NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       45,114
COMMITMENTS
  10,915   22,133        0   34,199   22,981   45,114   45,114        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:          0)
       0      200        0        0     -200        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     49.1      0.0     75.8     50.9    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 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       40,440
COMMITMENTS
     960    9,003        5   39,457   31,432   40,422   40,440       18        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -291)
     550      303     -209     -632     -385     -291     -291        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     22.3      0.0     97.6     77.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        1       10       11       15       17                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       51,613
COMMITMENTS
   5,810    7,172    4,251   41,527   40,190   51,588   51,613       25        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      5,807)
   1,067      927    2,234    2,498    2,646    5,799    5,807        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     13.9      8.2     80.5     77.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        7        9       10       11       26       23                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       43,797
COMMITMENTS
  10,843   23,788      762   32,192   19,247   43,797   43,797        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:          0)
       0     -200        0        0      200        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     54.3      1.7     73.5     43.9    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 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       33,557
COMMITMENTS
   8,107   19,885        0   25,450   13,672   33,557   33,557        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     59.3      0.0     75.8     40.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        9        0        9        7       13       16                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       28,836
COMMITMENTS
  12,600   12,100      200   16,036   16,536   28,836   28,836        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:          1)
       0        0        0        1        1        1        1        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.7     42.0      0.7     55.6     57.3    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 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       24,813
COMMITMENTS
  11,535    7,625      100   13,178   17,088   24,813   24,813        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        500)
       0      500        0      500        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.5     30.7      0.4     53.1     68.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7        1        7        7       13       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV               Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       18,150
COMMITMENTS
   7,925    2,600        0   10,225   15,550   18,150   18,150        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:          0)
    -500        0        0      500        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.7     14.3      0.0     56.3     85.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        3        0        5        5       12        8                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       27,322
COMMITMENTS
   5,597    5,225        0   21,725   22,097   27,322   27,322        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     19.1      0.0     79.5     80.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        1        0       10        5       15        6                  
 
 
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV                       Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       13,540
COMMITMENTS
   7,230    4,240        0    6,310    9,300   13,540   13,540        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.4     31.3      0.0     46.6     68.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        7        0        5        6        9       13                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       24,277
COMMITMENTS
   8,617      537    3,053   12,319   20,321   23,989   23,911      288      366

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -4,724)
     382     -286     -548   -4,828   -4,061   -4,994   -4,895      270      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5      2.2     12.6     50.7     83.7     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        5        7       23       24       31       32                  
 
 
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       27,253
COMMITMENTS
   3,337    8,837    1,403   22,269   16,828   27,009   27,068      244      185

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,295)
    -174     -871        0   -2,099   -1,424   -2,273   -2,295      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     32.4      5.1     81.7     61.7     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        2       25       14       30       18                  
 
 
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV               Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,109,874
COMMITMENTS
 622,746   83,227  699,807  3735429  4313687  5057982  5096721   51,892   13,153

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    100,014)
  42,375   -7,206   12,765   40,533   95,294   95,673  100,853    4,341     -839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      1.6     13.7     73.1     84.4     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      40       24       47      122      106      182      157                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      895,021
COMMITMENTS
  32,347   39,366  455,257  403,398  399,097  891,001  893,720    4,020    1,301

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     18,041)
   1,584    1,010   11,496    5,021    5,548   18,102   18,054      -61      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      4.4     50.9     45.1     44.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      13       14       21       47       43       69       69                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      278,798
COMMITMENTS
   7,361   10,132    4,137  255,596  259,953  267,094  274,222   11,704    4,576

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -9,448)
     295   -2,988   -1,108  -10,172   -7,006  -10,985  -11,102    1,537    1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      3.6      1.5     91.7     93.2     95.8     98.4      4.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        5        5       26       24       32       31                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       97,586
COMMITMENTS
   4,848        0    3,208   85,080   86,522   93,136   89,730    4,450    7,856

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -11,246)
  -1,212        0   -1,152   -9,772  -12,650  -12,136  -13,802      890    2,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.0      3.3     87.2     88.7     95.4     91.9      4.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        2       27       22       29       24                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,729
COMMITMENTS
   2,534    2,859    2,066  261,499  269,526  266,099  274,451   15,630    7,278

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -11,944)
   1,385     -391     -381  -16,653  -11,454  -15,649  -12,226    3,705      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      0.7     92.8     95.7     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       25       25       28       28                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      770,203
COMMITMENTS
     833    7,190    5,510  753,638  754,865  759,981  767,565   10,222    2,638

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -36,734)
     562   -4,980     -631  -38,645  -30,618  -38,714  -36,229    1,980     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.9      0.7     97.8     98.0     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        1        2       44       28       46       30                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      472,934
COMMITMENTS
   4,065    1,562        0  435,783  463,153  439,848  464,715   33,086    8,219

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -12,999)
  -1,953       94        0  -26,285  -12,718  -28,238  -12,624   15,239     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.3      0.0     92.1     97.9     93.0     98.3      7.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        1        0       31       36       32       37                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      370,570
COMMITMENTS
     401    3,285        0  359,534  359,125  359,935  362,410   10,635    8,160

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -19,833)
    -122        0     -367  -18,596  -21,795  -19,085  -22,162     -748    2,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.9      0.0     97.0     96.9     97.1     97.8      2.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        1        0       34       36       35       37                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      270,607
COMMITMENTS
   1,847    8,948    3,169  248,456  251,612  253,472  263,729   17,135    6,878

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -19,948)
   1,520   -1,480   -1,640  -19,459  -16,923  -19,579  -20,043     -369       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.3      1.2     91.8     93.0     93.7     97.5      6.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        3       34       33       37       39                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,250
COMMITMENTS
       0      421      675   75,795   72,371   76,470   73,467    2,780    5,783

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -3,446)
       0       67     -217   -2,171   -3,911   -2,388   -4,061   -1,058      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.9     95.6     91.3     96.5     92.7      3.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       22       21       23       22                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,556
COMMITMENTS
       0        0        0   43,062   45,390   43,062   45,390    3,494    1,166

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      1,734)
    -448        0        0    2,093    2,182    1,645    2,182       89     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.5     97.5     92.5     97.5      7.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       14       15       14       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      158,463
COMMITMENTS
   1,365        0      645  148,361  152,476  150,371  153,121    8,092    5,342

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -7,195)
    -205     -647     -290   -7,731   -6,389   -8,226   -7,326    1,031      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.4     93.6     96.2     94.9     96.6      5.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       16       17       17                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      175,736
COMMITMENTS
   1,438    4,734        0  164,442  165,125  165,880  169,859    9,856    5,877

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -7,670)
      27     -341        0   -9,667   -9,956   -9,640  -10,297    1,970    2,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.7      0.0     93.6     94.0     94.4     96.7      5.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       19       20       20       21                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,994
COMMITMENTS
   3,317    1,712        0   20,026   22,096   23,343   23,808      651      186

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -12,134)
    -812     -280        0  -11,644  -11,776  -12,456  -12,056      322      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      7.1      0.0     83.5     92.1     97.3     99.2      2.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       10       19       11       20                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      531,730
COMMITMENTS
   7,970   10,376    4,398  511,149  507,698  523,517  522,472    8,213    9,258

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -25,158)
  -1,959    4,648      224  -24,656  -28,714  -26,391  -23,842    1,233   -1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.0      0.8     96.1     95.5     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        3        3       45       42       50       48                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      180,533
COMMITMENTS
       0    4,757    1,721  174,494  168,712  176,215  175,190    4,318    5,343

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -4,270)
      -9     -427      383   -5,075   -4,656   -4,701   -4,700      431      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      1.0     96.7     93.5     97.6     97.0      2.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        4        4       25       24       29       28                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,508
COMMITMENTS
   9,331    4,960        0   99,253  103,525  108,584  108,485      924    1,023

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -58,888)
 -19,332   -2,741   -5,351  -34,352  -49,977  -59,035  -58,069      147     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      4.5      0.0     90.6     94.5     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        5        0       20       34       26       39                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      127,845
COMMITMENTS
       0      844        0  126,946  124,400  126,946  125,244      899    2,601

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -14,764)
    -930     -344        0  -13,898  -14,502  -14,828  -14,846       64       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     99.3     97.3     99.3     98.0      0.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       22       15       22       16                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       17,018
COMMITMENTS
       0        0        0   16,094   16,460   16,094   16,460      924      558

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -8,439)
       0        0        0   -8,497   -7,966   -8,497   -7,966       58     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.6     96.7     94.6     96.7      5.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       12       12       12                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      263,082
COMMITMENTS
       0    1,426    1,195  255,155  250,627  256,350  253,248    6,732    9,834

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -7,126)
  -1,041   -1,600        0   -8,045   -6,111   -9,086   -7,711    1,960      585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.5     97.0     95.3     97.4     96.3      2.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       28       24       29       25                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,761
COMMITMENTS
     519      373    1,295   88,751   89,593   90,565   91,261   12,196   11,500

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -6,454)
  -1,171   -1,318      470   -3,883   -4,084   -4,584   -4,932   -1,870   -1,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.4      1.3     86.4     87.2     88.1     88.8     11.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       15       16       17       18                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,363
COMMITMENTS
     327        0    1,124  123,819  123,775  125,270  124,899    3,093    3,464

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,640)
     304        0     -150   -5,525   -5,314   -5,371   -5,464     -269     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.9     96.5     96.4     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       21       24       22       25                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      144,878
COMMITMENTS
   9,169        0    1,084  125,482  137,012  135,735  138,096    9,143    6,782

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -4,315)
  -1,115   -1,705      183   -3,972   -4,908   -4,904   -6,430      589    2,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      0.0      0.7     86.6     94.6     93.7     95.3      6.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       18       16       20       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,065
COMMITMENTS
     372        0        0   46,922   46,839   47,294   46,839      771    1,226

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -11,112)
    -196        0        0  -10,440  -11,822  -10,636  -11,822     -476      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     97.6     97.4     98.4     97.4      1.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12       14       13       14                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      172,664
COMMITMENTS
   2,448      690      550  162,126  165,144  165,124  166,384    7,540    6,280

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,376)
     -40     -566        9   -4,661   -2,517   -4,692   -3,074    2,316      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.4      0.3     93.9     95.6     95.6     96.4      4.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       21       16       24       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      182,674
COMMITMENTS
       0    3,477    2,697  166,512  171,461  169,209  177,635   13,465    5,039

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -4,102)
       0   -3,376    1,319   -8,163      466   -6,844   -1,591    2,742   -2,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      1.5     91.2     93.9     92.6     97.2      7.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        3       28       22       31       25                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      238,240
COMMITMENTS
   4,548    2,480    1,116  228,066  225,665  233,730  229,261    4,510    8,979

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -10,792)
    -434      214     -313  -10,034  -11,414  -10,781  -11,513      -11      721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.0      0.5     95.7     94.7     98.1     96.2      1.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       31       30       33       31                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      116,479
COMMITMENTS
   1,161        0      489  110,091  109,504  111,741  109,993    4,738    6,486

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,471)
     735        0     -430   -6,312   -6,062   -6,007   -6,492      536    1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.4     94.5     94.0     95.9     94.4      4.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       18       18       19                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       99,119
COMMITMENTS
       0        0        0   94,758   93,928   94,758   93,928    4,361    5,191

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -10,447)
       0        0        0   -9,997  -10,650   -9,997  -10,650     -450      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     94.8     95.6     94.8      4.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       16       17       16                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       67,321
COMMITMENTS
   1,926    1,758        0   61,013   62,802   62,939   64,560    4,382    2,761

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -7,844)
     428   -4,070        0   -8,182   -2,289   -7,754   -6,359      -90   -1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.6      0.0     90.6     93.3     93.5     95.9      6.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       12       15       13                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      156,091
COMMITMENTS
   2,480        0        0  138,662  152,762  141,142  152,762   14,949    3,329

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -10,173)
    -420     -465        0  -12,979   -9,197  -13,399   -9,662    3,226     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     88.8     97.9     90.4     97.9      9.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       16       20       16                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       70,135
COMMITMENTS
   3,051        0        0   62,056   67,937   65,107   67,937    5,028    2,198

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -9,657)
    -750        0        0  -10,329  -11,148  -11,079  -11,148    1,422    1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      0.0     88.5     96.9     92.8     96.9      7.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       20       15       21       15                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      139,860
COMMITMENTS
       0        0        0  133,423  134,882  133,423  134,882    6,437    4,978

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      6,229)
  -3,567        0        0    6,480    5,441    2,913    5,441    3,316      788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.4     96.4     95.4     96.4      4.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       16       10       16                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       69,978
COMMITMENTS
   9,663    4,438    3,841   55,511   61,208   69,015   69,487      963      491

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,627)
  -1,077      -39     -113   -4,397   -5,505   -5,587   -5,656      -40       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      6.3      5.5     79.3     87.5     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10        6       11       33       30       47       43                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,294
COMMITMENTS
   4,725      660      800   35,724   39,834   41,249   41,294       45        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,925)
      50      -25     -450   -1,508   -1,450   -1,908   -1,925      -17        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      1.6      1.9     86.5     96.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        2        5       23       20       33       27                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       26,112
COMMITMENTS
   2,020    2,625      355   23,737   23,132   26,112   26,112        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,195)
     300    1,000     -700     -795   -1,495   -1,195   -1,195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     10.1      1.4     90.9     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       18       17       22       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      172,916
COMMITMENTS
   9,121   15,837    7,076  156,348  149,805  172,545  172,718      371      198

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,741)
     910   -1,469     -361   -6,282   -4,007   -5,733   -5,837       -8       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      9.2      4.1     90.4     86.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        5        4       39       35       46       43                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       57,978
COMMITMENTS
   3,526   11,094      513   53,939   46,191   57,978   57,798        0      180

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,927)
     400      135     -640   -1,687   -1,422   -1,927   -1,927        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     19.1      0.9     93.0     79.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        7        5       17       20       27       30                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       36,385
COMMITMENTS
       0      775        0   36,385   35,610   36,385   36,385        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,500)
       0      -25        0   -1,500   -1,475   -1,500   -1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      0.0    100.0     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0        9       11        9       14                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       51,297
COMMITMENTS
   1,110    4,900      640   49,242   45,610   50,992   51,150      305      147

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,839)
    -165     -115     -220   -2,624   -2,514   -3,009   -2,849      170       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      9.6      1.2     96.0     88.9     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        1       27       24       28       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       66,536
COMMITMENTS
   1,966    2,765    1,240   63,051   62,275   66,257   66,280      279      256

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,179)
    -585      -15      -55   -1,587   -2,244   -2,227   -2,314       48      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      4.2      1.9     94.8     93.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        6        4       30       28       35       37                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       68,157
COMMITMENTS
     625    1,040      770   66,636   65,977   68,031   67,787      126      370

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -9,121)
     -35      350     -420   -8,652   -9,066   -9,107   -9,136      -14       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.5      1.1     97.8     96.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       25       24       28       26                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       98,179
COMMITMENTS
   1,365      200      750   95,889   96,904   98,004   97,854      175      325

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -7,526)
    -654      200     -270   -6,777   -7,516   -7,701   -7,586      175       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.2      0.8     97.7     98.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        1       27       26       30       27                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,579
COMMITMENTS
     665        0        0   29,909   30,334   30,574   30,334        5      245

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        261)
     300        0        0      -39      251      261      251        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.0     97.8     99.2    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        0       24       19       27       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       33,975
COMMITMENTS
     400      395       85   33,430   33,490   33,915   33,970       60        5

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -845)
       0        0        0     -845     -845     -845     -845        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.2      0.3     98.4     98.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       23       17       25       18                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,537
COMMITMENTS
   2,352        0        0    8,185   10,537   10,537   10,537        0        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      0.0      0.0     77.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        0       13       10       17       10                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       37,561
COMMITMENTS
  11,448      686    3,942   21,629   32,506   37,019   37,134      542      427

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      5,009)
      76      109      399    4,426    4,384    4,901    4,892      108      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      1.8     10.5     57.6     86.5     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        4        7       21       26       35       34                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,961
COMMITMENTS
     400      350       25   38,536   38,501   38,961   38,876        0       85

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        255)
     275      -25       25      -45      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.9      0.1     98.9     98.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        1       27       23       30       26                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       45,609
COMMITMENTS
   2,489    2,305      401   41,774   42,868   44,664   45,574      945       35

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      2,778)
   1,840       75       35      903    2,653    2,778    2,763        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      5.1      0.9     91.6     94.0     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        6        3       26       22       31       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,652
COMMITMENTS
   2,374        0      161   37,897   40,221   40,432   40,382      220      270

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,425)
    -410        0      160   -2,160   -2,695   -2,410   -2,535      -15      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.0      0.4     93.2     98.9     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       22       16       25       17                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,440
COMMITMENTS
   2,010    1,500      175   44,000   44,515   46,185   46,190      255      250

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,438)
    -410     -100      175   -2,458   -2,613   -2,693   -2,538      255      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      3.2      0.4     94.7     95.9     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       23       18       25       20                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       74,321
COMMITMENTS
       0    1,025      911   73,218   72,226   74,129   74,162      192      159

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,822)
       0     -241      -70   -5,719   -5,474   -5,789   -5,785      -33      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      1.2     98.5     97.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        1       28       26       29       28                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      107,522
COMMITMENTS
   1,900    9,511      285  105,052   97,437  107,237  107,233      285      289

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,586)
     165      160     -145   -5,562   -5,545   -5,542   -5,530      -44      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      8.8      0.3     97.7     90.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        9        5       29       27       41       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       36,685
COMMITMENTS
     925      175      450   35,290   36,060   36,665   36,685       20        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -690)
       0      -25      -25     -663     -640     -688     -690       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.5      1.2     96.2     98.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       12       15       16       19                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       32,715
COMMITMENTS
   1,300    1,995    1,220   29,395   29,335   31,915   32,550      800      165

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,215)
    -100     -150        0   -1,090   -1,065   -1,190   -1,215      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      6.1      3.7     89.9     89.7     97.6     99.5      2.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       19       17       24       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       36,241
COMMITMENTS
   7,150    1,200    1,385   27,296   33,641   35,831   36,226      410       15

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,199)
     440        0        0   -2,419   -2,209   -1,979   -2,209     -220       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      3.3      3.8     75.3     92.8     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        1        4       24       21       32       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,122
COMMITMENTS
      50    2,895       51   41,687   38,693   41,788   41,639      334      483

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,244)
     -46     -115        0   -2,403   -2,104   -2,449   -2,219      205      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      6.9      0.1     99.0     91.9     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       14       13       16       16                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,878
COMMITMENTS
      51    2,045        0   35,822   33,753   35,873   35,798        5       80

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,241)
       0     -170        0   -2,236   -2,066   -2,236   -2,236       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      5.7      0.0     99.8     94.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       14       17       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,331
COMMITMENTS
   2,367    1,375       80   26,474   27,876   28,921   29,331      410        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,861)
    -198      -25        0   -1,547   -1,836   -1,745   -1,861     -116        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      4.7      0.3     90.3     95.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        1        2       24       18       31       21                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,240
COMMITMENTS
     765       75      370   20,610   21,705   21,745   22,150      495       90

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,232)
    -200      -35        0     -955   -1,172   -1,155   -1,207      -77      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.3      1.7     92.7     97.6     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       15       18       19       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       47,758
COMMITMENTS
   1,449    6,658      310   45,818   40,769   47,577   47,737      181       21

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -3,183)
     198      -60     -125   -3,242   -2,998   -3,169   -3,183      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     13.9      0.6     95.9     85.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        2       26       23       30       28                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       36,284
COMMITMENTS
     125    2,889      161   35,712   33,209   35,998   36,259      286       25

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,538)
       0      331     -381   -2,163   -2,473   -2,544   -2,523        6      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      8.0      0.4     98.4     91.5     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       22       18       25       20                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,896
COMMITMENTS
       0      825        0   20,736   20,050   20,736   20,875      160       21

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -599)
       0      -25        0     -589     -595     -589     -620      -10       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.9      0.0     99.2     96.0     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       15       12       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,705
COMMITMENTS
   1,095       50        0   12,425   13,655   13,520   13,705      185        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        900)
    -300        0        0    1,035      910      735      910      165      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      0.4      0.0     90.7     99.6     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       17       10       21       11                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,565
COMMITMENTS
     895       50        0   12,485   13,515   13,380   13,565      185        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        725)
    -280        0        0      840      735      560      735      165      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      0.4      0.0     92.0     99.6     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       17       10       21       11                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      265,322
COMMITMENTS
       0   12,544   31,859  233,037  220,706  264,896  265,109      426      213

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -3,250)
       0     -557       60   -3,270   -2,732   -3,210   -3,230      -40      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7     12.0     87.8     83.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       15       14       17       16                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,460
COMMITMENTS
     255        0        0   18,875   18,890   19,130   18,890      330      570

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:         70)
     -85        0        0       45       80      -40       80      110      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     97.0     97.1     98.3     97.1      1.7      2.9

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 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,960
COMMITMENTS
     175      200        0   19,529   19,760   19,704   19,960      256        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,995)
      25     -280      -75   -2,018   -1,640   -2,068   -1,995       73        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      0.0     97.8     99.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       14       14       16       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,155
COMMITMENTS
     175        0        0   17,664   18,155   17,839   18,155      316        0

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,070)
      25     -280      -75   -2,058   -1,715   -2,108   -2,070       38        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     97.3    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       13       12       15       12                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,265
COMMITMENTS
     660        0        0    5,380    6,215    6,040    6,215      225       50

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -595)
       0      -50        0     -810     -530     -810     -580      215      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      0.0      0.0     85.9     99.2     96.4     99.2      3.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       14       14       14                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        5,765
COMMITMENTS
       0        0        0    5,640    5,715    5,640    5,715      125       50

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -450)
       0      -50        0     -565     -385     -565     -435      115      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.8     99.1     97.8     99.1      2.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       14       13       14                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,116
COMMITMENTS
     900    1,925        0   23,797   23,146   24,697   25,071      419       45

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,053)
     528     -785        0   -1,600     -268   -1,072   -1,053       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      7.7      0.0     94.7     92.2     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       16       18       18       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,754
COMMITMENTS
     900    1,925        0   24,432   23,784   25,332   25,709      422       45

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -878)
     528     -735      -45   -1,434      -98     -951     -878       73        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      7.5      0.0     94.9     92.4     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       17       20       19       22                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      111,284
COMMITMENTS
   3,160    1,140    2,405  105,454  107,484  111,019  111,029      265      255

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -8,569)
    -367      325     -713   -7,471   -8,336   -8,551   -8,724      -18      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      1.0      2.2     94.8     96.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        5        5       33       30       41       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      124,807
COMMITMENTS
   3,540    2,573    1,427  119,595  120,802  124,562  124,802      245        5

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -10,119)
    -552   -1,508     -504   -9,053   -8,102  -10,109  -10,114      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      2.1      1.1     95.8     96.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        6        5       35       31       44       40                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      260,369
COMMITMENTS
  31,134   11,653   14,310  214,570  234,392  260,014  260,355      356       15

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -14,582)
   1,103   -1,885   -2,265  -13,407  -10,433  -14,569  -14,583      -13        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      4.5      5.5     82.4     90.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       16       21       42       45       73       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,602
COMMITMENTS
   2,683      150      175   30,470   33,262   33,328   33,587      274       15

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,687)
    -855     -175       55   -1,870   -2,562   -2,670   -2,682      -17       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      0.4      0.5     90.7     99.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       22       12       25       15                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,968
COMMITMENTS
   1,588       50      950   29,156   30,953   31,694   31,953      274       15

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,102)
    -815     -150       90   -1,360   -2,037   -2,085   -2,097      -17       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.2      3.0     91.2     96.8     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       22       11       26       14                  
 
 
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV                 Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        3,961
COMMITMENTS
      41      458      271    2,808    2,694    3,120    3,423      841      538

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -858)
    -182       25     -125     -517     -748     -824     -848      -34      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     11.6      6.8     70.9     68.0     78.8     86.4     21.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        6       15       17       21       24                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       40,811
COMMITMENTS
   2,695      736       65   36,874   38,632   39,634   39,433    1,177    1,378

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,563)
    -660       26      -41   -4,643   -5,031   -5,344   -5,046     -219     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      1.8      0.2     90.4     94.7     97.1     96.6      2.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        3        3       24       29       31       33                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,353
COMMITMENTS
   1,280      225      107   10,851   11,066   12,238   11,398      115      955

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,401)
     -15        0       67   -2,420   -2,407   -2,368   -2,340      -33      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      1.8      0.9     87.8     89.6     99.1     92.3      0.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       12       18       15       20                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,410
COMMITMENTS
     331      135      289   10,224   10,366   10,844   10,790      566      620

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,783)
    -344     -150      -42   -1,311   -1,566   -1,697   -1,758      -86      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.2      2.5     89.6     90.9     95.0     94.6      5.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        2       24       24       29       27                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       13,479
COMMITMENTS
     260      544       88   13,001   12,627   13,349   13,259      130      220

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,817)
    -355     -232        0   -1,462   -1,550   -1,817   -1,782        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      4.0      0.7     96.5     93.7     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        1       14       19       18       23                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       71,850
COMMITMENTS
   6,034    3,225    3,072   58,773   61,162   67,879   67,459    3,971    4,391

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -9,784)
     723   -1,100     -983   -9,188   -7,308   -9,448   -9,391     -336     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      4.5      4.3     81.8     85.1     94.5     93.9      5.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       11       16       48       49       70       68                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       42,800
COMMITMENTS
   4,615        0        0   37,260   39,560   41,875   39,560      925    3,240

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        620)
     225        0     -135      530    1,485      620    1,350        0     -730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      0.0      0.0     87.1     92.4     97.8     92.4      2.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        0       22       23       25       24                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       12,235
COMMITMENTS
     260    1,215      360   11,435   10,310   12,055   11,885      180      350

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      110      110      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      9.9      2.9     93.5     84.3     98.5     97.1      1.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       14       15       17       18                  



Updated March 9, 2018