5,218    6,223    5,218    6,223      974      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.0     80.8     95.9     83.2     95.9     16.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       19       18       20       18                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       95,019
COMMITMENTS
  13,939    4,559    8,073   72,070   81,864   94,082   94,496      937      523

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     -3,244)
    -597        6   -1,348   -1,291   -1,898   -3,236   -3,241       -8       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      4.8      8.5     75.8     86.2     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12        8       17       35       35       55       52                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       36,636
COMMITMENTS
   2,675      850      750   33,211   35,036   36,636   36,636        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        581)
     100      275       50      431      256      581      581        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      2.3      2.0     90.7     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        4        4       23       21       30       28                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       24,327
COMMITMENTS
     350    1,535      425   23,552   22,367   24,327   24,327        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        144)
       0        0        0      144      144      144      144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      6.3      1.7     96.8     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       16       21       19                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      174,515
COMMITMENTS
  10,113   26,453    3,743  160,556  144,129  174,412  174,325      103      190

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     -1,193)
    -665     -115      745   -1,276   -1,933   -1,196   -1,303        3      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8     15.2      2.1     92.0     82.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8        6        3       41       35       50       43                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       56,726
COMMITMENTS
   2,831   10,750      850   53,040   45,126   56,721   56,726        5        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         98)
    -165        0      200       63     -102       98       98        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0     19.0      1.5     93.5     79.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        6        4       19       24       30       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       31,356
COMMITMENTS
       0      600      150   31,206   30,606   31,356   31,356        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,370)
       0        0        0    1,370    1,370    1,370    1,370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.5     99.5     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       11       14       12       16                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       60,788
COMMITMENTS
   1,570    5,200      515   58,316   54,883   60,401   60,598      387      190

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        423)
      25     -400      -10      228      833      243      423      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      8.6      0.8     95.9     90.3     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        3       30       27       34       34                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       68,725
COMMITMENTS
     670    2,910      755   66,958   65,050   68,383   68,715      342       10

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -838)
      50     -400        0     -888     -438     -838     -838        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      4.2      1.1     97.4     94.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        7        3       33       29       38       37                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,031
COMMITMENTS
   1,346   21,450      875   71,759   51,606   73,980   73,931       51      100

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,300)
    -425        0        0    1,725    1,300    1,300    1,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     29.0      1.2     96.9     69.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        1       26       28       30       31                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       97,307
COMMITMENTS
   2,191   22,050      280   94,836   74,827   97,307   97,157        0      150

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,305)
    -400        0        0    1,705    1,305    1,305    1,305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     22.7      0.3     97.5     76.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        1       29       27       34       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,837
COMMITMENTS
     400        0        0   31,432   31,747   31,832   31,747        5       90

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         16)
       0        0        0       16       16       16       16        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     98.7     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       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 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       34,300
COMMITMENTS
     900      405       75   33,265   33,820   34,240   34,300       60        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -180)
      25     -110      -10     -195      -60     -180     -180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.2      0.2     97.0     98.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        1       23       20       29       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,435
COMMITMENTS
   1,250      100        0    9,185   10,335   10,435   10,435        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      1.0      0.0     88.0     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       15       11       18       12                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       24,426
COMMITMENTS
   8,258      160    2,000   13,919   21,981   24,177   24,141      249      285

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        574)
     664     -150      150     -240      574      574      574        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8      0.7      8.2     57.0     90.0     99.0     98.8      1.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        4       21       19       28       24                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,249
COMMITMENTS
     500       99      800    4,754    5,035    6,054    5,934      195      315

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      1.6     12.8     76.1     80.6     96.9     95.0      3.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       13       12       18       14                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,978
COMMITMENTS
       0      350        0   39,978   39,508   39,978   39,858        0      120

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0     -100     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0    100.0     98.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       27       24       27       26                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       44,900
COMMITMENTS
   1,340      465       65   42,505   44,140   43,910   44,670      990      230

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -250)
     -50        0        0     -260     -250     -310     -250       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.0      0.1     94.7     98.3     97.8     99.5      2.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       27       20       31       22                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,573
COMMITMENTS
   1,275        0       80   45,038   46,003   46,393   46,083      180      490

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        353)
     135        0      -25      243      148      353      123        0      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.2     96.7     98.8     99.6     98.9      0.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       21       16       23       17                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,410
COMMITMENTS
   1,895    1,900        0   51,515   51,510   53,410   53,410        0        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        514)
     110        0        0      404      514      514      514        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      3.6      0.0     96.5     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        0       23       17       25       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       83,656
COMMITMENTS
      52      567      919   82,504   81,912   83,475   83,398      181      258

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,185)
       0     -421      200      985    1,406    1,185    1,185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.7      1.1     98.6     97.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       26       26       29       28                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      109,095
COMMITMENTS
   1,959    3,866    1,331  105,425  103,591  108,715  108,788      380      307

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        947)
    -497      862      -43    1,487      111      947      930        0       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      3.5      1.2     96.6     95.0     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        6        4       28       27       34       35                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       34,224
COMMITMENTS
     200      475        0   33,988   33,749   34,188   34,224       36        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        900)
       0        0        0      900      900      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.4      0.0     99.3     98.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       14       14       15       16                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,956
COMMITMENTS
   1,987    2,100      403   33,290   33,273   35,680   35,776      276      180

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        130)
     -15        0        0      155      130      140      130      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      5.8      1.1     92.6     92.5     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        4       23       19       28       23                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       41,355
COMMITMENTS
   7,810    1,200      600   32,500   39,550   40,910   41,350      445        5

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -302)
       0        0        0     -352     -302     -352     -302       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      2.9      1.5     78.6     95.6     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        2       23       22       27       25                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       44,674
COMMITMENTS
      42    2,740      168   44,404   41,766   44,614   44,674       60        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      6.1      0.4     99.4     93.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       22       17       24       20                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,931
COMMITMENTS
       0    2,285        0   38,884   36,521   38,884   38,806       47      125

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        315)
       0        0        0      315      315      315      315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.9      0.0     99.9     93.8     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       18       16       18       17                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,493
COMMITMENTS
   2,040    1,690       41   25,865   26,632   27,946   28,363      547      130

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         50)
    -152        0        0      202       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      5.9      0.1     90.8     93.5     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        1       21       20       26       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,610
COMMITMENTS
   1,259      595      320   20,751   21,575   22,330   22,490      280      120

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        -92)
    -120        0        0       28      -92      -92      -92        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      2.6      1.4     91.8     95.4     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       17       21       20       22                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,263
COMMITMENTS
     190    7,116      940   50,960   44,171   52,090   52,228      173       35

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:       -556)
     -45       34     -112     -399     -488     -556     -566        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     13.6      1.8     97.5     84.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        3       28       26       31       31                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       39,123
COMMITMENTS
      50    3,051      395   38,493   35,631   38,938   39,077      185       46

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        132)
     -60     -200      100      267      232      307      132     -175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.8      1.0     98.4     91.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       27       22       30       25                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,738
COMMITMENTS
      50    2,800      225   23,343   20,713   23,618   23,738      120        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     11.8      0.9     98.3     87.3     99.5    100.0      0.5      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 12/26/17          |
--------------------------------------------------------------| 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   13,185   14,890   14,725   14,890      185       20

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      0.0      0.0     88.4     99.9     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        0       18       12       22       12                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| 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   13,580   15,000   14,890   15,000      130       20

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      0.0      0.0     90.4     99.9     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        0       20       12       23       12                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      269,871
COMMITMENTS
       0   19,521   34,923  232,467  213,491  267,390  267,935    2,481    1,936

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:   -540,880)
  -1,917  -86,333  -57,005 -482,712 -399,475 -541,634 -542,813      754    1,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.2     12.9     86.1     79.1     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        3       18       17       21       21                  
 
 
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,180
COMMITMENTS
     720        0        0   15,400   15,700   16,120   15,700       60      480

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      0.0     95.2     97.0     99.6     97.0      0.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       14       14       14                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,290
COMMITMENTS
     720        0        0   17,510   17,810   18,230   17,810       60      480

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      0.0     95.7     97.4     99.7     97.4      0.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       13       13       13                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,590
COMMITMENTS
       0        0        0   11,325   11,580   11,325   11,580      265       10

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.7     99.9     97.7     99.9      2.3      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 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,345
COMMITMENTS
      25      750      200   21,779   21,395   22,004   22,345      341        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      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 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,412
COMMITMENTS
      25      550      200   18,345   18,660   18,570   19,410      842        2

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.8      1.0     94.5     96.1     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        1       15       13       17       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,270
COMMITMENTS
     660       25        0    7,575    8,125    8,235    8,150       35      120

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      0.3      0.0     91.6     98.2     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       14       15       15                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,870
COMMITMENTS
       0        0        0    6,835    6,750    6,835    6,750       35      120

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.5     98.3     99.5     98.3      0.5      1.7

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 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,628
COMMITMENTS
     557    2,965        0   24,922   22,603   25,479   25,568      149       60

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       20       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     11.6      0.0     97.2     88.2     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        0       17       17       20       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,278
COMMITMENTS
     557    2,915       45   25,532   23,245   26,134   26,205      144       73

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         -5)
       0      -50       45      -50       21       -5       16        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     11.1      0.2     97.2     88.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       18       19       22       21                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,769
COMMITMENTS
   3,540    4,566    1,135  111,804  111,008  116,479  116,709      290       60

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        769)
       0     -400      -30      799    1,199      769      769        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      3.9      1.0     95.7     95.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        8        4       33       32       39       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      131,837
COMMITMENTS
   3,720    9,814    1,015  126,421  120,698  131,156  131,527      681      310

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        598)
     -80      878      -29      701     -247      592      602        6       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      7.4      0.8     95.9     91.6     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        5        4       36       32       41       41                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      257,699
COMMITMENTS
  24,449   17,527   20,292  209,059  219,506  253,800  257,325    3,899      374

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        371)
     184   -3,317    1,367   -1,487    2,304       65      353      307       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      6.8      7.9     81.1     85.2     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      15       16       18       44       44       68       69                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,139
COMMITMENTS
   1,995      250      300   36,571   38,564   38,866   39,114      273       25

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        -30)
       0        0      -30        0        0      -30      -30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.6      0.8     93.4     98.5     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        3       22       16       28       20                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,439
COMMITMENTS
   2,335      300       70   34,766   37,044   37,171   37,414      268       25

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:         20)
       0        0      -30       50       50       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      0.8      0.2     92.9     98.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       20       16       25       20                  
 
 
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,665
COMMITMENTS
     300        0        0   12,330   12,665   12,630   12,665       35        0

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.0     97.4    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       10       17       10                  
 
 
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV                   Code-0643F3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,505
COMMITMENTS
     300        0        0   12,170   12,500   12,470   12,500       35        5

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.0     97.3    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       10       17       10                  



Updated December 29, 2017