NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,934
COMMITMENTS
  13,615   22,553       20   34,299   25,361   47,934   47,934        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:         50)
      50     -100        0        0      150       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     47.1      0.0     71.6     52.9    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 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       41,451
COMMITMENTS
     560    8,600      300   40,573   32,551   41,433   41,451       18        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:        482)
       0      310      200      280      -28      480      482        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     20.7      0.7     97.9     78.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        2       10       11       14       18                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       30,437
COMMITMENTS
   4,183    3,130      453   25,799   26,854   30,435   30,437        2        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:      2,178)
   1,663      -34      138      375    2,074    2,176    2,178        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     10.3      1.5     84.8     88.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        4        4        9        9       18       16                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       38,542
COMMITMENTS
   5,913   21,533      387   32,242   16,622   38,542   38,542        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:          0)
       0       50        0        0      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     55.9      1.0     83.7     43.1    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 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       27,252
COMMITMENTS
   4,792   14,170        0   22,460   13,082   27,252   27,252        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:       -150)
    -650      950        0      500   -1,100     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     52.0      0.0     82.4     48.0    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 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       28,337
COMMITMENTS
  13,000   11,000      200   15,137   17,137   28,337   28,337        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:        825)
     700     -100        0      125      925      825      825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9     38.8      0.7     53.4     60.5    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 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       22,038
COMMITMENTS
  10,345    5,600      100   11,593   16,338   22,038   22,038        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:        300)
     100        0        0      200      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.9     25.4      0.5     52.6     74.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        1        7        6       14        9                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       28,279
COMMITMENTS
   5,597    5,225        0   22,682   23,054   28,279   28,279        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     18.5      0.0     80.2     81.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        0       10        6       15        7                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,088,889
COMMITMENTS
 573,443  106,661  868,448  3606853  4104220  5048744  5079329   40,145    9,560

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -5,781)
  17,397  -29,167  -37,968   17,814   65,540   -2,757   -1,595   -3,024   -4,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      2.1     17.1     70.9     80.7     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      48       25       51      130      110      198      166                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,296,392
COMMITMENTS
  18,086   36,361  727,440  546,346  531,554  1291871  1295355    4,521    1,037

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -68,986)
  -2,847      983  -47,975  -18,178  -22,054  -69,000  -69,046       14       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.8     56.1     42.1     41.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       14       27       46       46       75       75                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,467
COMMITMENTS
  10,160    7,145    2,792  216,291  225,426  229,243  235,363   11,224    5,104

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -9,663)
    -521   -1,911     -419   -7,641   -7,962   -8,581  -10,292   -1,082      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      3.0      1.2     89.9     93.7     95.3     97.9      4.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        5       27       25       33       31                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      104,910
COMMITMENTS
       0      940    4,634   97,035   96,536  101,669  102,110    3,241    2,800

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -12,538)
  -1,374   -1,446      881  -12,504  -11,663  -12,997  -12,228      459     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      4.4     92.5     92.0     96.9     97.3      3.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       29       27       30       28                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      269,952
COMMITMENTS
     644        0    2,309  254,948  257,713  257,901  260,022   12,051    9,930

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,732)
    -628        0      372   -3,454   -2,864   -3,710   -2,492      978     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.9     94.4     95.5     95.5     96.3      4.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        2       28       26       30       28                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      798,229
COMMITMENTS
       0   14,478    7,287  778,759  772,132  786,046  793,897   12,183    4,332

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -40,002)
       0   -4,801   -1,012  -40,031  -22,282  -41,043  -28,095    1,041  -11,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.9     97.6     96.7     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        3        3       46       28       49       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      430,938
COMMITMENTS
   4,213        0      240  410,061  423,750  414,514  423,990   16,424    6,948

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -7,438)
  -2,883     -248   -1,202   -4,482   -5,742   -8,567   -7,192    1,129     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.1     95.2     98.3     96.2     98.4      3.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        0        1       37       47       39       48                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      358,807
COMMITMENTS
   2,065    2,681      646  344,627  349,912  347,338  353,239   11,469    5,568

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -21,595)
     596     -527     -284  -20,702  -21,395  -20,390  -22,206   -1,205      611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.7      0.2     96.0     97.5     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        1        1       38       38       40       40                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      264,460
COMMITMENTS
   5,763    5,245    1,243  242,909  249,429  249,915  255,917   14,545    8,543

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -7,499)
  -2,874    3,887      109   -4,155  -11,616   -6,920   -7,620     -579      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      2.0      0.5     91.9     94.3     94.5     96.8      5.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        2       31       31       34       35                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,870
COMMITMENTS
       0    2,523        0   74,003   71,144   74,003   73,667    3,867    4,203

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -3,499)
       0       -4        0   -3,226   -2,958   -3,226   -2,962     -273     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      0.0     95.0     91.4     95.0     94.6      5.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       20       18       20       20                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,537
COMMITMENTS
     279      465        0   20,956   23,340   21,235   23,805    3,302      732

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -11,866)
      31   -1,178      -31  -11,339  -10,223  -11,339  -11,432     -527     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.9      0.0     85.4     95.1     86.5     97.0     13.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       13       16       14       18                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      133,294
COMMITMENTS
       0      826      569  127,828  129,999  128,397  131,394    4,897    1,900

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -11,056)
    -253     -552     -401  -10,444   -9,826  -11,098  -10,779       42     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.4     95.9     97.5     96.3     98.6      3.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       18       18       20       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      162,645
COMMITMENTS
       0    5,262        0  148,149  154,570  148,149  159,832   14,496    2,813

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -5,003)
  -1,378      330        0   -5,614   -3,190   -6,992   -2,860    1,989   -2,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      0.0     91.1     95.0     91.1     98.3      8.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       18       22       18       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,029
COMMITMENTS
     328        0      793   87,663   87,315   88,784   88,108    4,245    4,921

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -5,472)
    -589        0        0   -4,805   -5,732   -5,394   -5,732      -78      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.9     94.2     93.9     95.4     94.7      4.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       15       14       16       15                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,641
COMMITMENTS
     527      310        0   17,876   18,376   18,403   18,686    1,238      955

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -15,478)
 -11,904        0     -186   -3,367  -15,379  -15,457  -15,565      -21       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.6      0.0     91.0     93.6     93.7     95.1      6.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       12       10       14       11                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      512,904
COMMITMENTS
  17,321    4,455    4,472  483,523  494,523  505,316  503,450    7,588    9,454

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -3,096)
  -4,338     -640      808    1,317   -2,362   -2,213   -2,194     -883     -902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.9      0.9     94.3     96.4     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       3        5        4       49       45       56       50                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      158,571
COMMITMENTS
   4,141    5,021      505  151,391  146,548  156,037  152,074    2,534    6,497

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:      1,399)
       0   -2,419     -543    4,765    4,191    4,222    1,229   -2,823      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      3.2      0.3     95.5     92.4     98.4     95.9      1.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        3       26       25       30       28                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,898
COMMITMENTS
       0      310        0   67,551   63,047   67,551   63,357    3,347    7,541

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -6,051)
       0      261     -292   -5,827   -5,646   -6,119   -5,677       68     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     95.3     88.9     95.3     89.4      4.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       13       14       14                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,996
COMMITMENTS
   1,680    1,446        0   96,594   97,749   98,274   99,195    2,722    1,801

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -34,123)
 -15,525   -2,697        0  -19,114  -28,247  -34,639  -30,944      516   -3,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.4      0.0     95.6     96.8     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       11       20       13       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,206
COMMITMENTS
  18,575    2,232        0   80,131   97,579   98,706   99,811    2,500    1,395

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -44,801)
 -23,748   -3,813   -1,300  -21,360  -39,438  -46,408  -44,551    1,607     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      2.2      0.0     79.2     96.4     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      10        5        0       26       33       36       38                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,131
COMMITMENTS
       0      808        0  104,253  102,463  104,253  103,271      878    1,860

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -16,488)
       0      560        0  -16,932  -16,645  -16,932  -16,085      444     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     99.2     97.5     99.2     98.2      0.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       15       19       15       21                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       23,489
COMMITMENTS
     806        0        0   21,498   22,807   22,304   22,807    1,185      682

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -4,430)
    -372        0     -217   -3,798   -3,934   -4,387   -4,151      -43     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.0     91.5     97.1     95.0     97.1      5.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       10       12       12       12                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      269,040
COMMITMENTS
   1,665    2,042      894  260,678  256,229  263,237  259,165    5,803    9,875

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -20,164)
  -1,417     -168      -83  -21,635  -20,735  -23,135  -20,986    2,971      822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.8      0.3     96.9     95.2     97.8     96.3      2.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        1       31       33       33       35                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,938
COMMITMENTS
       0    3,507      407   68,280   71,475   68,687   75,389   11,251    4,549

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -10,507)
       0    2,056     -546   -9,452  -12,089   -9,998  -10,579     -509       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.4      0.5     85.4     89.4     85.9     94.3     14.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       14       15       15       17                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,911
COMMITMENTS
       0      352    1,315  112,212  108,852  113,527  110,519    3,384    6,392

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -13,645)
    -808     -733      455  -14,291  -14,259  -14,644  -14,537      999      892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      1.1     96.0     93.1     97.1     94.5      2.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       21       20       22       21                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,670
COMMITMENTS
   9,464      152    1,524  108,781  116,924  119,769  118,600    4,901    6,070

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -4,742)
    -262     -395      849   -3,467   -3,859   -2,880   -3,405   -1,862   -1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      0.1      1.2     87.3     93.8     96.1     95.1      3.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       25       19       28       20                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      157,097
COMMITMENTS
   1,017        0      214  143,625  150,849  144,856  151,063   12,241    6,034

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -6,327)
  -3,235     -273     -742   -9,248   -6,613  -13,225   -7,628    6,898    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.1     91.4     96.0     92.2     96.2      7.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       19       16       21       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      184,606
COMMITMENTS
   2,655        0    7,803  168,135  171,411  178,593  179,214    6,013    5,392

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -8,508)
   1,651   -1,067   -1,165   -9,340   -6,036   -8,854   -8,268      346     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      4.2     91.1     92.9     96.7     97.1      3.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        4       31       27       35       31                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      204,519
COMMITMENTS
   3,932      864    1,322  191,364  197,096  196,618  199,282    7,901    5,237

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,867)
    -511       51     -238   -1,375   -2,696   -2,124   -2,883      257    1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.4      0.6     93.6     96.4     96.1     97.4      3.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        1       32       32       34       34                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      105,275
COMMITMENTS
     348        0        0   99,423   98,523   99,771   98,523    5,504    6,752

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -6,791)
    -335        0        0   -8,114   -6,132   -8,449   -6,132    1,658     -659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     94.4     93.6     94.8     93.6      5.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       24       21       24                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       99,764
COMMITMENTS
     224        0        0   95,782   97,034   96,006   97,034    3,758    2,730

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -10,276)
     224        0        0   -9,679   -9,842   -9,455   -9,842     -821     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     96.0     97.3     96.2     97.3      3.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       23       19       24       19                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       64,942
COMMITMENTS
      33        0      193   58,443   61,596   58,669   61,789    6,273    3,153

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -3,460)
    -677        0      193   -3,039   -3,670   -3,523   -3,477       63       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.3     90.0     94.8     90.3     95.1      9.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       12       15       13                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      155,831
COMMITMENTS
   1,668        0        0  142,283  151,077  143,951  151,077   11,880    4,754

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -12,579)
    -482        0        0  -13,517  -13,548  -13,999  -13,548    1,420      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     91.3     96.9     92.4     96.9      7.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       23       17       24       17                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       68,360
COMMITMENTS
     707        0        0   55,746   67,140   56,453   67,140   11,907    1,220

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -7,574)
  -1,116        0        0   -5,671   -5,592   -6,787   -5,592     -787   -1,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     81.5     98.2     82.6     98.2     17.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       19       19       19                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       84,614
COMMITMENTS
  10,757    4,718    5,370   67,543   74,116   83,671   84,204      943      410

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -5,177)
  -1,846      -11     -289   -3,093   -4,808   -5,228   -5,108       50      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      5.6      6.3     79.8     87.6     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8        9       15       34       34       51       49                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       34,912
COMMITMENTS
   2,675      300      900   31,337   33,712   34,912   34,912        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:        853)
    -125        0      175      803      678      853      853        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      0.9      2.6     89.8     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        2        4       21       20       29       26                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       23,775
COMMITMENTS
     350    2,110      300   23,125   21,365   23,775   23,775        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:        953)
     100      450        0      853      503      953      953        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      8.9      1.3     97.3     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       19       18       21       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      164,292
COMMITMENTS
   8,791   24,928    3,906  151,330  135,317  164,027  164,151      265      141

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -8,515)
  -1,112   -1,635      183   -7,728   -7,134   -8,657   -8,586      142       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4     15.2      2.4     92.1     82.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        6        4       38       34       45       42                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       54,709
COMMITMENTS
   2,091   11,350      584   52,034   42,775   54,709   54,709        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,188)
    -490      600     -291     -402   -1,497   -1,183   -1,188       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     20.7      1.1     95.1     78.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        6        5       18       21       27       29                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       33,790
COMMITMENTS
       0      750        0   33,790   33,040   33,790   33,790        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:      2,484)
       0      150     -150    2,634    2,484    2,484    2,484        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.0    100.0     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10       12       10       14                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       55,278
COMMITMENTS
   2,065    4,500      600   52,473   49,988   55,138   55,088      140      190

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -3,570)
   1,005     -200     -190   -4,138   -3,180   -3,323   -3,570     -247        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      8.1      1.1     94.9     90.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       29       26       32       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       61,304
COMMITMENTS
     790    2,415      755   59,423   58,131   60,968   61,301      336        3

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -4,452)
     620     -495      -50   -5,016   -3,908   -4,446   -4,453       -6        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      3.9      1.2     96.9     94.8     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        8        3       32       30       36       39                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,557
COMMITMENTS
   1,235       60      915   73,377   74,372   75,527   75,347       30      210

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:        -23)
    -161     -390      540     -381     -283       -2     -133      -21      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.1      1.2     97.1     98.4    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        1       23       24       28       25                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       98,396
COMMITMENTS
   2,190        0      530   95,676   97,736   98,396   98,266        0      130

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:         89)
    -401   -1,050      490        0      669       89      109        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.5     97.2     99.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        1       25       24       30       25                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,435
COMMITMENTS
     300        0        0   30,130   29,950   30,430   29,950        5      485

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,802)
    -100        0        0   -1,702   -2,197   -1,802   -2,197        0      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     99.0     98.4    100.0     98.4      0.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       20       15       21       15                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       34,000
COMMITMENTS
     450      405       75   33,130   33,430   33,655   33,910      345       90

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:        165)
    -450        0        0      330       75     -120       75      285       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.2      0.2     97.4     98.3     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       20       15       22       16                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,133
COMMITMENTS
   8,306      508    2,252   12,318   20,088   22,876   22,848      257      285

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,853)
    -462      248      302   -1,701   -2,403   -1,861   -1,853        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9      2.2      9.7     53.2     86.8     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        4       19       19       25       24                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,866
COMMITMENTS
      25      460        0   37,841   37,306   37,866   37,766        0      100

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,284)
      25      -25        0   -2,309   -2,249   -2,284   -2,274        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.2      0.0     99.9     98.5    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        0       23       22       24       25                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       43,595
COMMITMENTS
     865      565       65   41,675   42,775   42,605   43,405      990      190

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:       -460)
    -575       50        0      115     -470     -460     -420        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.3      0.1     95.6     98.1     97.7     99.6      2.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       25       20       28       22                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,182
COMMITMENTS
   1,275        0       45   40,632   41,677   41,952   41,722      230      460

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -4,411)
       0        0      -35   -4,426   -4,346   -4,461   -4,381       50      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.0      0.1     96.3     98.8     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       21       15       23       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,936
COMMITMENTS
   1,650    1,700        0   47,286   47,066   48,936   48,766        0      170

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -4,609)
    -245     -200        0   -4,364   -4,579   -4,609   -4,779        0      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      3.5      0.0     96.6     96.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       23       16       25       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       81,916
COMMITMENTS
      15      514    1,065   80,635   80,109   81,715   81,688      201      228

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -3,563)
     -47      255       38   -3,574   -3,826   -3,583   -3,533       20      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      1.3     98.4     97.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       25       24       27       26                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      106,437
COMMITMENTS
   2,085    3,316    1,083  102,946  101,763  106,114  106,162      323      275

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -3,612)
     146     -519     -195   -3,476   -2,860   -3,525   -3,574      -87      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.1      1.0     96.7     95.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        6        5       28       24       34       34                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       31,836
COMMITMENTS
      50      250        0   31,762   31,586   31,812   31,836       24        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,688)
    -150     -225        0   -2,526   -2,463   -2,676   -2,688      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.8      0.0     99.8     99.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       11       13       12       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       33,710
COMMITMENTS
   2,085    2,100      350   31,010   31,070   33,445   33,520      265      190

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,371)
      28        0      -53   -2,335   -2,328   -2,360   -2,381      -11       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      6.2      1.0     92.0     92.2     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        2       20       18       25       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       39,203
COMMITMENTS
   7,510    1,200      600   30,608   37,398   38,718   39,198      485        5

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,722)
    -300        0        0   -1,412   -1,722   -1,712   -1,722      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      3.1      1.5     78.1     95.4     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        2       22       22       26       25                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,348
COMMITMENTS
      42    2,900        8   42,138   39,366   42,188   42,274      160       74

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,971)
       0      160     -160   -2,906   -3,045   -3,066   -3,045       95       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      6.8      0.0     99.5     93.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       14       19       17                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       37,239
COMMITMENTS
       0    2,260        0   37,239   34,859   37,239   37,119        0      120

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,747)
       0      -25        0   -1,700   -1,717   -1,700   -1,742      -47       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.1      0.0    100.0     93.6    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       16       17       17                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,245
COMMITMENTS
   1,786    1,600        0   24,922   25,525   26,708   27,125      537      120

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:       -973)
    -279      -90      -41     -643     -832     -963     -963      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      5.9      0.0     91.5     93.7     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       19       18       22       19                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       21,712
COMMITMENTS
   1,180      395      320   19,623   20,847   21,123   21,562      589      150

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:       -998)
     -79     -200        0   -1,228     -828   -1,307   -1,028      309       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      1.8      1.5     90.4     96.0     97.3     99.3      2.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       16       18       20       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       49,128
COMMITMENTS
     266    5,951      615   47,923   42,508   48,804   49,073      324       55

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -3,295)
      81   -1,446      -91   -3,398   -1,784   -3,407   -3,320      112       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     12.1      1.3     97.5     86.5     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        3       25       24       28       29                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       37,631
COMMITMENTS
      75    2,455      555   36,587   34,581   37,217   37,591      414       40

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,450)
      25     -596      160   -1,840   -1,008   -1,655   -1,444      205       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      6.5      1.5     97.2     91.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       23       19       26       21                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,989
COMMITMENTS
      50    3,000        0   22,819   19,989   22,869   22,989      120        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     13.0      0.0     99.3     87.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       14       14       15                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,880
COMMITMENTS
   1,460        0        0   12,215   13,860   13,675   13,860      205       20

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,060)
     -80        0        0   -1,000   -1,060   -1,080   -1,060       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      0.0      0.0     88.0     99.9     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        0       17       11       21       11                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,980
COMMITMENTS
   1,100        0        0   12,735   13,960   13,835   13,960      145       20

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,070)
    -210        0        0     -875   -1,070   -1,085   -1,070       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      0.0      0.0     91.1     99.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0       19       11       22       11                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      268,868
COMMITMENTS
       0   17,963   33,352  235,007  217,299  268,358  268,613      510      255

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:      2,074)
    -160    1,463    1,559      695     -928    2,094    2,094      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.7     12.4     87.4     80.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       15       14       17       16                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,880
COMMITMENTS
     425        0        0   16,225   16,410   16,650   16,410      230      470

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,435)
    -295        0        0   -1,310   -1,425   -1,605   -1,425      170      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.0     96.1     97.2     98.6     97.2      1.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       12       12       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,435
COMMITMENTS
       0      875       75   20,884   20,485   20,959   21,435      476        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,315)
     -25       25     -125   -1,300   -1,215   -1,450   -1,315      135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.1      0.3     97.4     95.6     97.8    100.0      2.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        1       16       13       17       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,411
COMMITMENTS
       0      675       75   17,375   17,640   17,450   18,390      961       21

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:       -996)
     -25       25     -125     -965     -915   -1,115   -1,015      119       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.7      0.4     94.4     95.8     94.8     99.9      5.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       12       11       13       14                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,240
COMMITMENTS
     660        0        0    6,560    7,130    7,220    7,130       20      110

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,080)
       0      -25        0   -1,065   -1,045   -1,065   -1,070      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      0.0      0.0     90.6     98.5     99.7     98.5      0.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       13       15       13                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,340
COMMITMENTS
       0        0        0    6,320    6,230    6,320    6,230       20      110

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:       -680)
       0        0        0     -665     -670     -665     -670      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.7     98.3     99.7     98.3      0.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       13       13       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,923
COMMITMENTS
     394    2,940        0   23,155   20,897   23,549   23,837      374       86

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,955)
    -163      -25        0   -2,017   -1,956   -2,180   -1,981      225       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     12.3      0.0     96.8     87.4     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       14       16       15                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,393
COMMITMENTS
     394    2,890       45   23,520   21,413   23,959   24,348      434       45

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,185)
    -163      -25        0   -2,312   -2,132   -2,475   -2,157      290      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     11.8      0.2     96.4     87.8     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       16       15       18       16                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,543
COMMITMENTS
   3,450    3,076    1,485  107,323  107,614  112,258  112,175      285      368

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -4,666)
     -90   -1,015      375   -4,946   -4,334   -4,661   -4,974       -5      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.7      1.3     95.4     95.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        6        3       33       28       39       35                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      127,327
COMMITMENTS
   3,800    7,951      965  121,859  117,809  126,624  126,725      703      602

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -6,262)
     105   -2,560      -50   -6,339   -3,944   -6,284   -6,554       22      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      6.2      0.8     95.7     92.5     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        3       33       30       38       38                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      247,434
COMMITMENTS
  27,995   11,516   14,570  204,426  221,224  246,991  247,310      443      124

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:    -13,850)
   3,486   -1,555   -5,848  -11,346   -6,463  -13,708  -13,865     -141       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      4.7      5.9     82.6     89.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20       12       18       43       43       70       67                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,040
COMMITMENTS
   1,535      350      535   34,667   36,130   36,737   37,015      303       25

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,275)
    -585      100      305   -2,025   -2,680   -2,305   -2,275       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.9      1.4     93.6     97.5     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        1       19       15       22       19                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,560
COMMITMENTS
   1,775      350      395   33,087   34,790   35,257   35,535      303       25

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,970)
    -685       50      385   -1,705   -2,405   -2,005   -1,970       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      1.0      1.1     93.0     97.8     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        1       19       14       22       18                  
 
 
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,030
COMMITMENTS
     300        0        0   11,730   12,030   12,030   12,030        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:       -465)
       0        0        0     -430     -465     -430     -465      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.0     97.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       10       16       10                  
 
 
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV                   Code-0643F3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,850
COMMITMENTS
     300        0        0   11,550   11,850   11,850   11,850        0        0

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:       -480)
       0        0        0     -445     -475     -445     -475      -35       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.0     97.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       10       16       10                  



Updated January 12, 2018