CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 6,824: 325 125 0 6,454 6,693 6,779 6,818: 45 6 Old : 6,824: 325 125 0 6,454 6,693 6,779 6,818: 45 6 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 20: 0 0 0 0 20 0 20: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 1.8 0.0 94.6 98.1 99.3 99.9: 0.7 0.1 Old : 100.0: 4.8 1.8 0.0 94.6 98.1 99.3 99.9: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 2 0 7 8 11 10: Old : 20: 4 2 0 7 8 11 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 90.0 86.8 97.0 98.4 90.0 84.0 95.2 95.6 Old : 90.0 86.8 97.0 98.4 90.0 84.0 95.2 95.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 50,796: 17,306 25,123 20 33,470 25,653 50,796 50,796: 0 0 Old : 50,796: 17,306 25,123 20 33,470 25,653 50,796 50,796: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 200: 200 -100 0 0 300 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 49.5 0.0 65.9 50.5 100.0 100.0: 0.0 0.0 Old : 100.0: 34.1 49.5 0.0 65.9 50.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 6 8 2 10 7 18 15: Old : 27: 6 8 2 10 7 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 59.9 89.1 86.7 62.2 56.2 89.1 83.0 Old : 62.2 59.9 89.1 86.7 62.2 56.2 89.1 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 49,371: 5,807 7,849 1,357 42,166 40,165 49,330 49,371: 41 0 Old : 49,371: 5,807 7,849 1,357 42,166 40,165 49,330 49,371: 41 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 1,820: 1,904 -137 2 -86 1,955 1,820 1,820: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 15.9 2.7 85.4 81.4 99.9 100.0: 0.1 0.0 Old : 100.0: 11.8 15.9 2.7 85.4 81.4 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 7 11 7 11 14 25 25: Old : 36: 7 11 7 11 14 25 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 55.2 90.3 76.8 54.9 44.9 70.1 61.9 Old : 68.5 55.2 90.3 76.8 54.9 44.9 70.1 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 38,784: 6,639 896 0 32,145 37,888 38,784 38,784: 0 0 Old : 38,784: 6,639 896 0 32,145 37,888 38,784 38,784: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 2.3 0.0 82.9 97.7 100.0 100.0: 0.0 0.0 Old : 100.0: 17.1 2.3 0.0 82.9 97.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 4 0 9 10 11 14: Old : 21: 2 4 0 9 10 11 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.6 86.3 97.8 96.7 81.0 86.3 91.9 92.9 Old : 83.6 86.3 97.8 96.7 81.0 86.3 91.9 92.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 37,030: 6,875 17,633 75 30,080 19,322 37,030 37,030: 0 0 Old : 37,030: 6,875 17,633 75 30,080 19,322 37,030 37,030: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -462: -300 -100 -162 0 -200 -462 -462: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 47.6 0.2 81.2 52.2 100.0 100.0: 0.0 0.0 Old : 100.0: 18.6 47.6 0.2 81.2 52.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 6 6 2 8 6 14 14: Old : 23: 6 6 2 8 6 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.0 69.4 94.2 91.0 80.0 67.7 94.1 88.7 Old : 80.0 69.4 94.2 91.0 80.0 67.7 94.1 88.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 25,942: 4,657 7,705 0 21,285 18,237 25,942 25,942: 0 0 Old : 25,942: 4,657 7,705 0 21,285 18,237 25,942 25,942: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 650: 500 50 0 150 600 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 29.7 0.0 82.0 70.3 100.0 100.0: 0.0 0.0 Old : 100.0: 18.0 29.7 0.0 82.0 70.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 5 6 0 7 4 12 10: Old : 22: 5 6 0 7 4 12 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 74.3 96.4 95.6 76.8 74.3 96.4 95.6 Old : 76.8 74.3 96.4 95.6 76.8 74.3 96.4 95.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 28,256: 13,900 13,495 600 13,756 14,161 28,256 28,256: 0 0 Old : 28,256: 13,900 13,495 600 13,756 14,161 28,256 28,256: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -750: -100 0 0 -650 -750 -750 -750: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.2 47.8 2.1 48.7 50.1 100.0 100.0: 0.0 0.0 Old : 100.0: 49.2 47.8 2.1 48.7 50.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 6 5 2 7 7 14 13: Old : 24: 6 5 2 7 7 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.5 62.5 83.6 90.4 57.8 62.5 82.9 85.8 Old : 58.5 62.5 83.6 90.4 57.8 62.5 82.9 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 19,845: 9,245 6,407 100 10,500 13,338 19,845 19,845: 0 0 Old : 19,845: 9,245 6,407 100 10,500 13,338 19,845 19,845: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -100: 0 0 0 -100 -100 -100 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 32.3 0.5 52.9 67.2 100.0 100.0: 0.0 0.0 Old : 100.0: 46.6 32.3 0.5 52.9 67.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 7 4 1 7 5 15 9: Old : 23: 7 4 1 7 5 15 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 62.7 84.3 95.9 59.5 62.7 84.3 95.4 Old : 59.5 62.7 84.3 95.9 59.5 62.7 84.3 95.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 29,374: 755 3,466 450 28,169 25,458 29,374 29,374: 0 0 Old : 29,374: 755 3,466 450 28,169 25,458 29,374 29,374: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 5,082: 0 -25 350 4,732 4,772 5,082 5,097: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 11.8 1.5 95.9 86.7 100.0 100.0: 0.0 0.0 Old : 100.0: 2.6 11.8 1.5 95.9 86.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 8 2 11 12 14 21: Old : 28: 2 8 2 11 12 14 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.8 49.9 94.3 77.4 66.8 37.2 72.5 57.6 Old : 78.8 49.9 94.3 77.4 66.8 37.2 72.5 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 5,264,737: 1,034,307 34,727 705,941 3,486,632 4,511,792 5,226,880 5,252,460: 37,857 12,277 Old : 5,264,737: 1,034,307 34,727 705,941 3,486,632 4,511,792 5,226,880 5,252,460: 37,857 12,277 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 41,039: 77,223 -10,927 -17,120 -19,133 69,355 40,970 41,308: 69 -269 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 0.7 13.4 66.2 85.7 99.3 99.8: 0.7 0.2 Old : 100.0: 19.6 0.7 13.4 66.2 85.7 99.3 99.8: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 225: 65 17 58 130 117 205 182: Old : 225: 65 17 58 130 117 205 182: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.3 36.0 41.1 51.6 23.0 35.2 34.2 46.8 Old : 26.3 36.0 41.1 51.6 23.0 35.2 34.2 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 288,824: 53,867 134,825 58,430 173,486 95,035 285,783 288,290: 3,041 534 Old : 288,824: 53,867 134,825 58,430 173,486 95,035 285,783 288,290: 3,041 534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 6,037: 2,844 4,834 -2,206 5,146 2,969 5,784 5,597: 253 440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 46.7 20.2 60.1 32.9 98.9 99.8: 1.1 0.2 Old : 100.0: 18.7 46.7 20.2 60.1 32.9 98.9 99.8: 1.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 8 13 14 28 24 45 42: Old : 54: 8 13 14 28 24 45 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 72.8 70.0 84.7 43.0 57.9 52.3 63.7 Old : 56.2 72.8 70.0 84.7 43.0 57.9 52.3 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 222,045: 6,261 8,654 2,362 197,100 207,493 205,723 218,509: 16,322 3,536 Old : 222,045: 6,261 8,654 2,362 197,100 207,493 205,723 218,509: 16,322 3,536 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -3,842: -1,298 1,927 -526 771 -3,909 -1,053 -2,508: -2,789 -1,334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 3.9 1.1 88.8 93.4 92.6 98.4: 7.4 1.6 Old : 100.0: 2.8 3.9 1.1 88.8 93.4 92.6 98.4: 7.4 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 2 3 2 32 32 35 36: Old : 45: 2 3 2 32 32 35 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 56.6 64.1 78.5 44.8 47.0 53.6 62.4 Old : 49.6 56.6 64.1 78.5 44.8 47.0 53.6 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 97,033: 2,094 0 28 90,667 93,754 92,789 93,782: 4,244 3,251 Old : 97,033: 2,094 0 28 90,667 93,754 92,789 93,782: 4,244 3,251 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -5,609: -804 0 28 -5,759 -4,381 -6,535 -4,353: 926 -1,256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.0 0.0 93.4 96.6 95.6 96.6: 4.4 3.4 Old : 100.0: 2.2 0.0 0.0 93.4 96.6 95.6 96.6: 4.4 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 0 1 27 31 29 32: Old : 37: 2 0 1 27 31 29 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 46.4 76.4 66.9 53.2 45.9 67.5 62.4 Old : 54.6 46.4 76.4 66.9 53.2 45.9 67.5 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 256,201: 1,687 0 2,404 242,207 246,248 246,298 248,652: 9,903 7,549 Old : 256,201: 1,687 0 2,404 242,207 246,248 246,298 248,652: 9,903 7,549 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 2,595: 927 -1,144 255 3,734 3,594 4,916 2,705: -2,321 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.9 94.5 96.1 96.1 97.1: 3.9 2.9 Old : 100.0: 0.7 0.0 0.9 94.5 96.1 96.1 97.1: 3.9 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 0 1 29 29 31 30: Old : 38: 2 0 1 29 29 31 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 53.9 79.0 76.9 56.5 53.2 67.3 70.5 Old : 65.2 53.9 79.0 76.9 56.5 53.2 67.3 70.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 912,219: 0 18,642 6,796 892,267 878,957 899,063 904,395: 13,156 7,824 Old : 912,219: 0 18,642 6,796 892,267 878,957 899,063 904,395: 13,156 7,824 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 1,546: -473 1,070 -1,035 2,314 794 806 829: 740 717 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.7 97.8 96.4 98.6 99.1: 1.4 0.9 Old : 100.0: 0.0 2.0 0.7 97.8 96.4 98.6 99.1: 1.4 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 0 3 3 50 32 53 35: Old : 56: 0 3 3 50 32 53 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.6 62.5 60.4 81.6 37.8 62.2 56.5 77.4 Old : 40.6 62.5 60.4 81.6 37.8 62.2 56.5 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 393,541: 5,701 0 848 372,444 385,114 378,993 385,962: 14,548 7,579 Old : 393,541: 5,701 0 848 372,444 385,114 378,993 385,962: 14,548 7,579 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -13,706: 0 0 -82 -12,538 -11,968 -12,620 -12,050: -1,086 -1,656 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.2 94.6 97.9 96.3 98.1: 3.7 1.9 Old : 100.0: 1.4 0.0 0.2 94.6 97.9 96.3 98.1: 3.7 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 2 0 1 39 46 41 47: Old : 61: 2 0 1 39 46 41 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 38.4 75.3 58.2 53.0 36.3 64.6 53.4 Old : 55.7 38.4 75.3 58.2 53.0 36.3 64.6 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 379,791: 140 0 689 363,851 373,089 364,680 373,778: 15,111 6,013 Old : 379,791: 140 0 689 363,851 373,089 364,680 373,778: 15,111 6,013 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -23,245: -857 0 211 -20,780 -16,300 -21,426 -16,089: -1,819 -7,156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.2 95.8 98.2 96.0 98.4: 4.0 1.6 Old : 100.0: 0.0 0.0 0.2 95.8 98.2 96.0 98.4: 4.0 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 1 0 1 40 41 41 42: Old : 51: 1 0 1 40 41 41 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 46.0 67.4 69.7 45.4 44.9 58.1 62.8 Old : 49.9 46.0 67.4 69.7 45.4 44.9 58.1 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 223,109: 3,711 2,389 300 211,683 211,164 215,694 213,853: 7,415 9,256 Old : 223,109: 3,711 2,389 300 211,683 211,164 215,694 213,853: 7,415 9,256 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -3,110: 1,192 -2,231 -705 -1,815 1,144 -1,328 -1,792: -1,782 -1,318 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 1.1 0.1 94.9 94.6 96.7 95.9: 3.3 4.1 Old : 100.0: 1.7 1.1 0.1 94.9 94.6 96.7 95.9: 3.3 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 1 3 2 32 29 34 33: Old : 45: 1 3 2 32 29 34 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 41.2 76.3 69.6 52.6 41.1 66.1 61.7 Old : 53.9 41.2 76.3 69.6 52.6 41.1 66.1 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 70,809: 732 590 1,181 63,654 60,647 65,567 62,418: 5,242 8,391 Old : 70,809: 732 590 1,181 63,654 60,647 65,567 62,418: 5,242 8,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -10,194: -169 0 -1,222 -8,674 -10,236 -10,065 -11,458: -129 1,264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.8 1.7 89.9 85.6 92.6 88.1: 7.4 11.9 Old : 100.0: 1.0 0.8 1.7 89.9 85.6 92.6 88.1: 7.4 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 1 1 21 22 22 24: Old : 31: 1 1 1 21 22 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 42.0 74.4 61.7 52.8 41.0 67.1 57.5 Old : 56.4 42.0 74.4 61.7 52.8 41.0 67.1 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 16,258: 0 0 0 15,074 15,928 15,074 15,928: 1,184 330 Old : 16,258: 0 0 0 15,074 15,928 15,074 15,928: 1,184 330 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -9,145: -1,013 0 0 -8,490 -7,626 -9,503 -7,626: 358 -1,519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 92.7 98.0 92.7 98.0: 7.3 2.0 Old : 100.0: 0.0 0.0 0.0 92.7 98.0 92.7 98.0: 7.3 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 9 14 9 14: Old : 21: 0 0 0 9 14 9 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.3 54.3 92.0 77.6 80.3 54.3 90.1 77.5 Old : 80.3 54.3 92.0 77.6 80.3 54.3 90.1 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 115,985: 1,890 8 1,157 105,237 111,003 108,284 112,168: 7,701 3,817 Old : 115,985: 1,890 8 1,157 105,237 111,003 108,284 112,168: 7,701 3,817 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -6,423: 335 -574 -66 -7,358 -4,148 -7,089 -4,788: 666 -1,635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.0 1.0 90.7 95.7 93.4 96.7: 6.6 3.3 Old : 100.0: 1.6 0.0 1.0 90.7 95.7 93.4 96.7: 6.6 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 2 18 16 20 18: Old : 26: 1 1 2 18 16 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 68.2 77.1 90.7 52.7 66.3 70.5 80.5 Old : 54.9 68.2 77.1 90.7 52.7 66.3 70.5 80.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 156,909: 1,108 0 0 147,903 155,057 149,011 155,057: 7,898 1,852 Old : 156,909: 1,108 0 0 147,903 155,057 149,011 155,057: 7,898 1,852 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -7,066: 223 0 0 -6,901 -5,252 -6,678 -5,252: -388 -1,814 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.0 94.3 98.8 95.0 98.8: 5.0 1.2 Old : 100.0: 0.7 0.0 0.0 94.3 98.8 95.0 98.8: 5.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 0 0 24 27 25 27: Old : 36: 1 0 0 24 27 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 72.6 71.6 85.9 54.2 72.4 69.3 85.5 Old : 56.3 72.6 71.6 85.9 54.2 72.4 69.3 85.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 86,063: 0 0 0 83,046 81,760 83,046 81,760: 3,017 4,303 Old : 86,063: 0 0 0 83,046 81,760 83,046 81,760: 3,017 4,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 1,672: 0 0 0 2,678 1,814 2,678 1,814: -1,006 -142 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.5 95.0 96.5 95.0: 3.5 5.0 Old : 100.0: 0.0 0.0 0.0 96.5 95.0 96.5 95.0: 3.5 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 17 14 17 14: Old : 23: 0 0 0 17 14 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.5 57.7 88.9 84.4 59.9 51.8 71.0 69.2 Old : 66.5 57.7 88.9 84.4 59.9 51.8 71.0 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 12,152: 780 0 0 10,922 11,638 11,702 11,638: 450 514 Old : 12,152: 780 0 0 10,922 11,638 11,702 11,638: 450 514 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -8,187: -2,204 0 -90 -5,422 -4,930 -7,716 -5,020: -471 -3,167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.0 0.0 89.9 95.8 96.3 95.8: 3.7 4.2 Old : 100.0: 6.4 0.0 0.0 89.9 95.8 96.3 95.8: 3.7 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 0 0 12 16 13 16: Old : 26: 1 0 0 12 16 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 57.9 83.6 79.7 62.8 53.9 82.7 75.8 Old : 63.3 57.9 83.6 79.7 62.8 53.9 82.7 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 557,399: 53,633 7,823 3,022 490,833 534,123 547,488 544,968: 9,911 12,431 Old : 557,399: 53,633 7,823 3,022 490,833 534,123 547,488 544,968: 9,911 12,431 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -23,568: -87 -270 -339 -20,007 -26,657 -20,433 -27,266: -3,135 3,698 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 1.4 0.5 88.1 95.8 98.2 97.8: 1.8 2.2 Old : 100.0: 9.6 1.4 0.5 88.1 95.8 98.2 97.8: 1.8 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 71: 7 4 8 51 47 62 55: Old : 71: 7 4 8 51 47 62 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 54.0 55.0 66.7 32.3 52.4 46.6 60.9 Old : 33.8 54.0 55.0 66.7 32.3 52.4 46.6 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 122,412: 4,024 3,618 1,604 114,194 106,574 119,822 111,796: 2,590 10,616 Old : 122,412: 4,024 3,618 1,604 114,194 106,574 119,822 111,796: 2,590 10,616 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -5,346: -23 -2,052 332 -4,667 -4,934 -4,358 -6,654: -988 1,308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 3.0 1.3 93.3 87.1 97.9 91.3: 2.1 8.7 Old : 100.0: 3.3 3.0 1.3 93.3 87.1 97.9 91.3: 2.1 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 2 3 24 20 28 23: Old : 34: 2 2 3 24 20 28 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 43.9 61.3 69.9 28.6 40.3 44.7 52.3 Old : 36.2 43.9 61.3 69.9 28.6 40.3 44.7 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 14,911: 0 540 0 12,092 13,559 12,092 14,099: 2,819 812 Old : 14,911: 0 540 0 12,092 13,559 12,092 14,099: 2,819 812 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -3,737: 0 0 0 -4,534 -3,575 -4,534 -3,575: 797 -162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.6 0.0 81.1 90.9 81.1 94.6: 18.9 5.4 Old : 100.0: 0.0 3.6 0.0 81.1 90.9 81.1 94.6: 18.9 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 11 11 11 12: Old : 20: 0 1 0 11 11 11 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 63.6 76.2 86.7 46.6 53.9 58.1 71.9 Old : 64.6 63.6 76.2 86.7 46.6 53.9 58.1 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 69,577: 0 0 0 67,921 64,931 67,921 64,931: 1,656 4,646 Old : 69,577: 0 0 0 67,921 64,931 67,921 64,931: 1,656 4,646 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -6,485: 0 -1,990 0 -5,991 -5,081 -5,991 -7,071: -494 586 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.6 93.3 97.6 93.3: 2.4 6.7 Old : 100.0: 0.0 0.0 0.0 97.6 93.3 97.6 93.3: 2.4 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 16 18 16 18: Old : 22: 0 0 0 16 18 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.6 64.2 88.8 84.5 66.0 63.2 82.4 81.4 Old : 67.6 64.2 88.8 84.5 66.0 63.2 82.4 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 83,016: 0 0 0 82,252 80,941 82,252 80,941: 764 2,075 Old : 83,016: 0 0 0 82,252 80,941 82,252 80,941: 764 2,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -65,029: -30,510 -1,530 0 -28,947 -59,832 -59,457 -61,362: -5,572 -3,667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.1 97.5 99.1 97.5: 0.9 2.5 Old : 100.0: 0.0 0.0 0.0 99.1 97.5 99.1 97.5: 0.9 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 13 16 13 16: Old : 24: 0 0 0 13 16 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.1 78.6 95.0 91.4 76.5 78.6 90.6 87.3 Old : 78.1 78.6 95.0 91.4 76.5 78.6 90.6 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 108,449: 33,104 1,530 0 74,865 106,019 107,969 107,549: 480 900 Old : 108,449: 33,104 1,530 0 74,865 106,019 107,969 107,549: 480 900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -61,194: -15,652 -2,883 -2,480 -37,168 -50,153 -55,300 -55,516: -5,894 -5,678 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 1.4 0.0 69.0 97.8 99.6 99.2: 0.4 0.8 Old : 100.0: 30.5 1.4 0.0 69.0 97.8 99.6 99.2: 0.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 7 3 0 21 43 28 46: Old : 64: 7 3 0 21 43 28 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 57.1 73.6 71.9 39.9 54.8 63.7 64.4 Old : 47.3 57.1 73.6 71.9 39.9 54.8 63.7 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 140,075: 0 248 0 139,532 136,059 139,532 136,307: 543 3,768 Old : 140,075: 0 248 0 139,532 136,059 139,532 136,307: 543 3,768 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -14,229: 0 248 0 -13,574 -15,203 -13,574 -14,955: -655 726 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.0 99.6 97.1 99.6 97.3: 0.4 2.7 Old : 100.0: 0.0 0.2 0.0 99.6 97.1 99.6 97.3: 0.4 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 0 16 18 16 19: Old : 28: 0 1 0 16 18 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.7 76.1 94.5 93.2 62.7 66.7 77.9 75.3 Old : 77.7 76.1 94.5 93.2 62.7 66.7 77.9 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 245,053: 0 676 1,351 235,740 234,362 237,091 236,389: 7,962 8,664 Old : 245,053: 0 676 1,351 235,740 234,362 237,091 236,389: 7,962 8,664 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -6,170: 0 363 -61 -6,919 -6,024 -6,980 -5,722: 810 -448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.6 96.2 95.6 96.8 96.5: 3.2 3.5 Old : 100.0: 0.0 0.3 0.6 96.2 95.6 96.8 96.5: 3.2 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 0 1 1 36 38 37 39: Old : 45: 0 1 1 36 38 37 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 47.9 70.4 65.4 45.1 39.9 60.0 50.3 Old : 53.3 47.9 70.4 65.4 45.1 39.9 60.0 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 105,260: 0 440 1,874 101,015 101,885 102,889 104,199: 2,371 1,061 Old : 105,260: 0 440 1,874 101,015 101,885 102,889 104,199: 2,371 1,061 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -11,743: 0 -1,604 -146 -11,999 -9,399 -12,145 -11,149: 402 -594 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.4 1.8 96.0 96.8 97.7 99.0: 2.3 1.0 Old : 100.0: 0.0 0.4 1.8 96.0 96.8 97.7 99.0: 2.3 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 1 1 22 24 23 25: Old : 31: 0 1 1 22 24 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 47.1 78.6 68.9 43.4 40.3 59.2 53.8 Old : 54.4 47.1 78.6 68.9 43.4 40.3 59.2 53.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 131,873: 9,016 0 413 113,836 125,363 123,265 125,776: 8,608 6,097 Old : 131,873: 9,016 0 413 113,836 125,363 123,265 125,776: 8,608 6,097 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -5,020: -223 0 -623 -4,604 -5,913 -5,450 -6,536: 430 1,516 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 0.0 0.3 86.3 95.1 93.5 95.4: 6.5 4.6 Old : 100.0: 6.8 0.0 0.3 86.3 95.1 93.5 95.4: 6.5 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 0 1 20 15 22 16: Old : 26: 2 0 1 20 15 22 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 77.2 73.5 90.6 44.8 74.1 64.1 80.0 Old : 48.8 77.2 73.5 90.6 44.8 74.1 64.1 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 123,705: 217 0 0 116,056 120,613 116,273 120,613: 7,432 3,092 Old : 123,705: 217 0 0 116,056 120,613 116,273 120,613: 7,432 3,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,540: 217 0 0 -987 -1,259 -770 -1,259: -770 -281 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 93.8 97.5 94.0 97.5: 6.0 2.5 Old : 100.0: 0.2 0.0 0.0 93.8 97.5 94.0 97.5: 6.0 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 0 20 19 21 19: Old : 24: 1 0 0 20 19 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 77.2 82.0 92.1 59.1 74.7 79.2 87.4 Old : 61.5 77.2 82.0 92.1 59.1 74.7 79.2 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 130,877: 0 0 0 121,430 128,420 121,430 128,420: 9,447 2,457 Old : 130,877: 0 0 0 121,430 128,420 121,430 128,420: 9,447 2,457 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 5,141: -780 -627 0 4,247 6,918 3,467 6,291: 1,674 -1,150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 92.8 98.1 92.8 98.1: 7.2 1.9 Old : 100.0: 0.0 0.0 0.0 92.8 98.1 92.8 98.1: 7.2 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 21 19 21 19: Old : 26: 0 0 0 21 19 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 58.2 76.9 81.3 47.0 52.1 61.6 67.1 Old : 56.7 58.2 76.9 81.3 47.0 52.1 61.6 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 148,251: 496 359 8,341 130,870 132,163 139,707 140,863: 8,544 7,388 Old : 148,251: 496 359 8,341 130,870 132,163 139,707 140,863: 8,544 7,388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -12,804: 496 -3,666 -74 -11,348 -10,415 -10,926 -14,155: -1,878 1,351 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.2 5.6 88.3 89.1 94.2 95.0: 5.8 5.0 Old : 100.0: 0.3 0.2 5.6 88.3 89.1 94.2 95.0: 5.8 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 1 2 35 27 38 29: Old : 42: 1 1 2 35 27 38 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 67.3 59.0 79.1 33.0 60.9 45.4 66.8 Old : 42.3 67.3 59.0 79.1 33.0 60.9 45.4 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 15,397: 750 0 0 13,134 14,763 13,884 14,763: 1,513 634 Old : 15,397: 750 0 0 13,134 14,763 13,884 14,763: 1,513 634 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -6,634: -1,116 0 0 -4,646 -6,286 -5,762 -6,286: -872 -348 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 0.0 0.0 85.3 95.9 90.2 95.9: 9.8 4.1 Old : 100.0: 4.9 0.0 0.0 85.3 95.9 90.2 95.9: 9.8 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 0 0 14 12 16 12: Old : 24: 2 0 0 14 12 16 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 76.0 75.4 91.3 61.6 74.4 75.0 89.8 Old : 61.8 76.0 75.4 91.3 61.6 74.4 75.0 89.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 29,972: 0 0 0 28,066 29,158 28,066 29,158: 1,906 814 Old : 29,972: 0 0 0 28,066 29,158 28,066 29,158: 1,906 814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -11,346: 0 -310 0 -6,010 -8,897 -6,010 -9,207: -5,336 -2,139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.6 97.3 93.6 97.3: 6.4 2.7 Old : 100.0: 0.0 0.0 0.0 93.6 97.3 93.6 97.3: 6.4 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 12 13 12: Old : 20: 0 0 0 13 12 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.6 78.7 89.3 92.4 73.1 75.3 79.6 84.7 Old : 77.6 78.7 89.3 92.4 73.1 75.3 79.6 84.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 186,605: 10,626 3,031 645 167,540 172,886 178,811 176,562: 7,794 10,043 Old : 186,605: 10,626 3,031 645 167,540 172,886 178,811 176,562: 7,794 10,043 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -9,456: 0 -2,237 92 -9,867 -6,974 -9,775 -9,119: 319 -337 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 1.6 0.3 89.8 92.6 95.8 94.6: 4.2 5.4 Old : 100.0: 5.7 1.6 0.3 89.8 92.6 95.8 94.6: 4.2 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 3 2 32 30 35 33: Old : 42: 1 3 2 32 30 35 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 50.6 66.1 68.3 44.8 47.9 63.2 63.6 Old : 46.5 50.6 66.1 68.3 44.8 47.9 63.2 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 102,608: 852 0 248 97,129 96,280 98,229 96,528: 4,379 6,080 Old : 102,608: 852 0 248 97,129 96,280 98,229 96,528: 4,379 6,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -7,093: 852 0 248 -7,555 -5,815 -6,455 -5,567: -638 -1,526 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.2 94.7 93.8 95.7 94.1: 4.3 5.9 Old : 100.0: 0.8 0.0 0.2 94.7 93.8 95.7 94.1: 4.3 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 0 1 22 25 23 26: Old : 34: 1 0 1 22 25 23 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 43.7 70.3 69.8 41.7 39.9 58.4 59.2 Old : 45.8 43.7 70.3 69.8 41.7 39.9 58.4 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 86,697: 248 0 0 78,868 83,130 79,116 83,130: 7,581 3,567 Old : 86,697: 248 0 0 78,868 83,130 79,116 83,130: 7,581 3,567 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 1,616: -750 0 0 2,688 1,403 1,938 1,403: -322 213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 91.0 95.9 91.3 95.9: 8.7 4.1 Old : 100.0: 0.3 0.0 0.0 91.0 95.9 91.3 95.9: 8.7 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 0 0 24 17 25 17: Old : 31: 1 0 0 24 17 25 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 68.9 65.2 89.7 33.1 65.8 54.9 78.0 Old : 39.6 68.9 65.2 89.7 33.1 65.8 54.9 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 73,295: 3,052 0 428 64,887 67,828 68,367 68,256: 4,928 5,039 Old : 73,295: 3,052 0 428 64,887 67,828 68,367 68,256: 4,928 5,039 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -6,655: 90 0 0 -5,574 -5,598 -5,484 -5,598: -1,171 -1,057 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 0.6 88.5 92.5 93.3 93.1: 6.7 6.9 Old : 100.0: 4.2 0.0 0.6 88.5 92.5 93.3 93.1: 6.7 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 0 1 16 20 18 21: Old : 28: 2 0 1 16 20 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.7 57.8 71.0 77.5 44.9 49.7 62.8 61.8 Old : 48.7 57.8 71.0 77.5 44.9 49.7 62.8 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 20,050: 526 0 0 19,280 19,476 19,806 19,476: 244 574 Old : 20,050: 526 0 0 19,280 19,476 19,806 19,476: 244 574 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -8,806: -1,240 0 0 -5,836 -4,949 -7,076 -4,949: -1,730 -3,857 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 0.0 96.2 97.1 98.8 97.1: 1.2 2.9 Old : 100.0: 2.6 0.0 0.0 96.2 97.1 98.8 97.1: 1.2 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 11 16 12 16: Old : 27: 1 0 0 11 16 12 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.5 74.3 90.3 85.1 76.5 74.3 89.4 85.1 Old : 76.5 74.3 90.3 85.1 76.5 74.3 89.4 85.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MM Btus : : : : All : 126,048: 0 0 0 115,687 120,285 115,687 120,285: 10,361 5,763 Old : 126,048: 0 0 0 115,687 120,285 115,687 120,285: 10,361 5,763 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -3,656: 0 0 0 -3,757 -1,617 -3,757 -1,617: 101 -2,039 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.8 95.4 91.8 95.4: 8.2 4.6 Old : 100.0: 0.0 0.0 0.0 91.8 95.4 91.8 95.4: 8.2 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 0 0 28 18 28 18: Old : 34: 0 0 0 28 18 28 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 65.3 66.3 82.4 42.7 63.3 62.9 75.8 Old : 43.3 65.3 66.3 82.4 42.7 63.3 62.9 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 70,737: 0 0 0 60,082 67,754 60,082 67,754: 10,655 2,983 Old : 70,737: 0 0 0 60,082 67,754 60,082 67,754: 10,655 2,983 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -7,468: 0 0 0 -8,478 -5,877 -8,478 -5,877: 1,010 -1,591 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 84.9 95.8 84.9 95.8: 15.1 4.2 Old : 100.0: 0.0 0.0 0.0 84.9 95.8 84.9 95.8: 15.1 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 16 17 16 17: Old : 22: 0 0 0 16 17 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 68.5 76.0 85.6 43.8 59.1 57.7 70.3 Old : 57.0 68.5 76.0 85.6 43.8 59.1 57.7 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 800 MWh) : : : : All : 79,236: 17,233 4,784 1,746 59,600 72,163 78,579 78,693: 657 543 Old : 79,236: 17,233 4,784 1,746 59,600 72,163 78,579 78,693: 657 543 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -8,297: -1,316 -1,737 -710 -5,045 -5,661 -7,071 -8,108: -1,226 -189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 6.0 2.2 75.2 91.1 99.2 99.3: 0.8 0.7 Old : 100.0: 21.7 6.0 2.2 75.2 91.1 99.2 99.3: 0.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 10 6 9 38 36 52 47: Old : 58: 10 6 9 38 36 52 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 33.1 61.2 56.0 34.6 27.4 45.1 43.0 Old : 43.9 33.1 61.2 56.0 34.6 27.4 45.1 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 MWh) : : : : All : 30,669: 1,000 425 550 29,119 29,694 30,669 30,669: 0 0 Old : 30,669: 1,000 425 550 29,119 29,694 30,669 30,669: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 1,080: -150 -100 450 780 730 1,080 1,080: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 1.4 1.8 94.9 96.8 100.0 100.0: 0.0 0.0 Old : 100.0: 3.3 1.4 1.8 94.9 96.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 5 3 5 24 19 30 26: Old : 35: 5 3 5 24 19 30 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 53.3 73.8 85.1 38.5 49.0 50.4 56.6 Old : 47.5 53.3 73.8 85.1 38.5 49.0 50.4 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 21,454: 450 150 475 20,505 20,589 21,430 21,214: 24 240 Old : 21,454: 450 150 475 20,505 20,589 21,430 21,214: 24 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 0: -200 0 75 125 -75 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 0.7 2.2 95.6 96.0 99.9 98.9: 0.1 1.1 Old : 100.0: 2.1 0.7 2.2 95.6 96.0 99.9 98.9: 0.1 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 1 2 19 16 22 18: Old : 27: 2 1 2 19 16 22 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 56.6 80.4 83.4 55.3 42.7 62.6 60.5 Old : 61.9 56.6 80.4 83.4 55.3 42.7 62.6 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 Megawatt Hours) : : : : All : 171,719: 9,370 33,746 3,794 158,519 134,169 171,683 171,709: 36 10 Old : 171,719: 9,370 33,746 3,794 158,519 134,169 171,683 171,709: 36 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -7,214: 545 -407 -379 -7,269 -4,532 -7,103 -5,318: -111 -1,896 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 19.7 2.2 92.3 78.1 100.0 100.0: 0.0 0.0 Old : 100.0: 5.5 19.7 2.2 92.3 78.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 7 8 5 40 39 49 50: Old : 60: 7 8 5 40 39 49 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.0 40.6 57.5 70.1 31.5 33.9 46.7 52.5 Old : 36.0 40.6 57.5 70.1 31.5 33.9 46.7 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 Megawatt Hours) : : : : All : 55,202: 1,302 6,623 1,025 52,853 47,549 55,180 55,197: 22 5 Old : 55,202: 1,302 6,623 1,025 52,853 47,549 55,180 55,197: 22 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,277: -549 252 125 -1,846 -2,654 -2,270 -2,277: -7 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 12.0 1.9 95.7 86.1 100.0 100.0: 0.0 0.0 Old : 100.0: 2.4 12.0 1.9 95.7 86.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 6 7 4 18 22 27 30: Old : 37: 6 7 4 18 22 27 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.5 73.8 89.7 86.8 76.6 68.2 81.7 78.1 Old : 79.5 73.8 89.7 86.8 76.6 68.2 81.7 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 56,261: 350 3,325 660 55,148 51,961 56,158 55,946: 103 315 Old : 56,261: 350 3,325 660 55,148 51,961 56,158 55,946: 103 315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,407: 150 75 -225 -1,735 -2,257 -1,810 -2,407: -597 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 5.9 1.2 98.0 92.4 99.8 99.4: 0.2 0.6 Old : 100.0: 0.6 5.9 1.2 98.0 92.4 99.8 99.4: 0.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 2 3 27 28 31 31: Old : 37: 2 2 3 27 28 31 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 46.1 72.6 72.0 23.9 30.2 36.6 45.1 Old : 49.1 46.1 72.6 72.0 23.9 30.2 36.6 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 58,159: 1,615 1,035 190 55,991 56,704 57,796 57,929: 363 230 Old : 58,159: 1,615 1,035 190 55,991 56,704 57,796 57,929: 363 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -3,142: -100 -600 -50 -2,765 -2,368 -2,915 -3,018: -227 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 1.8 0.3 96.3 97.5 99.4 99.6: 0.6 0.4 Old : 100.0: 2.8 1.8 0.3 96.3 97.5 99.4 99.6: 0.6 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 6 2 27 26 29 33: Old : 38: 1 6 2 27 26 29 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 54.0 65.6 79.5 38.8 46.1 54.2 61.1 Old : 41.2 54.0 65.6 79.5 38.8 46.1 54.2 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 63,391: 775 17,400 0 62,201 45,832 62,976 63,232: 415 159 Old : 63,391: 775 17,400 0 62,201 45,832 62,976 63,232: 415 159 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -4,040: 0 0 0 -3,888 -3,675 -3,888 -3,675: -152 -365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 27.4 0.0 98.1 72.3 99.3 99.7: 0.7 0.3 Old : 100.0: 1.2 27.4 0.0 98.1 72.3 99.3 99.7: 0.7 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 1 1 0 28 27 29 28: Old : 37: 1 1 0 28 27 29 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 74.5 66.8 86.2 43.7 67.9 60.8 76.6 Old : 45.9 74.5 66.8 86.2 43.7 67.9 60.8 76.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 84,625: 1,255 24,400 0 83,024 59,950 84,279 84,350: 346 275 Old : 84,625: 1,255 24,400 0 83,024 59,950 84,279 84,350: 346 275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -5,667: 0 -650 0 -5,297 -4,887 -5,297 -5,537: -370 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 28.8 0.0 98.1 70.8 99.6 99.7: 0.4 0.3 Old : 100.0: 1.5 28.8 0.0 98.1 70.8 99.6 99.7: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 2 0 29 25 30 27: Old : 38: 1 2 0 29 25 30 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 70.0 67.4 85.2 46.7 68.0 65.1 78.6 Old : 47.8 70.0 67.4 85.2 46.7 68.0 65.1 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 32,147: 400 800 0 31,659 31,247 32,059 32,047: 88 100 Old : 32,147: 400 800 0 31,659 31,247 32,059 32,047: 88 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,727: -25 -50 0 -1,680 -1,667 -1,705 -1,717: -22 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 2.5 0.0 98.5 97.2 99.7 99.7: 0.3 0.3 Old : 100.0: 1.2 2.5 0.0 98.5 97.2 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 0 23 19 24 20: Old : 27: 1 1 0 23 19 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 69.5 69.6 83.0 31.9 54.1 47.6 55.7 Old : 43.2 69.5 69.6 83.0 31.9 54.1 47.6 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 36,415: 1,550 420 75 34,730 35,752 36,355 36,247: 60 168 Old : 36,415: 1,550 420 75 34,730 35,752 36,355 36,247: 60 168 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,276: -75 420 -50 -1,151 -1,514 -1,276 -1,144: 0 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 1.2 0.2 95.4 98.2 99.8 99.5: 0.2 0.5 Old : 100.0: 4.3 1.2 0.2 95.4 98.2 99.8 99.5: 0.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 1 1 22 23 25 25: Old : 31: 3 1 1 22 23 25 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 68.4 65.6 86.8 24.8 49.5 39.3 56.7 Old : 44.0 68.4 65.6 86.8 24.8 49.5 39.3 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 12,565: 800 300 0 11,765 12,265 12,565 12,565: 0 0 Old : 12,565: 800 300 0 11,765 12,265 12,565 12,565: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,300: 0 0 0 -1,300 -1,300 -1,300 -1,300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 2.4 0.0 93.6 97.6 100.0 100.0: 0.0 0.0 Old : 100.0: 6.4 2.4 0.0 93.6 97.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 0 17 13 18 14: Old : 21: 1 1 0 17 13 18 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.4 65.0 85.1 90.4 68.4 61.0 81.5 82.1 Old : 68.4 65.0 85.1 90.4 68.4 61.0 81.5 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 16,846: 1,700 1,982 300 14,641 14,269 16,641 16,551: 205 295 Old : 16,846: 1,700 1,982 300 14,641 14,269 16,641 16,551: 205 295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -4,236: -450 -1,106 -50 -3,726 -3,070 -4,226 -4,226: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 11.8 1.8 86.9 84.7 98.8 98.2: 1.2 1.8 Old : 100.0: 10.1 11.8 1.8 86.9 84.7 98.8 98.2: 1.2 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 3 1 21 22 24 26: Old : 32: 3 3 1 21 22 24 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 38.4 74.7 60.0 50.2 34.7 64.8 52.7 Old : 53.4 38.4 74.7 60.0 50.2 34.7 64.8 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,090: 0 170 305 9,400 9,475 9,705 9,950: 385 140 Old : 10,090: 0 170 305 9,400 9,475 9,705 9,950: 385 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -980: -175 20 -70 -775 -960 -1,020 -1,010: 40 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 3.0 93.2 93.9 96.2 98.6: 3.8 1.4 Old : 100.0: 0.0 1.7 3.0 93.2 93.9 96.2 98.6: 3.8 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 3 2 10 13 12 16: Old : 21: 0 3 2 10 13 12 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.8 66.5 89.2 89.5 68.9 61.5 77.2 75.1 Old : 70.8 66.5 89.2 89.5 68.9 61.5 77.2 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 40,013: 400 350 600 39,013 38,963 40,013 39,913: 0 100 Old : 40,013: 400 350 600 39,013 38,963 40,013 39,913: 0 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,645: -250 -75 0 -2,395 -2,560 -2,645 -2,635: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.9 1.5 97.5 97.4 100.0 99.8: 0.0 0.2 Old : 100.0: 1.0 0.9 1.5 97.5 97.4 100.0 99.8: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 2 1 25 22 26 25: Old : 32: 1 2 1 25 22 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 57.7 70.9 76.6 32.4 50.3 47.2 56.6 Old : 43.8 57.7 70.9 76.6 32.4 50.3 47.2 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 46,095: 1,200 1,500 0 44,575 44,525 45,775 46,025: 320 70 Old : 46,095: 1,200 1,500 0 44,575 44,525 45,775 46,025: 320 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,538: 125 25 -175 -2,488 -2,368 -2,538 -2,518: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 3.3 0.0 96.7 96.6 99.3 99.8: 0.7 0.2 Old : 100.0: 2.6 3.3 0.0 96.7 96.6 99.3 99.8: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 2 0 26 25 27 27: Old : 35: 1 2 0 26 25 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 62.2 70.2 83.7 42.2 57.9 62.1 76.8 Old : 48.4 62.2 70.2 83.7 42.2 57.9 62.1 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 49,947: 1,475 0 300 48,082 49,627 49,857 49,927: 90 20 Old : 49,947: 1,475 0 300 48,082 49,627 49,857 49,927: 90 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -3,501: -120 0 0 -2,491 -3,441 -2,611 -3,441: -890 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 0.0 0.6 96.3 99.4 99.8 100.0: 0.2 0.0 Old : 100.0: 3.0 0.0 0.6 96.3 99.4 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 0 1 21 12 24 13: Old : 28: 3 0 1 21 12 24 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 94.6 70.8 99.2 38.7 94.3 67.1 94.8 Old : 42.4 94.6 70.8 99.2 38.7 94.3 67.1 94.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 56,238: 2,105 2,000 175 53,803 54,043 56,083 56,218: 155 20 Old : 56,238: 2,105 2,000 175 53,803 54,043 56,083 56,218: 155 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -4,155: -65 -250 0 -3,325 -3,870 -3,390 -4,120: -765 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 3.6 0.3 95.7 96.1 99.7 100.0: 0.3 0.0 Old : 100.0: 3.7 3.6 0.3 95.7 96.1 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 1 1 22 13 25 15: Old : 29: 3 1 1 22 13 25 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 91.3 67.9 98.3 38.1 89.0 65.1 92.2 Old : 40.5 91.3 67.9 98.3 38.1 89.0 65.1 92.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 70,140: 155 1,847 19 69,903 67,969 70,077 69,835: 63 305 Old : 70,140: 155 1,847 19 69,903 67,969 70,077 69,835: 63 305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -4,344: -55 10 -60 -4,265 -4,271 -4,380 -4,321: 36 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 2.6 0.0 99.7 96.9 99.9 99.6: 0.1 0.4 Old : 100.0: 0.2 2.6 0.0 99.7 96.9 99.9 99.6: 0.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 2 1 31 26 33 28: Old : 40: 1 2 1 31 26 33 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 62.8 77.0 82.3 54.0 59.8 76.2 78.5 Old : 54.0 62.8 77.0 82.3 54.0 59.8 76.2 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 92,313: 5,716 3,954 1,625 84,856 86,455 92,197 92,034: 116 279 Old : 92,313: 5,716 3,954 1,625 84,856 86,455 92,197 92,034: 116 279 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -6,918: 60 -1,034 164 -7,178 -6,281 -6,954 -7,151: 36 233 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 4.3 1.8 91.9 93.7 99.9 99.7: 0.1 0.3 Old : 100.0: 6.2 4.3 1.8 91.9 93.7 99.9 99.7: 0.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 6 8 6 33 33 44 43: Old : 55: 6 8 6 33 33 44 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 59.2 65.9 77.6 42.4 52.9 60.7 68.4 Old : 43.8 59.2 65.9 77.6 42.4 52.9 60.7 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 30,372: 275 0 0 30,045 30,372 30,320 30,372: 52 0 Old : 30,372: 275 0 0 30,045 30,372 30,320 30,372: 52 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,638: 125 0 0 -2,771 -2,638 -2,646 -2,638: 8 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 0.0 98.9 100.0 99.8 100.0: 0.2 0.0 Old : 100.0: 0.9 0.0 0.0 98.9 100.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 0 13 12 15 12: Old : 20: 2 0 0 13 12 15 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.4 85.8 97.3 96.9 77.3 80.6 82.2 83.4 Old : 79.4 85.8 97.3 96.9 77.3 80.6 82.2 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 41,406: 943 4,675 189 39,905 36,297 41,037 41,161: 369 245 Old : 41,406: 943 4,675 189 39,905 36,297 41,037 41,161: 369 245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,318: -142 0 25 -2,170 -1,601 -2,287 -1,576: -31 -742 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 11.3 0.5 96.4 87.7 99.1 99.4: 0.9 0.6 Old : 100.0: 2.3 11.3 0.5 96.4 87.7 99.1 99.4: 0.9 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 3 3 24 17 27 22: Old : 30: 2 3 3 24 17 27 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 76.6 76.0 92.1 54.6 68.6 70.0 80.3 Old : 54.9 76.6 76.0 92.1 54.6 68.6 70.0 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 42,012: 3,320 1,400 1,850 36,387 38,457 41,557 41,707: 455 305 Old : 42,012: 3,320 1,400 1,850 36,387 38,457 41,557 41,707: 455 305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -3,435: -675 0 45 -3,030 -2,693 -3,660 -2,648: 225 -787 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 3.3 4.4 86.6 91.5 98.9 99.3: 1.1 0.7 Old : 100.0: 7.9 3.3 4.4 86.6 91.5 98.9 99.3: 1.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 1 2 23 20 26 23: Old : 29: 3 1 2 23 20 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 62.2 68.3 81.0 33.2 49.5 48.6 62.5 Old : 45.1 62.2 68.3 81.0 33.2 49.5 48.6 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 36,626: 0 1,820 290 36,266 34,256 36,556 36,366: 70 260 Old : 36,626: 0 1,820 290 36,266 34,256 36,556 36,366: 70 260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,720: 0 -275 110 -1,119 -1,515 -1,009 -1,680: -711 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.0 0.8 99.0 93.5 99.8 99.3: 0.2 0.7 Old : 100.0: 0.0 5.0 0.8 99.0 93.5 99.8 99.3: 0.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 4 2 21 16 23 20: Old : 31: 0 4 2 21 16 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 74.0 85.3 87.9 63.7 72.9 82.9 85.3 Old : 63.8 74.0 85.3 87.9 63.7 72.9 82.9 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 32,008: 350 2,200 140 31,430 29,633 31,920 31,973: 88 35 Old : 32,008: 350 2,200 140 31,430 29,633 31,920 31,973: 88 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,055: 0 -100 -50 -623 -825 -673 -975: -382 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 6.9 0.4 98.2 92.6 99.7 99.9: 0.3 0.1 Old : 100.0: 1.1 6.9 0.4 98.2 92.6 99.7 99.9: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 2 1 18 14 21 16: Old : 29: 2 2 1 18 14 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.7 73.9 89.7 86.5 71.1 73.9 87.8 84.7 Old : 71.7 73.9 89.7 86.5 71.1 73.9 87.8 84.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 25,292: 1,298 680 164 23,126 24,397 24,588 25,241: 704 51 Old : 25,292: 1,298 680 164 23,126 24,397 24,588 25,241: 704 51 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -3,296: 59 -195 -109 -3,134 -2,792 -3,184 -3,096: -112 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 2.7 0.6 91.4 96.5 97.2 99.8: 2.8 0.2 Old : 100.0: 5.1 2.7 0.6 91.4 96.5 97.2 99.8: 2.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 4 1 3 22 21 27 24: Old : 32: 4 1 3 22 21 27 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 59.9 68.9 77.3 45.7 59.4 60.1 72.3 Old : 52.6 59.9 68.9 77.3 45.7 59.4 60.1 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 20,676: 816 25 301 19,454 20,210 20,571 20,536: 105 140 Old : 20,676: 816 25 301 19,454 20,210 20,571 20,536: 105 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,698: -133 0 0 -350 -616 -483 -616: -1,215 -1,082 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.1 1.5 94.1 97.7 99.5 99.3: 0.5 0.7 Old : 100.0: 3.9 0.1 1.5 94.1 97.7 99.5 99.3: 0.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 1 2 17 18 19 21: Old : 28: 2 1 2 17 18 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.8 69.0 84.8 87.7 70.5 68.9 82.5 85.4 Old : 70.8 69.0 84.8 87.7 70.5 68.9 82.5 85.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 47,485: 1,585 8,845 150 45,498 38,470 47,233 47,465: 252 20 Old : 47,485: 1,585 8,845 150 45,498 38,470 47,233 47,465: 252 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -951: -325 -1,159 50 -723 675 -998 -434: 47 -517 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 18.6 0.3 95.8 81.0 99.5 100.0: 0.5 0.0 Old : 100.0: 3.3 18.6 0.3 95.8 81.0 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 4 4 2 28 26 33 31: Old : 43: 4 4 2 28 26 33 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 50.9 71.4 69.8 52.0 48.6 60.4 59.8 Old : 55.9 50.9 71.4 69.8 52.0 48.6 60.4 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 32,407: 1,235 2,710 0 30,917 29,693 32,152 32,403: 255 4 Old : 32,407: 1,235 2,710 0 30,917 29,693 32,152 32,403: 255 4 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -979: -150 -780 0 -909 75 -1,059 -705: 80 -274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 8.4 0.0 95.4 91.6 99.2 100.0: 0.8 0.0 Old : 100.0: 3.8 8.4 0.0 95.4 91.6 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 4 0 29 22 31 26: Old : 37: 2 4 0 29 22 31 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 58.1 68.1 79.5 42.3 54.3 61.1 69.2 Old : 48.1 58.1 68.1 79.5 42.3 54.3 61.1 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 21,346: 0 3,950 650 20,672 16,746 21,322 21,346: 24 0 Old : 21,346: 0 3,950 650 20,672 16,746 21,322 21,346: 24 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 1,299: 0 0 0 1,299 1,299 1,299 1,299: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.5 3.0 96.8 78.5 99.9 100.0: 0.1 0.0 Old : 100.0: 0.0 18.5 3.0 96.8 78.5 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 2 1 16 16 17 18: Old : 23: 0 2 1 16 16 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.7 64.6 89.9 85.4 53.2 52.8 65.6 62.6 Old : 69.7 64.6 89.9 85.4 53.2 52.8 65.6 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 12,375: 0 100 0 12,374 12,275 12,374 12,375: 1 0 Old : 12,375: 0 100 0 12,374 12,275 12,374 12,375: 1 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : 75: 0 0 0 75 75 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 100.0 99.2 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.8 0.0 100.0 99.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 14 12 14 13: Old : 20: 0 1 0 14 12 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.8 80.6 94.9 94.7 71.9 66.1 76.1 74.3 Old : 80.8 80.6 94.9 94.7 71.9 66.1 76.1 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 16,685: 1,110 0 0 15,135 16,665 16,245 16,665: 440 20 Old : 16,685: 1,110 0 0 15,135 16,665 16,245 16,665: 440 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -980: 485 0 -5 -630 -845 -150 -850: -830 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.0 0.0 90.7 99.9 97.4 99.9: 2.6 0.1 Old : 100.0: 6.7 0.0 0.0 90.7 99.9 97.4 99.9: 2.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 0 0 18 11 21 11: Old : 24: 3 0 0 18 11 21 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 89.9 78.5 97.4 58.3 87.8 71.4 87.9 Old : 65.5 89.9 78.5 97.4 58.3 87.8 71.4 87.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,035: 540 0 55 16,140 16,960 16,735 17,015: 300 20 Old : 17,035: 540 0 55 16,140 16,960 16,735 17,015: 300 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,540: 140 -100 -305 -1,320 -905 -1,485 -1,310: -55 -230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.0 0.3 94.7 99.6 98.2 99.9: 1.8 0.1 Old : 100.0: 3.2 0.0 0.3 94.7 99.6 98.2 99.9: 1.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 0 1 20 12 23 13: Old : 27: 3 0 1 20 12 23 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 88.0 78.5 96.6 58.2 84.2 71.0 85.0 Old : 65.2 88.0 78.5 96.6 58.2 84.2 71.0 85.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 9,860: 25 0 0 9,755 9,860 9,780 9,860: 80 0 Old : 9,860: 25 0 0 9,755 9,860 9,780 9,860: 80 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -900: 10 0 -10 -685 -865 -685 -875: -215 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 98.9 100.0 99.2 100.0: 0.8 0.0 Old : 100.0: 0.3 0.0 0.0 98.9 100.0 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 15 13 16 13: Old : 22: 1 0 0 15 13 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.7 75.8 86.8 92.6 62.1 66.4 76.4 76.6 Old : 68.7 75.8 86.8 92.6 62.1 66.4 76.4 76.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,520: 935 125 50 22,967 24,320 23,952 24,495: 568 25 Old : 24,520: 935 125 50 22,967 24,320 23,952 24,495: 568 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,429: -100 0 0 -2,154 -2,395 -2,254 -2,395: -175 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.5 0.2 93.7 99.2 97.7 99.9: 2.3 0.1 Old : 100.0: 3.8 0.5 0.2 93.7 99.2 97.7 99.9: 2.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 2 2 19 12 23 15: Old : 27: 3 2 2 19 12 23 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 82.5 86.8 96.7 69.1 77.0 77.1 83.8 Old : 74.3 82.5 86.8 96.7 69.1 77.0 77.1 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,985: 935 125 50 21,672 22,785 22,657 22,960: 328 25 Old : 22,985: 935 125 50 21,672 22,785 22,657 22,960: 328 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,705: -125 0 0 -1,413 -1,680 -1,538 -1,680: -167 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.5 0.2 94.3 99.1 98.6 99.9: 1.4 0.1 Old : 100.0: 4.1 0.5 0.2 94.3 99.1 98.6 99.9: 1.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 2 2 17 10 21 13: Old : 24: 3 2 2 17 10 21 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 85.5 86.4 98.3 65.7 75.2 73.6 80.3 Old : 73.2 85.5 86.4 98.3 65.7 75.2 73.6 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,785: 0 325 0 10,585 10,400 10,585 10,725: 200 60 Old : 10,785: 0 325 0 10,585 10,400 10,585 10,725: 200 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,280: -25 -100 0 -900 -1,155 -925 -1,255: -355 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 0.0 98.1 96.4 98.1 99.4: 1.9 0.6 Old : 100.0: 0.0 3.0 0.0 98.1 96.4 98.1 99.4: 1.9 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 2 0 14 14 14 16: Old : 23: 0 2 0 14 14 14 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 62.3 86.4 85.7 53.4 58.0 77.3 77.4 Old : 59.0 62.3 86.4 85.7 53.4 58.0 77.3 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,775: 560 100 37 22,053 22,638 22,650 22,775: 125 0 Old : 22,775: 560 100 37 22,053 22,638 22,650 22,775: 125 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -1,845: -125 0 -25 -1,578 -1,530 -1,728 -1,555: -117 -290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.4 0.2 96.8 99.4 99.5 100.0: 0.5 0.0 Old : 100.0: 2.5 0.4 0.2 96.8 99.4 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 1 2 15 17 19 20: Old : 29: 4 1 2 15 17 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 73.6 87.4 90.6 54.7 68.9 70.6 75.8 Old : 62.6 73.6 87.4 90.6 54.7 68.9 70.6 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,908: 534 150 37 23,201 23,721 23,772 23,908: 136 0 Old : 23,908: 534 150 37 23,201 23,721 23,772 23,908: 136 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,494: -150 50 0 -2,351 -2,204 -2,501 -2,154: 7 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.6 0.2 97.0 99.2 99.4 100.0: 0.6 0.0 Old : 100.0: 2.2 0.6 0.2 97.0 99.2 99.4 100.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 1 2 15 17 18 20: Old : 29: 3 1 2 15 17 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 73.4 87.4 90.7 51.5 62.5 64.0 69.0 Old : 60.2 73.4 87.4 90.7 51.5 62.5 64.0 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 110,579: 565 8,022 605 109,364 101,930 110,534 110,557: 45 22 Old : 110,579: 565 8,022 605 109,364 101,930 110,534 110,557: 45 22 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -6,045: 50 -135 10 -4,820 -3,860 -4,760 -3,985: -1,285 -2,060 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 7.3 0.5 98.9 92.2 100.0 100.0: 0.0 0.0 Old : 100.0: 0.5 7.3 0.5 98.9 92.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 3 9 4 36 32 41 43: Old : 55: 3 9 4 36 32 41 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 59.2 67.2 83.2 49.5 52.6 65.6 72.6 Old : 49.5 59.2 67.2 83.2 49.5 52.6 65.6 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 121,431: 1,005 8,092 415 119,966 112,897 121,386 121,404: 45 27 Old : 121,431: 1,005 8,092 415 119,966 112,897 121,386 121,404: 45 27 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -9,120: 150 -980 -330 -7,545 -5,300 -7,725 -6,610: -1,395 -2,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 6.7 0.3 98.8 93.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.8 6.7 0.3 98.8 93.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 6 9 4 40 36 48 47: Old : 60: 6 9 4 40 36 48 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 56.6 66.1 81.2 50.2 49.9 63.2 72.3 Old : 50.3 56.6 66.1 81.2 50.2 49.9 63.2 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 220,081: 34,879 34,528 14,683 170,388 170,632 219,950 219,843: 131 238 Old : 220,081: 34,879 34,528 14,683 170,388 170,632 219,950 219,843: 131 238 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -12,215: 30 -493 -2,247 -6,859 -6,605 -9,076 -9,345: -3,139 -2,870 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 15.7 6.7 77.4 77.5 99.9 99.9: 0.1 0.1 Old : 100.0: 15.8 15.7 6.7 77.4 77.5 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 85: 12 20 17 49 46 73 73: Old : 85: 12 20 17 49 46 73 73: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 32.1 52.2 49.4 27.5 25.9 41.7 37.0 Old : 33.5 32.1 52.2 49.4 27.5 25.9 41.7 37.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 45,659: 2,265 300 115 42,951 45,219 45,331 45,634: 328 25 Old : 45,659: 2,265 300 115 42,951 45,219 45,331 45,634: 328 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,680: -135 -25 0 -1,835 -1,305 -1,970 -1,330: -710 -1,350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 0.7 0.3 94.1 99.0 99.3 99.9: 0.7 0.1 Old : 100.0: 5.0 0.7 0.3 94.1 99.0 99.3 99.9: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 2 2 23 13 28 16: Old : 31: 4 2 2 23 13 28 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 91.7 79.3 97.8 61.1 84.0 75.7 87.9 Old : 61.7 91.7 79.3 97.8 61.1 84.0 75.7 87.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Commitments of Traders - Futures Only, September 12, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 41,834: 1,815 275 130 39,606 41,404 41,551 41,809: 283 25 Old : 41,834: 1,815 275 130 39,606 41,404 41,551 41,809: 283 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2017 : : -2,065: -60 0 0 -1,350 -650 -1,410 -650: -655 -1,415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 0.7 0.3 94.7 99.0 99.3 99.9: 0.7 0.1 Old : 100.0: 4.3 0.7 0.3 94.7 99.0 99.3 99.9: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 4 2 2 22 14 27 17: Old : 32: 4 2 2 22 14 27 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 92.0 80.5 97.7 62.1 82.6 75.5 87.3 Old : 62.7 92.0 80.5 97.7 62.1 82.6 75.5 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2017