NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,314
COMMITMENTS
  13,115   21,773        0   34,199   25,541   47,314   47,314        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -200)
    -100     -350        0     -100      150     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     46.0      0.0     72.3     54.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4       11        0       10        6       14       17                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       41,297
COMMITMENTS
     460    8,700      209   40,610   32,388   41,279   41,297       18        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        123)
       0        0        0      123      123      123      123        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     21.1      0.5     98.3     78.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        2       10       12       14       19                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       46,907
COMMITMENTS
   4,142    5,751    1,539   41,174   39,567   46,854   46,857       53       50

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      5,743)
     779      675      617    4,297    4,401    5,693    5,693       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     12.3      3.3     87.8     84.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        6        6       10       11       23       21                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       41,147
COMMITMENTS
   8,243   23,388      762   32,142   16,997   41,147   41,147        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      2,555)
   2,480    1,305      275     -200      975    2,555    2,555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     56.8      1.9     78.1     41.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        9        1        8        6       14       16                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       31,317
COMMITMENTS
   7,507   17,985        0   23,810   13,332   31,317   31,317        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      2,410)
   4,265    1,460     -600   -1,250    1,550    2,415    2,410       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     57.4      0.0     76.0     42.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        9        0        9        6       13       15                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       27,918
COMMITMENTS
  12,700   11,100      200   15,018   16,618   27,918   27,918        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -157)
       0        0        0     -157     -157     -157     -157        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5     39.8      0.7     53.8     59.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        1       11        7       16       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       22,588
COMMITMENTS
  11,360    5,700      100   11,128   16,788   22,588   22,588        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      1,150)
     715        0        0      435    1,150    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.3     25.2      0.4     49.3     74.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        5        1        6        7       14       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV               Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       16,900
COMMITMENTS
   9,075    2,250        0    7,825   14,650   16,900   16,900        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.7     13.3      0.0     46.3     86.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        0        5        5       13        7                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       27,237
COMMITMENTS
   5,597    5,225        0   21,640   22,012   27,237   27,237        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     19.2      0.0     79.5     80.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        0       11        6       16        7                  
 
 
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV                       Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       10,690
COMMITMENTS
   5,980    1,840        0    4,710    8,850   10,690   10,690        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      2,300)
   3,150      400        0     -850    1,900    2,300    2,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.9     17.2      0.0     44.1     82.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        7        0        6        5       10       12                  
 
 
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV               Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,187,446
COMMITMENTS
 677,635  107,165  781,914  3680737  4284466  5140286  5173545   47,160   13,901

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     30,139)
 -66,547   23,488   47,528   46,544  -40,790   27,525   30,226    2,614      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      2.1     15.1     71.0     82.6     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      48       18       50      131      108      194      162                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,281,198
COMMITMENTS
  34,334   76,664  710,190  532,429  493,137  1276954  1279992    4,245    1,207

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -39,909)
  10,042   33,197  -57,995    7,848  -13,886  -40,106  -38,684      197   -1,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      6.0     55.4     41.6     38.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       14       30       50       48       81       80                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,920
COMMITMENTS
   7,927   10,946    2,726  245,813  247,441  256,466  261,113   10,454    5,807

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      2,682)
    -776      225      336    3,433    1,374    2,993    1,935     -311      747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      4.1      1.0     92.1     92.7     96.1     97.8      3.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        4       28       25       33       31                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      104,837
COMMITMENTS
   6,536        0    3,787   91,091   97,810  101,414  101,597    3,423    3,240

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -8,364)
   1,302        0      180   -9,784   -8,168   -8,302   -7,988      -62     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      0.0      3.6     86.9     93.3     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        1       29       27       30       28                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      270,841
COMMITMENTS
     519    1,853    2,092  255,365  256,715  257,976  260,660   12,865   10,181

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -8,623)
    -243      323      249   -7,930   -8,850   -7,924   -8,278     -699     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.7      0.8     94.3     94.8     95.2     96.2      4.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        3       29       26       32       29                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      794,507
COMMITMENTS
     742   11,798    5,558  779,387  773,680  785,687  791,036    8,820    3,471

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -29,559)
     742   -4,159      -66  -28,906  -25,011  -28,230  -29,236   -1,329     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.5      0.7     98.1     97.4     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        2        3       44       28       47       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      454,444
COMMITMENTS
   5,267        0      666  429,573  443,622  435,506  444,288   18,938   10,156

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -13,126)
  -5,800        0      387  -10,379  -16,224  -15,792  -15,837    2,666    2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.1     94.5     97.6     95.8     97.8      4.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        0        1       35       38       38       39                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      364,616
COMMITMENTS
     992    3,604      425  351,820  352,502  353,237  356,531   11,379    8,085

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -14,879)
  -1,521      675     -212  -12,207  -16,482  -13,940  -16,019     -939    1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.0      0.1     96.5     96.7     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        2        1       38       38       40       40                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      265,713
COMMITMENTS
   3,787    8,451    2,629  246,649  248,034  253,065  259,114   12,648    6,599

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -9,893)
   1,716   -1,152     -911   -9,311   -7,828   -8,506   -9,891   -1,387       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      3.2      1.0     92.8     93.3     95.2     97.5      4.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        3       33       32       37       37                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,227
COMMITMENTS
   1,417        0      353   73,622   74,741   75,392   75,094    3,835    4,133

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -5,790)
    -665   -1,052      343   -6,376   -2,949   -6,698   -3,658      908   -2,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.4     92.9     94.3     95.2     94.8      4.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       21       22       22       23                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,544
COMMITMENTS
     448        0        0   32,089   35,776   32,537   35,776    4,007      768

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -7,783)
    -174     -248     -217   -7,080   -6,906   -7,471   -7,371     -312     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     87.8     97.9     89.0     97.9     11.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       12       15       13       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      153,638
COMMITMENTS
   1,048      921      888  145,022  148,150  146,958  149,959    6,680    3,679

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      6,896)
    -833     -212      608    6,207    6,383    5,982    6,779      914      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.6      0.6     94.4     96.4     95.7     97.6      4.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       18       19       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      178,027
COMMITMENTS
       0    5,075        0  168,470  170,180  168,470  175,255    9,557    2,772

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -9,051)
       0   -1,456        0   -7,788   -6,584   -7,788   -8,040   -1,263   -1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.9      0.0     94.6     95.6     94.6     98.4      5.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       21       24       21       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,842
COMMITMENTS
       0      204      589  106,673  105,192  107,262  105,985    3,580    4,857

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,204)
    -328      204     -204     -552   -1,538   -1,084   -1,538   -1,120     -666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.5     96.2     94.9     96.8     95.6      3.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       13       16       14       17                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,478
COMMITMENTS
   1,120      280        0   19,106   19,778   20,226   20,058      252      420

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -9,455)
    -527     -310        0   -8,975   -8,699   -9,502   -9,009       47     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      1.4      0.0     93.3     96.6     98.8     97.9      1.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       15       15       18       16                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      538,138
COMMITMENTS
   9,615    3,644    5,305  515,922  520,244  530,842  529,193    7,296    8,945

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -14,012)
  -4,736   -1,171   -1,365   -8,517  -12,730  -14,618  -15,266      606    1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.7      1.0     95.9     96.7     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        4        5       48       45       56       51                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      171,229
COMMITMENTS
       0    4,572    1,932  165,519  161,228  167,451  167,732    3,778    3,497

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,776)
       0   -3,911    1,162   -1,615    4,876     -453    2,127   -1,323   -3,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.7      1.1     96.7     94.2     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        5        4       27       26       31       31                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,147
COMMITMENTS
       0        0        0   77,269   74,874   77,269   74,874    4,878    7,273

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -3,142)
    -609        0        0   -3,430   -2,188   -4,039   -2,188      897     -954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.1     91.1     94.1     91.1      5.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       14       17       14                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,316
COMMITMENTS
       0    1,166        0   97,992   97,093   97,992   98,259    2,324    2,057

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -51,588)
 -23,996   -7,336        0  -28,182  -45,062  -52,178  -52,398      590      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     97.7     96.8     97.7     97.9      2.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       12       14       12       15                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,573
COMMITMENTS
  24,332    8,092        0   86,093  102,249  110,425  110,341    1,148    1,232

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -48,001)
 -14,957      -39   -2,277  -30,794  -44,989  -48,028  -47,305       27     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      7.3      0.0     77.2     91.6     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        6        0       26       34       30       40                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,394
COMMITMENTS
     868    1,064        0  105,318  103,984  106,186  105,048    1,208    2,346

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -11,909)
       0     -248        0  -12,024  -11,767  -12,024  -12,015      115      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.0      0.0     98.1     96.8     98.9     97.8      1.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        0       21       20       23       21                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       18,730
COMMITMENTS
       0        0        0   17,904   17,704   17,904   17,704      826    1,026

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -9,827)
    -834        0        0   -8,637   -9,788   -9,471   -9,788     -356      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     94.5     95.6     94.5      4.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       11       12       11                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      258,753
COMMITMENTS
   1,469      341      910  253,350  247,314  255,729  248,565    3,024   10,188

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -14,967)
    -196   -1,741       20  -14,356  -12,205  -14,532  -13,926     -435   -1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.1      0.4     97.9     95.6     98.8     96.1      1.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        1       32       29       34       31                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       95,624
COMMITMENTS
     312      406    1,266   81,329   85,117   82,907   86,789   12,717    8,835

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      7,167)
    -295      156     -122    6,302    6,536    5,885    6,570    1,282      597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.4      1.3     85.1     89.0     86.7     90.8     13.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       14       15       16       17                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,011
COMMITMENTS
     324        0    1,066  113,274  116,372  114,664  117,438    3,347      573

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -7,763)
     324   -1,947       72   -9,198   -5,723   -8,802   -7,598    1,039     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.9     96.0     98.6     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       21       26       22       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,002
COMMITMENTS
   8,677      620      670  114,326  122,191  123,673  123,481    4,329    4,521

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -520)
  -1,022       42       52    2,007      146    1,037      240   -1,557     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.5      0.5     89.3     95.5     96.6     96.5      3.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       24       20       26       22                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,975
COMMITMENTS
       0        0        0  101,754  106,926  101,754  106,926    9,221    4,049

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,891)
       0        0        0   -1,774   -3,914   -1,774   -3,914     -117    2,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.7     96.4     91.7     96.4      8.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       17       19       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       54,700
COMMITMENTS
       0        0        0   54,016   54,184   54,016   54,184      684      516

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -10,345)
    -723        0        0   -9,942  -10,066  -10,665  -10,066      320     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.7     99.1     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       11       15       11       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      161,775
COMMITMENTS
     375    1,101      276  151,729  154,875  152,380  156,252    9,395    5,523

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      2,528)
  -2,437    1,101       24    3,571    1,174    1,158    2,299    1,370      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.7      0.2     93.8     95.7     94.2     96.6      5.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       22       19       23       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      180,787
COMMITMENTS
       0    4,113    7,736  163,581  163,981  171,317  175,830    9,470    4,957

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -17,657)
       0   -1,049     -415  -18,804  -15,474  -19,219  -16,938    1,562     -719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      4.3     90.5     90.7     94.8     97.3      5.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        2       31       27       33       30                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,654
COMMITMENTS
       0        0        0   22,160   23,094   22,160   23,094    1,494      560

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -5,648)
       0        0        0   -5,487   -5,605   -5,487   -5,605     -161      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.7     97.6     93.7     97.6      6.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       11       14       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      230,286
COMMITMENTS
   4,982    2,287    1,276  220,034  222,098  226,292  225,661    3,994    4,625

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -6,009)
    -391      956     -341   -3,519   -4,536   -4,251   -3,921   -1,758   -2,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.0      0.6     95.5     96.4     98.3     98.0      1.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        1       37       35       39       37                  
 
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:        9,885
COMMITMENTS
       0        0        0    9,437    9,105    9,437    9,105      448      780

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -7,502)
       0        0        0   -7,037   -7,254   -7,037   -7,254     -465     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.5     92.1     95.5     92.1      4.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       10       12       10                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      101,039
COMMITMENTS
      88        0      887   95,673   94,189   96,648   95,076    4,391    5,963

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -8,896)
      88     -323      267  -10,330  -10,703   -9,975  -10,759    1,079    1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.9     94.7     93.2     95.7     94.1      4.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       19       22       20       23                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       95,639
COMMITMENTS
       0        0        0   90,534   92,979   90,534   92,979    5,105    2,660

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -9,467)
       0        0        0  -10,758   -9,425  -10,758   -9,425    1,291      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.7     97.2     94.7     97.2      5.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       19       21       19                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       66,418
COMMITMENTS
       0        0        0   61,913   62,607   61,913   62,607    4,505    3,811

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,817)
       0        0        0   -1,778   -3,855   -1,778   -3,855   -1,039    1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.2     94.3     93.2     94.3      6.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       13       16       13                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       28,989
COMMITMENTS
       0      504        0   27,773   27,739   27,773   28,243    1,216      746

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -10,261)
       0     -124        0  -10,168   -9,558  -10,168   -9,682      -93     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     95.8     95.7     95.8     97.4      4.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       13       13       14                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      163,367
COMMITMENTS
   2,838        0        0  149,327  159,958  152,165  159,958   11,202    3,409

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:    -12,096)
     454     -252        0  -12,340  -11,266  -11,886  -11,518     -210     -578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     91.4     97.9     93.1     97.9      6.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       25       17       26       17                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       63,483
COMMITMENTS
     775        0        0   51,636   62,531   52,411   62,531   11,072      952

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -7,318)
      68        0        0   -6,588   -7,056   -6,520   -7,056     -798     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     81.3     98.5     82.6     98.5     17.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       17       18       18       18                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      120,757
COMMITMENTS
   3,659        0        0  111,884  115,712  115,543  115,712    5,214    5,045

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      1,072)
     -84     -392        0     -438     -231     -522     -623    1,594    1,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.0      0.0     92.7     95.8     95.7     95.8      4.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       11       15       12       15                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       75,489
COMMITMENTS
  10,150    4,436    3,842   60,508   66,854   74,500   75,132      989      357

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -4,955)
  -1,412     -446      591   -4,155   -5,094   -4,976   -4,949       21       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      5.9      5.1     80.2     88.6     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      10        8       12       34       31       50       45                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       37,362
COMMITMENTS
   3,475      450    1,025   32,740   35,647   37,240   37,122      122      240

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -612)
    -700      -75        0       26     -537     -674     -612       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      1.2      2.7     87.6     95.4     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        3        5       21       20       28       28                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       26,091
COMMITMENTS
   1,400    1,535    1,150   23,541   23,406   26,091   26,091        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        214)
     300      -25       25     -111      214      214      214        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      5.9      4.4     90.2     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        4       19       19       24       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      173,748
COMMITMENTS
   8,039   17,596    7,142  158,190  148,908  173,371  173,646      377      102

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,018)
  -1,367   -7,311    3,198   -3,859    2,136   -2,028   -1,977       10      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     10.1      4.1     91.0     85.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        5        6       38       35       44       44                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       58,868
COMMITMENTS
   2,656    9,625    1,019   55,193   48,164   58,868   58,808        0       60

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -436)
      61     -425     -286     -211      215     -436     -496        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     16.4      1.7     93.8     81.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        6        6       17       20       26       30                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       37,690
COMMITMENTS
       0      900        0   37,690   36,790   37,690   37,690        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0    100.0     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       51,884
COMMITMENTS
   1,335    5,000      750   49,659   45,964   51,744   51,714      140      170

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,175)
    -405       50      -25     -740   -1,185   -1,170   -1,160       -5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      9.6      1.4     95.7     88.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        2       27       26       30       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       61,118
COMMITMENTS
   1,780    2,580      470   58,655   57,942   60,905   60,992      213      126

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,829)
      55       75     -200   -2,690   -2,822   -2,835   -2,947        6      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      4.2      0.8     96.0     94.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        2       33       29       39       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,067
COMMITMENTS
   1,170      500      440   69,327   69,887   70,937   70,827      130      240

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -7,500)
    -210      350     -260   -7,085   -7,620   -7,555   -7,530       55       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.7      0.6     97.6     98.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       21       24       24       26                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       99,053
COMMITMENTS
   1,910        0      580   96,563   98,328   99,053   98,908        0      145

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -6,606)
    -395        0       25   -6,236   -6,646   -6,606   -6,621        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.6     97.5     99.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        0        2       25       26       29       28                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,588
COMMITMENTS
     340        0        0   31,243   31,353   31,583   31,353        5      235

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        405)
       0        0        0      405      655      405      655        0     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     98.9     99.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       24       17       26       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       34,550
COMMITMENTS
     450      390       90   33,945   34,060   34,485   34,540       65       10

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        565)
       0        0        0      565      565      565      565        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.1      0.3     98.2     98.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       23       16       25       17                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       26,974
COMMITMENTS
   9,249    1,507    2,380   14,886   22,802   26,515   26,689      459      285

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      1,302)
    -592      639      228    1,603      455    1,239    1,322       63      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      5.6      8.8     55.2     84.5     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        5        4       18       21       27       27                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,746
COMMITMENTS
      25      430        0   39,721   39,216   39,746   39,646        0      100

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        535)
       0        0        0      535      535      535      535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.1      0.0     99.9     98.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        0       26       23       27       26                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       44,516
COMMITMENTS
     505      560      355   42,666   43,591   43,526   44,506      990       10

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        936)
    -100        0       50      986    1,006      936    1,056        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.3      0.8     95.8     97.9     97.8    100.0      2.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       25       21       28       24                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,549
COMMITMENTS
   1,265        0        0   40,049   41,389   41,314   41,389      235      160

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,156)
    -110        0      -10   -2,031   -2,136   -2,151   -2,146       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.0      0.0     96.4     99.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       22       15       24       15                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,488
COMMITMENTS
   1,555    1,600        0   45,928   45,728   47,483   47,328        5      160

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -3,539)
    -150     -100        0   -3,394   -3,429   -3,544   -3,529        5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      3.4      0.0     96.7     96.3    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       24       17       26       18                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       79,180
COMMITMENTS
       0      742    1,301   77,667   76,931   78,968   78,974      212      206

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -3,458)
       0        9      -62   -3,387   -3,381   -3,449   -3,434       -9      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      1.6     98.1     97.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       27       24       28       25                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      107,135
COMMITMENTS
   1,400    4,776    1,297  104,112  100,780  106,809  106,853      326      282

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -5,955)
       5      428      -21   -5,937   -6,324   -5,953   -5,917       -2      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      4.5      1.2     97.2     94.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        6        5       28       27       38       36                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       30,796
COMMITMENTS
     400       50        0   30,374   30,746   30,774   30,796       22        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,890)
     175        0     -150   -1,913   -1,740   -1,888   -1,890       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.2      0.0     98.6     99.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       12       14       15       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       33,025
COMMITMENTS
   2,680    1,975      375   29,285   30,480   32,340   32,830      685      195

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,525)
     240     -125       -5   -2,175   -1,400   -1,940   -1,530      415        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      6.0      1.1     88.7     92.3     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        2       19       17       24       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       36,745
COMMITMENTS
   6,515    1,200      725   29,070   34,815   36,310   36,740      435        5

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,896)
  -1,190        0       45   -2,006   -2,946   -3,151   -2,901      255        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      3.3      2.0     79.1     94.7     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       24       21       28       25                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,709
COMMITMENTS
      96    2,735        0   42,536   39,877   42,632   42,612       77       97

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,886)
       4     -165       -4   -1,876   -1,710   -1,876   -1,879      -10       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      6.4      0.0     99.6     93.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       14       19       16                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,266
COMMITMENTS
       0    2,090        0   35,261   32,996   35,261   35,086        5      180

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,188)
       0     -170        0   -2,188   -2,003   -2,188   -2,173        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.9      0.0    100.0     93.6    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       15       17       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,598
COMMITMENTS
   1,883    1,175        0   27,028   28,423   28,911   29,598      687        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -156)
    -313     -250        0        4       94     -309     -156      153        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      4.0      0.0     91.3     96.0     97.7    100.0      2.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        1        0       23       20       29       21                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,822
COMMITMENTS
     980      210      320   20,950   22,187   22,250   22,717      572      105

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,217)
    -200     -135        0     -970   -1,047   -1,170   -1,182      -47      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.9      1.4     91.8     97.2     97.5     99.5      2.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       17       17       21       18                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       49,348
COMMITMENTS
     733    5,963      325   48,108   43,025   49,166   49,313      182       35

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:        697)
     412     -100      -90      370      882      692      692        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     12.1      0.7     97.5     87.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        1       26       24       29       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       37,256
COMMITMENTS
       0    2,408      642   36,254   34,186   36,896   37,236      360       20

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -595)
     -25      156     -166     -365     -555     -556     -565      -39      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.5      1.7     97.3     91.8     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       23       18       25       20                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,750
COMMITMENTS
   1,360        0        0   11,330   12,740   12,690   12,740       60       10

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,060)
    -100        0        0     -945   -1,050   -1,045   -1,050      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      0.0      0.0     88.9     99.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        0       18       11       22       11                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,815
COMMITMENTS
   1,030        0        0   11,655   12,805   12,685   12,805      130       10

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,095)
     -70        0        0   -1,010   -1,085   -1,080   -1,085      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      0.0      0.0     90.9     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 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      275,476
COMMITMENTS
       0   19,013   33,490  241,520  222,740  275,010  275,243      466      233

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      6,399)
       0    1,989    1,546    4,897    2,886    6,443    6,421      -44      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.9     12.2     87.7     80.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       15       14       17       17                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,770
COMMITMENTS
     340        0        0   17,210   17,310   17,550   17,310      220      460

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -935)
     -85        0        0     -840     -925     -925     -925      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.0     96.8     97.4     98.8     97.4      1.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       11       12       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,775
COMMITMENTS
      50      480       75   20,417   20,220   20,542   20,775      233        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,230)
       0     -370        0   -2,212   -1,860   -2,212   -2,230      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.3      0.4     98.3     97.3     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       19       15       21       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,950
COMMITMENTS
      50      280       75   17,989   18,595   18,114   18,950      836        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,465)
       0     -370        0   -1,419   -1,095   -1,419   -1,465      -46        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.5      0.4     94.9     98.1     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       15       14       17       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,770
COMMITMENTS
     660       50        0    6,100    6,615    6,760    6,665       10      105

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -570)
       0       50        0     -560     -615     -560     -565      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      0.7      0.0     90.1     97.7     99.9     98.4      0.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       12       17       13                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,015
COMMITMENTS
       0       50        0    6,005    5,860    6,005    5,910       10      105

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -425)
       0       50        0     -415     -470     -415     -420      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     99.8     97.4     99.8     98.3      0.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       12       16       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,952
COMMITMENTS
     372    2,935        0   24,180   21,972   24,552   24,907      400       45

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,676)
     -72       -5        0   -1,630   -1,661   -1,702   -1,666       26      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     11.8      0.0     96.9     88.1     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       16       19       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,383
COMMITMENTS
     372    2,885       45   24,501   22,408   24,918   25,338      465       45

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,620)
     -72       -5        0   -1,569   -1,605   -1,641   -1,610       21      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     11.4      0.2     96.5     88.3     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       16       20       17                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      114,504
COMMITMENTS
   3,497    1,180    2,708  108,021  110,516  114,226  114,404      278      100

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -3,023)
     138   -1,630      905   -4,036   -2,070   -2,993   -2,795      -30     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.0      2.4     94.3     96.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        5        5       31       35       38       44                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      127,696
COMMITMENTS
   3,860    3,229    2,440  121,141  121,586  127,441  127,255      255      441

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -4,580)
    -219   -4,797    1,114   -5,455     -932   -4,560   -4,615      -20       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.5      1.9     94.9     95.2     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        7        5       34       33       44       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      260,988
COMMITMENTS
  30,199   10,772   14,494  215,937  235,721  260,630  260,987      359        2

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -8,763)
     368    1,098   -1,348   -7,799   -8,306   -8,779   -8,556       16     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      4.1      5.6     82.7     90.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19       14       20       46       47       74       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,768
COMMITMENTS
   3,005      175      540   31,932   35,033   35,477   35,748      291       20

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,157)
   1,495     -150      -45   -2,590     -957   -1,140   -1,152      -17       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      0.5      1.5     89.3     97.9     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        1       21       15       26       18                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,287
COMMITMENTS
   3,185      150      460   30,351   33,657   33,996   34,267      291       20

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -828)
   1,485     -150      -35   -2,261     -638     -811     -823      -17       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      0.4      1.3     88.5     98.2     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        1       21       14       26       17                  
 
 
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,050
COMMITMENTS
     600        0        0   11,450   12,050   12,050   12,050        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -580)
       0        0        0     -580     -580     -580     -580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.0      0.0     95.0    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 02/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,810
COMMITMENTS
     600        0        0   11,210   11,810   11,810   11,810        0        0

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -640)
       0        0        0     -640     -640     -640     -640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.0      0.0     94.9    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 February 9, 2018