NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 47,734: 13,665 22,553 20 34,049 25,161 47,734 47,734: 0 0 Old : 47,734: 13,665 22,553 20 34,049 25,161 47,734 47,734: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 50: 150 -100 0 -100 150 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 47.2 0.0 71.3 52.7 100.0 100.0: 0.0 0.0 Old : 100.0: 28.6 47.2 0.0 71.3 52.7 100.0 100.0: 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 : 27: 4 10 2 10 6 16 16: Old : 27: 4 10 2 10 6 16 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 : 63.1 61.0 90.9 85.8 63.1 60.1 90.9 83.3 Old : 63.1 61.0 90.9 85.8 63.1 60.1 90.9 83.3 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, November 28, 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 : 57,213: 5,763 6,066 3,763 47,656 47,384 57,182 57,213: 31 0 Old : 57,213: 5,763 6,066 3,763 47,656 47,384 57,182 57,213: 31 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -381: 121 -241 566 -1,068 -706 -381 -381: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 10.6 6.6 83.3 82.8 99.9 100.0: 0.1 0.0 Old : 100.0: 10.1 10.6 6.6 83.3 82.8 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 9 5 16 12 27 23: Old : 36: 7 9 5 16 12 27 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 : 58.9 53.8 81.2 79.2 50.6 43.9 64.6 59.7 Old : 58.9 53.8 81.2 79.2 50.6 43.9 64.6 59.7 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, November 28, 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 : 34,249: 2,639 886 0 31,605 33,363 34,244 34,249: 5 0 Old : 34,249: 2,639 886 0 31,605 33,363 34,244 34,249: 5 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 2.6 0.0 92.3 97.4 100.0 100.0: 0.0 0.0 Old : 100.0: 7.7 2.6 0.0 92.3 97.4 100.0 100.0: 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: 2 4 0 9 9 11 13: Old : 22: 2 4 0 9 9 11 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 : 76.1 85.5 97.7 97.3 73.3 85.5 92.0 92.9 Old : 76.1 85.5 97.7 97.3 73.3 85.5 92.0 92.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 Commitments of Traders - Futures Only, November 28, 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 : 35,045: 2,465 225 1,350 31,230 33,470 35,045 35,045: 0 0 Old : 35,045: 2,465 225 1,350 31,230 33,470 35,045 35,045: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 150: 150 0 100 -100 50 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.6 3.9 89.1 95.5 100.0 100.0: 0.0 0.0 Old : 100.0: 7.0 0.6 3.9 89.1 95.5 100.0 100.0: 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 : 24: 8 1 1 9 9 18 11: Old : 24: 8 1 1 9 9 18 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 : 85.8 78.7 94.0 97.4 84.8 78.6 88.2 89.6 Old : 85.8 78.7 94.0 97.4 84.8 78.6 88.2 89.6 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 38,092: 5,713 21,683 387 31,992 16,022 38,092 38,092: 0 0 Old : 38,092: 5,713 21,683 387 31,992 16,022 38,092 38,092: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 650: 0 450 0 650 200 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 56.9 1.0 84.0 42.1 100.0 100.0: 0.0 0.0 Old : 100.0: 15.0 56.9 1.0 84.0 42.1 100.0 100.0: 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 : 26: 5 9 2 8 6 14 16: Old : 26: 5 9 2 8 6 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 : 77.9 67.4 94.1 90.5 77.9 65.7 94.1 88.5 Old : 77.9 67.4 94.1 90.5 77.9 65.7 94.1 88.5 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 26,552: 5,192 12,420 0 21,360 14,132 26,552 26,552: 0 0 Old : 26,552: 5,192 12,420 0 21,360 14,132 26,552 26,552: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 100: 0 200 0 100 -100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 46.8 0.0 80.4 53.2 100.0 100.0: 0.0 0.0 Old : 100.0: 19.6 46.8 0.0 80.4 53.2 100.0 100.0: 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 : 25: 4 9 0 7 5 11 14: Old : 25: 4 9 0 7 5 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 : 78.0 70.8 97.5 90.8 78.0 70.8 97.5 90.8 Old : 78.0 70.8 97.5 90.8 78.0 70.8 97.5 90.8 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, November 28, 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 : 28,105: 13,100 11,150 200 14,805 16,755 28,105 28,105: 0 0 Old : 28,105: 13,100 11,150 200 14,805 16,755 28,105 28,105: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -150: -150 0 0 0 -150 -150 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 39.7 0.7 52.7 59.6 100.0 100.0: 0.0 0.0 Old : 100.0: 46.6 39.7 0.7 52.7 59.6 100.0 100.0: 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 : 23: 6 4 1 9 7 15 12: Old : 23: 6 4 1 9 7 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 : 64.9 64.9 85.1 94.9 64.2 63.5 83.3 90.7 Old : 64.9 64.9 85.1 94.9 64.2 63.5 83.3 90.7 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, November 28, 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 : 20,588: 9,845 5,600 100 10,643 14,888 20,588 20,588: 0 0 Old : 20,588: 9,845 5,600 100 10,643 14,888 20,588 20,588: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 150: 0 0 0 150 150 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.8 27.2 0.5 51.7 72.3 100.0 100.0: 0.0 0.0 Old : 100.0: 47.8 27.2 0.5 51.7 72.3 100.0 100.0: 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: 6 3 1 7 6 14 9: Old : 22: 6 3 1 7 6 14 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 : 60.7 67.5 88.9 99.5 60.7 67.5 88.9 99.0 Old : 60.7 67.5 88.9 99.5 60.7 67.5 88.9 99.0 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, November 28, 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 : 52,318: 5,005 3,471 949 46,364 47,898 52,318 52,318: 0 0 Old : 52,318: 5,005 3,471 949 46,364 47,898 52,318 52,318: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -1,331: -4 -24 723 -2,050 -2,030 -1,331 -1,331: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 6.6 1.8 88.6 91.6 100.0 100.0: 0.0 0.0 Old : 100.0: 9.6 6.6 1.8 88.6 91.6 100.0 100.0: 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 : 28: 3 7 3 14 11 19 19: Old : 28: 3 7 3 14 11 19 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 : 58.9 59.1 87.3 85.8 46.9 32.5 54.0 45.8 Old : 58.9 59.1 87.3 85.8 46.9 32.5 54.0 45.8 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 5,275,204: 807,536 60,588 802,577 3,624,136 4,379,180 5,234,249 5,242,345: 40,955 32,859 Old : 5,275,204: 807,536 60,588 802,577 3,624,136 4,379,180 5,234,249 5,242,345: 40,955 32,859 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 156,038: -83,455 24,742 137,641 89,106 -27,852 143,292 134,531: 12,746 21,507 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 1.1 15.2 68.7 83.0 99.2 99.4: 0.8 0.6 Old : 100.0: 15.3 1.1 15.2 68.7 83.0 99.2 99.4: 0.8 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 : 236: 63 24 67 135 113 215 188: Old : 236: 63 24 67 135 113 215 188: 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 : 26.9 36.4 40.9 52.4 22.9 35.2 32.4 45.9 Old : 26.9 36.4 40.9 52.4 22.9 35.2 32.4 45.9 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 270,109: 47,416 157,442 33,651 186,519 78,396 267,586 269,489: 2,523 620 Old : 270,109: 47,416 157,442 33,651 186,519 78,396 267,586 269,489: 2,523 620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -37,491: 13,532 13,350 -34,273 -16,732 -16,553 -37,473 -37,476: -18 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 58.3 12.5 69.1 29.0 99.1 99.8: 0.9 0.2 Old : 100.0: 17.6 58.3 12.5 69.1 29.0 99.1 99.8: 0.9 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 : 51: 16 7 17 24 19 45 38: Old : 51: 16 7 17 24 19 45 38: 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 : 57.6 71.5 74.0 84.5 52.5 67.7 62.4 73.7 Old : 57.6 71.5 74.0 84.5 52.5 67.7 62.4 73.7 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, November 28, 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 : 227,203: 8,680 6,408 8,351 195,097 206,602 212,128 221,361: 15,075 5,842 Old : 227,203: 8,680 6,408 8,351 195,097 206,602 212,128 221,361: 15,075 5,842 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 2,887: -362 242 1,297 -2,296 1,443 -1,361 2,982: 4,248 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 2.8 3.7 85.9 90.9 93.4 97.4: 6.6 2.6 Old : 100.0: 3.8 2.8 3.7 85.9 90.9 93.4 97.4: 6.6 2.6 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 : 46: 4 3 4 31 30 36 36: Old : 46: 4 3 4 31 30 36 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 : 48.1 57.6 62.1 76.4 39.7 46.6 49.8 57.0 Old : 48.1 57.6 62.1 76.4 39.7 46.6 49.8 57.0 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, November 28, 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 : 119,444: 463 3,662 4,563 108,799 107,611 113,825 115,836: 5,619 3,608 Old : 119,444: 463 3,662 4,563 108,799 107,611 113,825 115,836: 5,619 3,608 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,995: -462 -18 -427 3,069 2,819 2,180 2,374: -185 -379 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 3.1 3.8 91.1 90.1 95.3 97.0: 4.7 3.0 Old : 100.0: 0.4 3.1 3.8 91.1 90.1 95.3 97.0: 4.7 3.0 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 : 38: 3 1 3 27 27 31 30: Old : 38: 3 1 3 27 27 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 : 52.0 50.2 71.2 73.4 40.7 44.2 59.0 54.9 Old : 52.0 50.2 71.2 73.4 40.7 44.2 59.0 54.9 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, November 28, 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 : 245,268: 412 854 2,749 232,727 229,005 235,888 232,608: 9,380 12,660 Old : 245,268: 412 854 2,749 232,727 229,005 235,888 232,608: 9,380 12,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 3,425: 77 -5 -490 3,677 3,398 3,264 2,903: 161 522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.3 1.1 94.9 93.4 96.2 94.8: 3.8 5.2 Old : 100.0: 0.2 0.3 1.1 94.9 93.4 96.2 94.8: 3.8 5.2 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 1 25 24 27 26: Old : 35: 1 2 1 25 24 27 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 : 67.1 57.1 79.4 76.4 58.6 57.1 69.2 70.9 Old : 67.1 57.1 79.4 76.4 58.6 57.1 69.2 70.9 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, November 28, 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 : 850,425: 1,046 16,188 3,228 836,373 827,423 840,647 846,839: 9,778 3,586 Old : 850,425: 1,046 16,188 3,228 836,373 827,423 840,647 846,839: 9,778 3,586 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,383: 589 -496 532 1,295 462 2,416 498: -1,033 885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 1.9 0.4 98.3 97.3 98.9 99.6: 1.1 0.4 Old : 100.0: 0.1 1.9 0.4 98.3 97.3 98.9 99.6: 1.1 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 : 55: 2 2 4 48 33 52 37: Old : 55: 2 2 4 48 33 52 37: 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 : 41.4 67.1 59.6 88.8 40.9 66.8 57.7 86.2 Old : 41.4 67.1 59.6 88.8 40.9 66.8 57.7 86.2 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, November 28, 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 : 423,842: 5,304 1,711 1,853 401,778 414,426 408,935 417,990: 14,907 5,852 Old : 423,842: 5,304 1,711 1,853 401,778 414,426 408,935 417,990: 14,907 5,852 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 15,806: -59 -754 461 17,628 16,058 18,030 15,765: -2,224 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.4 0.4 94.8 97.8 96.5 98.6: 3.5 1.4 Old : 100.0: 1.3 0.4 0.4 94.8 97.8 96.5 98.6: 3.5 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 : 63: 3 2 3 36 43 40 47: Old : 63: 3 2 3 36 43 40 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 : 52.5 39.3 69.6 56.6 50.3 39.3 59.9 56.1 Old : 52.5 39.3 69.6 56.6 50.3 39.3 59.9 56.1 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, November 28, 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 : 370,720: 899 1,883 1,593 360,131 362,369 362,623 365,845: 8,097 4,875 Old : 370,720: 899 1,883 1,593 360,131 362,369 362,623 365,845: 8,097 4,875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 7,312: 319 1,849 38 7,079 5,446 7,436 7,333: -124 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.5 0.4 97.1 97.7 97.8 98.7: 2.2 1.3 Old : 100.0: 0.2 0.5 0.4 97.1 97.7 97.8 98.7: 2.2 1.3 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 : 62: 3 1 2 43 42 46 45: Old : 62: 3 1 2 43 42 46 45: 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 : 46.4 41.7 70.3 67.0 43.3 40.0 61.7 61.6 Old : 46.4 41.7 70.3 67.0 43.3 40.0 61.7 61.6 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, November 28, 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 : 244,289: 1,562 3,647 882 230,494 230,981 232,938 235,510: 11,351 8,779 Old : 244,289: 1,562 3,647 882 230,494 230,981 232,938 235,510: 11,351 8,779 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 5,396: -1,498 2,497 -81 6,718 3,317 5,139 5,733: 257 -337 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 1.5 0.4 94.4 94.6 95.4 96.4: 4.6 3.6 Old : 100.0: 0.6 1.5 0.4 94.4 94.6 95.4 96.4: 4.6 3.6 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 : 49: 2 4 1 34 34 36 39: Old : 49: 2 4 1 34 34 36 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 : 48.0 44.6 69.9 69.5 42.4 44.0 55.5 57.7 Old : 48.0 44.6 69.9 69.5 42.4 44.0 55.5 57.7 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 78,986: 0 1,299 0 75,093 72,780 75,093 74,079: 3,893 4,907 Old : 78,986: 0 1,299 0 75,093 72,780 75,093 74,079: 3,893 4,907 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 496: 0 -1,834 0 494 2,078 494 244: 2 252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 95.1 92.1 95.1 93.8: 4.9 6.2 Old : 100.0: 0.0 1.6 0.0 95.1 92.1 95.1 93.8: 4.9 6.2 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 : 30: 0 1 0 24 22 24 23: Old : 30: 0 1 0 24 22 24 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 : 57.8 46.1 77.7 63.8 52.3 42.9 69.4 59.0 Old : 57.8 46.1 77.7 63.8 52.3 42.9 69.4 59.0 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 35,430: 0 1,085 0 32,743 33,669 32,743 34,754: 2,687 676 Old : 35,430: 0 1,085 0 32,743 33,669 32,743 34,754: 2,687 676 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 651: 0 62 0 403 775 403 837: 248 -186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 0.0 92.4 95.0 92.4 98.1: 7.6 1.9 Old : 100.0: 0.0 3.1 0.0 92.4 95.0 92.4 98.1: 7.6 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 : 25: 0 1 0 14 16 14 17: Old : 25: 0 1 0 14 16 14 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 : 61.4 56.6 80.7 79.5 55.8 52.4 74.3 72.6 Old : 61.4 56.6 80.7 79.5 55.8 52.4 74.3 72.6 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 125,123: 737 649 1,333 117,211 122,343 119,281 124,325: 5,842 798 Old : 125,123: 737 649 1,333 117,211 122,343 119,281 124,325: 5,842 798 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -1,307: -124 31 41 -1,317 -1,379 -1,400 -1,307: 93 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.5 1.1 93.7 97.8 95.3 99.4: 4.7 0.6 Old : 100.0: 0.6 0.5 1.1 93.7 97.8 95.3 99.4: 4.7 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 : 29: 1 1 2 20 19 22 21: Old : 29: 1 1 2 20 19 22 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 : 60.0 59.2 78.7 87.5 59.8 58.9 72.5 77.9 Old : 60.0 59.2 78.7 87.5 59.8 58.9 72.5 77.9 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, November 28, 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 : 166,395: 0 0 0 155,738 161,691 155,738 161,691: 10,657 4,704 Old : 166,395: 0 0 0 155,738 161,691 155,738 161,691: 10,657 4,704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 272: 0 0 0 306 -3 306 -3: -34 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.6 97.2 93.6 97.2: 6.4 2.8 Old : 100.0: 0.0 0.0 0.0 93.6 97.2 93.6 97.2: 6.4 2.8 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 : 34: 0 0 0 22 26 22 26: Old : 34: 0 0 0 22 26 22 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 : 59.1 70.4 75.3 83.3 57.5 70.4 73.2 83.0 Old : 59.1 70.4 75.3 83.3 57.5 70.4 73.2 83.0 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 101,999: 1,506 0 793 96,658 94,348 98,957 95,141: 3,042 6,858 Old : 101,999: 1,506 0 793 96,658 94,348 98,957 95,141: 3,042 6,858 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 186: 0 0 0 186 310 186 310: 0 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.8 94.8 92.5 97.0 93.3: 3.0 6.7 Old : 100.0: 1.5 0.0 0.8 94.8 92.5 97.0 93.3: 3.0 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 : 25: 1 0 1 17 15 18 16: Old : 25: 1 0 1 17 15 18 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 : 61.5 64.0 83.7 82.4 59.1 54.2 72.4 71.0 Old : 61.5 64.0 83.7 82.4 59.1 54.2 72.4 71.0 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 39,818: 22,949 210 0 15,866 38,513 38,815 38,723: 1,003 1,095 Old : 39,818: 22,949 210 0 15,866 38,513 38,815 38,723: 1,003 1,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,178: 1,860 0 0 -775 1,263 1,085 1,263: 93 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 0.5 0.0 39.8 96.7 97.5 97.2: 2.5 2.8 Old : 100.0: 57.6 0.5 0.0 39.8 96.7 97.5 97.2: 2.5 2.8 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 : 36: 6 1 0 11 27 17 28: Old : 36: 6 1 0 11 27 17 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 : 69.3 51.2 87.6 70.4 64.1 46.5 77.6 64.7 Old : 69.3 51.2 87.6 70.4 64.1 46.5 77.6 64.7 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 528,030: 89,618 5,893 3,601 419,830 509,448 513,049 518,942: 14,981 9,088 Old : 528,030: 89,618 5,893 3,601 419,830 509,448 513,049 518,942: 14,981 9,088 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 5,170: 1,472 14 -79 2,689 4,326 4,082 4,261: 1,088 909 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 1.1 0.7 79.5 96.5 97.2 98.3: 2.8 1.7 Old : 100.0: 17.0 1.1 0.7 79.5 96.5 97.2 98.3: 2.8 1.7 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 : 77: 11 4 7 50 52 65 59: Old : 77: 11 4 7 50 52 65 59: 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 : 33.3 54.6 52.2 67.7 32.7 53.4 48.9 62.5 Old : 33.3 54.6 52.2 67.7 32.7 53.4 48.9 62.5 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 153,194: 3,927 6,503 561 145,187 138,727 149,675 145,791: 3,519 7,403 Old : 153,194: 3,927 6,503 561 145,187 138,727 149,675 145,791: 3,519 7,403 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 6,807: 0 1,334 205 6,506 5,451 6,711 6,990: 96 -183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 4.2 0.4 94.8 90.6 97.7 95.2: 2.3 4.8 Old : 100.0: 2.6 4.2 0.4 94.8 90.6 97.7 95.2: 2.3 4.8 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 : 39: 1 4 3 25 23 29 27: Old : 39: 1 4 3 25 23 29 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 : 41.7 42.8 63.9 70.2 37.4 40.3 52.9 54.1 Old : 41.7 42.8 63.9 70.2 37.4 40.3 52.9 54.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 72,516: 1,954 434 425 68,500 69,929 70,879 70,788: 1,637 1,728 Old : 72,516: 1,954 434 425 68,500 69,929 70,879 70,788: 1,637 1,728 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 3,701: 1,954 186 332 2,471 3,734 4,757 4,252: -1,056 -551 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.6 0.6 94.5 96.4 97.7 97.6: 2.3 2.4 Old : 100.0: 2.7 0.6 0.6 94.5 96.4 97.7 97.6: 2.3 2.4 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 : 27: 1 1 2 18 22 20 24: Old : 27: 1 1 2 18 22 20 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 : 66.7 60.2 86.1 80.3 63.6 57.0 82.1 74.1 Old : 66.7 60.2 86.1 80.3 63.6 57.0 82.1 74.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 152,399: 25,240 5,507 62 126,173 143,538 151,475 149,107: 924 3,292 Old : 152,399: 25,240 5,507 62 126,173 143,538 151,475 149,107: 924 3,292 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 12,446: 12,189 2,759 62 139 8,676 12,390 11,497: 56 949 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 3.6 0.0 82.8 94.2 99.4 97.8: 0.6 2.2 Old : 100.0: 16.6 3.6 0.0 82.8 94.2 99.4 97.8: 0.6 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 : 62: 7 5 1 28 31 36 36: Old : 62: 7 5 1 28 31 36 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 : 54.9 55.7 82.0 77.2 54.5 54.8 81.3 76.3 Old : 54.9 55.7 82.0 77.2 54.5 54.8 81.3 76.3 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 178,072: 63,251 8,908 1,171 112,821 166,620 177,243 176,699: 829 1,373 Old : 178,072: 63,251 8,908 1,171 112,821 166,620 177,243 176,699: 829 1,373 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 12,214: 10,082 1,800 1,171 896 8,560 12,149 11,531: 65 683 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 5.0 0.7 63.4 93.6 99.5 99.2: 0.5 0.8 Old : 100.0: 35.5 5.0 0.7 63.4 93.6 99.5 99.2: 0.5 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 : 78: 16 4 3 33 42 50 48: Old : 78: 16 4 3 33 42 50 48: 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 : 40.1 45.2 58.7 62.6 37.7 42.8 55.0 59.7 Old : 40.1 45.2 58.7 62.6 37.7 42.8 55.0 59.7 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 126,482: 0 0 0 125,994 123,288 125,994 123,288: 488 3,194 Old : 126,482: 0 0 0 125,994 123,288 125,994 123,288: 488 3,194 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,705: 0 0 0 1,883 1,240 1,883 1,240: -178 465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.6 97.5 99.6 97.5: 0.4 2.5 Old : 100.0: 0.0 0.0 0.0 99.6 97.5 99.6 97.5: 0.4 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 : 31: 0 0 0 17 23 17 23: Old : 31: 0 0 0 17 23 17 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 : 84.0 77.2 96.0 88.9 83.2 77.0 95.1 88.4 Old : 84.0 77.2 96.0 88.9 83.2 77.0 95.1 88.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : MMBTU : : : : All : 24,307: 589 0 0 22,378 23,788 22,967 23,788: 1,340 519 Old : 24,307: 589 0 0 22,378 23,788 22,967 23,788: 1,340 519 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.0 0.0 92.1 97.9 94.5 97.9: 5.5 2.1 Old : 100.0: 2.4 0.0 0.0 92.1 97.9 94.5 97.9: 5.5 2.1 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 : 21: 1 0 0 11 13 12 13: Old : 21: 1 0 0 11 13 12 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 : 72.3 75.1 87.9 89.7 71.8 73.2 83.6 85.3 Old : 72.3 75.1 87.9 89.7 71.8 73.2 83.6 85.3 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 281,717: 3,578 872 1,123 273,912 274,550 278,613 276,545: 3,104 5,172 Old : 281,717: 3,578 872 1,123 273,912 274,550 278,613 276,545: 3,104 5,172 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 3,330: 338 705 -180 3,141 3,258 3,299 3,783: 31 -453 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.3 0.4 97.2 97.5 98.9 98.2: 1.1 1.8 Old : 100.0: 1.3 0.3 0.4 97.2 97.5 98.9 98.2: 1.1 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 : 50: 3 3 1 35 35 39 38: Old : 50: 3 3 1 35 35 39 38: 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 : 52.0 49.7 69.1 71.4 46.5 43.9 62.9 60.6 Old : 52.0 49.7 69.1 71.4 46.5 43.9 62.9 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 74,095: 937 53 1,563 64,143 67,819 66,643 69,435: 7,452 4,660 Old : 74,095: 937 53 1,563 64,143 67,819 66,643 69,435: 7,452 4,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 2,282: -530 53 249 2,017 1,980 1,736 2,282: 546 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.1 2.1 86.6 91.5 89.9 93.7: 10.1 6.3 Old : 100.0: 1.3 0.1 2.1 86.6 91.5 89.9 93.7: 10.1 6.3 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 : 25: 1 1 1 16 17 18 18: Old : 25: 1 1 1 16 17 18 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 : 56.4 55.0 78.0 82.9 43.9 46.5 53.5 59.6 Old : 56.4 55.0 78.0 82.9 43.9 46.5 53.5 59.6 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 112,420: 960 1,612 1,120 105,974 108,087 108,054 110,819: 4,366 1,601 Old : 112,420: 960 1,612 1,120 105,974 108,087 108,054 110,819: 4,366 1,601 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 4,134: -856 217 124 4,614 3,650 3,882 3,991: 252 143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 1.4 1.0 94.3 96.1 96.1 98.6: 3.9 1.4 Old : 100.0: 0.9 1.4 1.0 94.3 96.1 96.1 98.6: 3.9 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 : 34: 1 3 1 22 23 23 27: Old : 34: 1 3 1 22 23 23 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 : 62.6 43.7 82.1 67.0 44.2 27.6 55.1 44.1 Old : 62.6 43.7 82.1 67.0 44.2 27.6 55.1 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 43,358: 2,120 0 175 37,962 41,711 40,257 41,886: 3,101 1,472 Old : 43,358: 2,120 0 175 37,962 41,711 40,257 41,886: 3,101 1,472 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 3,371: 649 0 -100 3,818 3,254 4,367 3,154: -996 217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 0.0 0.4 87.6 96.2 92.8 96.6: 7.2 3.4 Old : 100.0: 4.9 0.0 0.4 87.6 96.2 92.8 96.6: 7.2 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 : 25: 1 0 1 17 17 18 18: Old : 25: 1 0 1 17 17 18 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 : 45.1 68.5 67.5 87.2 41.0 60.4 57.3 69.2 Old : 45.1 68.5 67.5 87.2 41.0 60.4 57.3 69.2 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 138,399: 10,943 0 498 119,336 129,958 130,777 130,456: 7,622 7,943 Old : 138,399: 10,943 0 498 119,336 129,958 130,777 130,456: 7,622 7,943 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,018: -291 0 90 997 1,032 796 1,122: 222 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 0.0 0.4 86.2 93.9 94.5 94.3: 5.5 5.7 Old : 100.0: 7.9 0.0 0.4 86.2 93.9 94.5 94.3: 5.5 5.7 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 : 32: 4 0 1 21 18 25 19: Old : 32: 4 0 1 21 18 25 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 : 51.2 75.4 73.2 87.8 49.5 72.5 69.7 80.2 Old : 51.2 75.4 73.2 87.8 49.5 72.5 69.7 80.2 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 116,024: 0 0 0 108,894 112,401 108,894 112,401: 7,130 3,623 Old : 116,024: 0 0 0 108,894 112,401 108,894 112,401: 7,130 3,623 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 217: 0 0 0 186 279 186 279: 31 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.9 96.9 93.9 96.9: 6.1 3.1 Old : 100.0: 0.0 0.0 0.0 93.9 96.9 93.9 96.9: 6.1 3.1 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 : 22: 0 0 0 21 16 21 16: Old : 22: 0 0 0 21 16 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 : 65.1 73.0 81.9 89.4 62.4 70.6 78.5 82.9 Old : 65.1 73.0 81.9 89.4 62.4 70.6 78.5 82.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 62,759: 0 758 0 62,728 61,634 62,728 62,392: 31 367 Old : 62,759: 0 758 0 62,728 61,634 62,728 62,392: 31 367 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 62: 0 0 0 31 -31 31 -31: 31 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.2 0.0 100.0 98.2 100.0 99.4: 0.0 0.6 Old : 100.0: 0.0 1.2 0.0 100.0 98.2 100.0 99.4: 0.0 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 : 22: 0 2 0 11 11 11 13: Old : 22: 0 2 0 11 11 11 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 : 85.0 86.6 97.6 95.9 85.0 84.3 96.4 93.5 Old : 85.0 86.6 97.6 95.9 85.0 84.3 96.4 93.5 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 161,295: 3,508 111 1,170 148,467 156,153 153,145 157,434: 8,150 3,861 Old : 161,295: 3,508 111 1,170 148,467 156,153 153,145 157,434: 8,150 3,861 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 374: 378 -62 909 15 221 1,302 1,068: -928 -694 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.1 0.7 92.0 96.8 94.9 97.6: 5.1 2.4 Old : 100.0: 2.2 0.1 0.7 92.0 96.8 94.9 97.6: 5.1 2.4 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 : 29: 3 1 2 20 17 24 19: Old : 29: 3 1 2 20 17 24 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 : 57.3 58.9 79.3 81.4 50.8 48.0 61.9 63.6 Old : 57.3 58.9 79.3 81.4 50.8 48.0 61.9 63.6 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 172,183: 0 6,073 7,276 155,579 153,482 162,855 166,831: 9,328 5,352 Old : 172,183: 0 6,073 7,276 155,579 153,482 162,855 166,831: 9,328 5,352 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 2,224: 0 -485 -100 3,243 2,654 3,143 2,069: -919 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.5 4.2 90.4 89.1 94.6 96.9: 5.4 3.1 Old : 100.0: 0.0 3.5 4.2 90.4 89.1 94.6 96.9: 5.4 3.1 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 : 38: 0 4 3 30 23 33 28: Old : 38: 0 4 3 30 23 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 : 47.4 65.2 64.4 78.9 39.0 59.1 52.0 67.0 Old : 47.4 65.2 64.4 78.9 39.0 59.1 52.0 67.0 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 16,652: 1,270 277 0 14,591 15,304 15,861 15,581: 791 1,071 Old : 16,652: 1,270 277 0 14,591 15,304 15,861 15,581: 791 1,071 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 31: 248 0 0 -217 -124 31 -124: 0 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 1.7 0.0 87.6 91.9 95.2 93.6: 4.8 6.4 Old : 100.0: 7.6 1.7 0.0 87.6 91.9 95.2 93.6: 4.8 6.4 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: 1 1 0 12 12 13 13: Old : 20: 1 1 0 12 12 13 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 : 61.1 62.0 82.9 85.5 58.8 53.8 74.0 73.3 Old : 61.1 62.0 82.9 85.5 58.8 53.8 74.0 73.3 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 28,537: 1,050 270 0 25,074 26,925 26,124 27,195: 2,413 1,342 Old : 28,537: 1,050 270 0 25,074 26,925 26,124 27,195: 2,413 1,342 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 0.9 0.0 87.9 94.4 91.5 95.3: 8.5 4.7 Old : 100.0: 3.7 0.9 0.0 87.9 94.4 91.5 95.3: 8.5 4.7 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 : 21: 2 1 0 13 8 15 9: Old : 21: 2 1 0 13 8 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 : 69.2 83.0 81.8 94.4 69.2 79.5 79.9 88.3 Old : 69.2 83.0 81.8 94.4 69.2 79.5 79.9 88.3 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, November 28, 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 : 188,910: 4,351 3,486 705 175,681 180,815 180,737 185,006: 8,173 3,904 Old : 188,910: 4,351 3,486 705 175,681 180,815 180,737 185,006: 8,173 3,904 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -397: 0 -611 184 -519 -131 -335 -558: -62 161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 1.8 0.4 93.0 95.7 95.7 97.9: 4.3 2.1 Old : 100.0: 2.3 1.8 0.4 93.0 95.7 95.7 97.9: 4.3 2.1 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 : 48: 1 3 1 33 36 35 39: Old : 48: 1 3 1 33 36 35 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 : 51.0 58.0 68.0 72.5 50.5 55.9 66.0 69.1 Old : 51.0 58.0 68.0 72.5 50.5 55.9 66.0 69.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 107,538: 1,532 0 0 101,922 100,054 103,454 100,054: 4,084 7,484 Old : 107,538: 1,532 0 0 101,922 100,054 103,454 100,054: 4,084 7,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,334: -93 0 0 1,278 1,427 1,185 1,427: 149 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.0 94.8 93.0 96.2 93.0: 3.8 7.0 Old : 100.0: 1.4 0.0 0.0 94.8 93.0 96.2 93.0: 3.8 7.0 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 : 32: 1 0 0 22 27 23 27: Old : 32: 1 0 0 22 27 23 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 : 55.6 43.8 74.1 69.7 46.5 42.3 60.3 61.4 Old : 55.6 43.8 74.1 69.7 46.5 42.3 60.3 61.4 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, November 28, 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 : 108,917: 0 0 0 103,769 105,111 103,769 105,111: 5,148 3,806 Old : 108,917: 0 0 0 103,769 105,111 103,769 105,111: 5,148 3,806 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 2,822: 0 0 0 2,330 3,194 2,330 3,194: 492 -372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.3 96.5 95.3 96.5: 4.7 3.5 Old : 100.0: 0.0 0.0 0.0 95.3 96.5 95.3 96.5: 4.7 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 : 32: 0 0 0 23 22 23 22: Old : 32: 0 0 0 23 22 23 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 : 42.3 68.7 65.1 87.2 32.9 61.2 52.0 71.8 Old : 42.3 68.7 65.1 87.2 32.9 61.2 52.0 71.8 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, November 28, 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 : 65,155: 0 0 0 58,895 62,775 58,895 62,775: 6,260 2,380 Old : 65,155: 0 0 0 58,895 62,775 58,895 62,775: 6,260 2,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 745: 0 0 0 407 804 407 804: 338 -59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 90.4 96.3 90.4 96.3: 9.6 3.7 Old : 100.0: 0.0 0.0 0.0 90.4 96.3 90.4 96.3: 9.6 3.7 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 : 23: 0 0 0 17 16 17 16: Old : 23: 0 0 0 17 16 17 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 : 47.1 60.8 72.1 83.0 45.0 53.6 58.9 66.6 Old : 47.1 60.8 72.1 83.0 45.0 53.6 58.9 66.6 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, November 28, 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 : 24,456: 0 810 31 23,786 22,456 23,817 23,297: 639 1,159 Old : 24,456: 0 810 31 23,786 22,456 23,817 23,297: 639 1,159 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -217: -103 300 -269 149 -403 -223 -372: 6 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 0.1 97.3 91.8 97.4 95.3: 2.6 4.7 Old : 100.0: 0.0 3.3 0.1 97.3 91.8 97.4 95.3: 2.6 4.7 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 : 27: 0 3 1 15 14 16 17: Old : 27: 0 3 1 15 14 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 : 58.3 62.7 85.2 79.1 56.3 62.7 80.3 77.6 Old : 58.3 62.7 85.2 79.1 56.3 62.7 80.3 77.6 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, November 28, 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 : 156,549: 1,346 0 651 144,010 152,129 146,007 152,780: 10,542 3,769 Old : 156,549: 1,346 0 651 144,010 152,129 146,007 152,780: 10,542 3,769 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 3,839: 0 0 0 3,625 4,000 3,625 4,000: 214 -161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 0.4 92.0 97.2 93.3 97.6: 6.7 2.4 Old : 100.0: 0.9 0.0 0.4 92.0 97.2 93.3 97.6: 6.7 2.4 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 : 32: 2 0 1 23 18 25 19: Old : 32: 2 0 1 23 18 25 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 : 53.9 64.7 74.4 87.4 53.9 63.8 72.3 85.7 Old : 53.9 64.7 74.4 87.4 53.9 63.8 72.3 85.7 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, November 28, 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 : 78,866: 1,482 0 0 68,094 76,995 69,576 76,995: 9,290 1,871 Old : 78,866: 1,482 0 0 68,094 76,995 69,576 76,995: 9,290 1,871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,234: 1,482 0 0 707 1,265 2,189 1,265: -955 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.0 0.0 86.3 97.6 88.2 97.6: 11.8 2.4 Old : 100.0: 1.9 0.0 0.0 86.3 97.6 88.2 97.6: 11.8 2.4 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 : 25: 1 0 0 16 17 17 17: Old : 25: 1 0 0 16 17 17 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 : 45.3 70.3 67.5 88.4 42.2 62.7 60.1 79.8 Old : 45.3 70.3 67.5 88.4 42.2 62.7 60.1 79.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 78,945: 0 0 0 70,953 77,879 70,953 77,879: 7,992 1,066 Old : 78,945: 0 0 0 70,953 77,879 70,953 77,879: 7,992 1,066 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 89.9 98.6 89.9 98.6: 10.1 1.4 Old : 100.0: 0.0 0.0 0.0 89.9 98.6 89.9 98.6: 10.1 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 : 20: 0 0 0 14 14 14 14: Old : 20: 0 0 0 14 14 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 : 76.7 63.6 86.8 89.3 72.0 61.3 76.3 83.2 Old : 76.7 63.6 86.8 89.3 72.0 61.3 76.3 83.2 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, November 28, 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 : 70,033: 17,104 4,403 672 51,299 64,371 69,075 69,446: 958 587 Old : 70,033: 17,104 4,403 672 51,299 64,371 69,075 69,446: 958 587 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 40: -142 0 22 160 18 40 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 6.3 1.0 73.2 91.9 98.6 99.2: 1.4 0.8 Old : 100.0: 24.4 6.3 1.0 73.2 91.9 98.6 99.2: 1.4 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 : 51: 9 7 10 33 30 48 41: Old : 51: 9 7 10 33 30 48 41: 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 39.8 64.6 61.2 37.1 30.9 52.0 47.2 Old : 45.8 39.8 64.6 61.2 37.1 30.9 52.0 47.2 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, November 28, 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 : 36,147: 3,550 350 475 32,122 35,322 36,147 36,147: 0 0 Old : 36,147: 3,550 350 475 32,122 35,322 36,147 36,147: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -50: 25 0 75 -150 -125 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 1.0 1.3 88.9 97.7 100.0 100.0: 0.0 0.0 Old : 100.0: 9.8 1.0 1.3 88.9 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 : 35: 8 2 2 22 19 30 23: Old : 35: 8 2 2 22 19 30 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 : 54.8 56.4 74.1 83.4 47.5 49.8 54.8 62.4 Old : 54.8 56.4 74.1 83.4 47.5 49.8 54.8 62.4 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, November 28, 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 : 22,134: 450 925 400 21,284 20,809 22,134 22,134: 0 0 Old : 22,134: 450 925 400 21,284 20,809 22,134 22,134: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 25: 25 0 0 0 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 4.2 1.8 96.2 94.0 100.0 100.0: 0.0 0.0 Old : 100.0: 2.0 4.2 1.8 96.2 94.0 100.0 100.0: 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 : 25: 1 1 2 17 19 19 21: Old : 25: 1 1 2 17 19 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 : 77.3 52.1 90.3 80.9 70.5 42.7 72.3 64.1 Old : 77.3 52.1 90.3 80.9 70.5 42.7 72.3 64.1 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, November 28, 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 : 176,246: 9,491 25,223 4,255 162,419 146,758 176,165 176,236: 81 10 Old : 176,246: 9,491 25,223 4,255 162,419 146,758 176,165 176,236: 81 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,271: 395 -170 -215 1,123 1,646 1,303 1,261: -32 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 14.3 2.4 92.2 83.3 100.0 100.0: 0.0 0.0 Old : 100.0: 5.4 14.3 2.4 92.2 83.3 100.0 100.0: 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 : 56: 8 7 6 40 37 50 48: Old : 56: 8 7 6 40 37 50 48: 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 : 40.8 52.6 57.7 73.6 38.1 44.5 51.0 62.0 Old : 40.8 52.6 57.7 73.6 38.1 44.5 51.0 62.0 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, November 28, 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 : 56,627: 3,552 10,500 1,000 52,065 45,127 56,617 56,627: 10 0 Old : 56,627: 3,552 10,500 1,000 52,065 45,127 56,617 56,627: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -823: 300 0 -25 -1,098 -798 -823 -823: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 18.5 1.8 91.9 79.7 100.0 100.0: 0.0 0.0 Old : 100.0: 6.3 18.5 1.8 91.9 79.7 100.0 100.0: 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 : 39: 9 5 4 16 23 28 30: Old : 39: 9 5 4 16 23 28 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 : 68.5 54.0 83.5 82.5 65.0 43.8 73.9 69.1 Old : 68.5 54.0 83.5 82.5 65.0 43.8 73.9 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 Megawatt Hours) : : : : All : 28,177: 0 375 300 27,877 27,482 28,177 28,157: 0 20 Old : 28,177: 0 375 300 27,877 27,482 28,177 28,157: 0 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 471: 0 75 0 471 396 471 471: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 1.1 98.9 97.5 100.0 99.9: 0.0 0.1 Old : 100.0: 0.0 1.3 1.1 98.9 97.5 100.0 99.9: 0.0 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: 0 2 1 12 13 13 15: Old : 20: 0 2 1 12 13 13 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 : 81.5 87.1 97.1 95.8 79.1 81.4 87.6 86.1 Old : 81.5 87.1 97.1 95.8 79.1 81.4 87.6 86.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 63,153: 1,585 4,025 540 60,869 58,393 62,994 62,958: 159 195 Old : 63,153: 1,585 4,025 540 60,869 58,393 62,994 62,958: 159 195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 2,720: -100 150 0 2,820 2,570 2,720 2,720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 6.4 0.9 96.4 92.5 99.7 99.7: 0.3 0.3 Old : 100.0: 2.5 6.4 0.9 96.4 92.5 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 : 39: 3 5 3 27 28 31 35: Old : 39: 3 5 3 27 28 31 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 : 47.2 49.5 71.9 70.5 29.2 27.8 41.2 46.5 Old : 47.2 49.5 71.9 70.5 29.2 27.8 41.2 46.5 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 67,289: 1,340 1,495 325 65,345 65,219 67,010 67,039: 279 250 Old : 67,289: 1,340 1,495 325 65,345 65,219 67,010 67,039: 279 250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,645: -50 130 -50 1,745 1,565 1,645 1,645: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 2.2 0.5 97.1 96.9 99.6 99.6: 0.4 0.4 Old : 100.0: 2.0 2.2 0.5 97.1 96.9 99.6 99.6: 0.4 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 : 43: 3 6 4 31 28 36 36: Old : 43: 3 6 4 31 28 36 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 : 40.0 56.4 62.0 77.1 35.3 48.4 48.3 56.9 Old : 40.0 56.4 62.0 77.1 35.3 48.4 48.3 56.9 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 66,635: 1,677 20,250 449 64,437 45,809 66,563 66,508: 72 127 Old : 66,635: 1,677 20,250 449 64,437 45,809 66,563 66,508: 72 127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 645: -130 0 105 670 540 645 645: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 30.4 0.7 96.7 68.7 99.9 99.8: 0.1 0.2 Old : 100.0: 2.5 30.4 0.7 96.7 68.7 99.9 99.8: 0.1 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 : 41: 4 2 2 27 26 31 30: Old : 41: 4 2 2 27 26 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 : 42.5 66.6 62.3 83.7 40.3 61.4 59.6 76.2 Old : 42.5 66.6 62.3 83.7 40.3 61.4 59.6 76.2 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 92,895: 2,642 20,850 55 90,197 71,820 92,894 92,725: 1 170 Old : 92,895: 2,642 20,850 55 90,197 71,820 92,894 92,725: 1 170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 750: -130 0 55 825 695 750 750: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 22.4 0.1 97.1 77.3 100.0 99.8: 0.0 0.2 Old : 100.0: 2.8 22.4 0.1 97.1 77.3 100.0 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 : 45: 5 2 1 30 26 35 29: Old : 45: 5 2 1 30 26 35 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 : 46.5 64.3 64.5 81.4 46.0 58.8 62.0 74.7 Old : 46.5 64.3 64.5 81.4 46.0 58.8 62.0 74.7 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 32,639: 500 0 0 32,134 32,519 32,634 32,519: 5 120 Old : 32,639: 500 0 0 32,134 32,519 32,634 32,519: 5 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 360: 0 0 0 360 360 360 360: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.0 98.5 99.6 100.0 99.6: 0.0 0.4 Old : 100.0: 1.5 0.0 0.0 98.5 99.6 100.0 99.6: 0.0 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 : 25: 1 0 0 21 19 22 19: Old : 25: 1 0 0 21 19 22 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 : 53.5 70.8 76.8 84.6 40.7 58.1 58.6 65.0 Old : 53.5 70.8 76.8 84.6 40.7 58.1 58.6 65.0 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 34,753: 1,275 515 25 33,393 34,213 34,693 34,753: 60 0 Old : 34,753: 1,275 515 25 33,393 34,213 34,693 34,753: 60 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -65: 0 215 25 -90 -185 -65 55: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 1.5 0.1 96.1 98.4 99.8 100.0: 0.2 0.0 Old : 100.0: 3.7 1.5 0.1 96.1 98.4 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 : 32: 4 2 1 23 22 28 24: Old : 32: 4 2 1 23 22 28 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 : 55.0 61.4 75.6 85.5 34.1 49.9 43.2 55.0 Old : 55.0 61.4 75.6 85.5 34.1 49.9 43.2 55.0 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 10,985: 1,250 100 0 9,735 10,885 10,985 10,985: 0 0 Old : 10,985: 1,250 100 0 9,735 10,885 10,985 10,985: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 0.9 0.0 88.6 99.1 100.0 100.0: 0.0 0.0 Old : 100.0: 11.4 0.9 0.0 88.6 99.1 100.0 100.0: 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 : 21: 3 1 0 14 11 17 12: Old : 21: 3 1 0 14 11 17 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 : 63.8 71.4 83.2 94.2 61.6 68.7 76.6 82.6 Old : 63.8 71.4 83.2 94.2 61.6 68.7 76.6 82.6 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 23,231: 5,760 210 1,900 15,357 20,826 23,017 22,936: 214 295 Old : 23,231: 5,760 210 1,900 15,357 20,826 23,017 22,936: 214 295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 654: 414 100 -150 390 704 654 654: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 0.9 8.2 66.1 89.6 99.1 98.7: 0.9 1.3 Old : 100.0: 24.8 0.9 8.2 66.1 89.6 99.1 98.7: 0.9 1.3 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 : 33: 4 2 3 21 23 27 28: Old : 33: 4 2 3 21 23 27 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 : 53.8 50.3 75.1 67.8 51.8 45.7 67.8 57.4 Old : 53.8 50.3 75.1 67.8 51.8 45.7 67.8 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 6,994: 300 399 800 5,754 5,470 6,854 6,669: 140 325 Old : 6,994: 300 399 800 5,754 5,470 6,854 6,669: 140 325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 5.7 11.4 82.3 78.2 98.0 95.4: 2.0 4.6 Old : 100.0: 4.3 5.7 11.4 82.3 78.2 98.0 95.4: 2.0 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 : 20: 2 1 2 14 11 18 13: Old : 20: 2 1 2 14 11 18 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 : 51.5 50.0 80.8 80.1 44.4 32.5 53.0 48.2 Old : 51.5 50.0 80.8 80.1 44.4 32.5 53.0 48.2 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 42,204: 100 350 0 42,104 41,734 42,204 42,084: 0 120 Old : 42,204: 100 350 0 42,104 41,734 42,204 42,084: 0 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 465: 0 0 0 465 465 465 465: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.8 0.0 99.8 98.9 100.0 99.7: 0.0 0.3 Old : 100.0: 0.2 0.8 0.0 99.8 98.9 100.0 99.7: 0.0 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 : 31: 1 2 0 25 24 26 26: Old : 31: 1 2 0 25 24 26 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 : 46.7 57.8 72.6 75.7 36.7 49.5 59.2 60.1 Old : 46.7 57.8 72.6 75.7 36.7 49.5 59.2 60.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 48,206: 1,950 730 0 45,321 47,226 47,271 47,956: 935 250 Old : 48,206: 1,950 730 0 45,321 47,226 47,271 47,956: 935 250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -303: 0 120 0 -303 -423 -303 -303: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 1.5 0.0 94.0 98.0 98.1 99.5: 1.9 0.5 Old : 100.0: 4.0 1.5 0.0 94.0 98.0 98.1 99.5: 1.9 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 : 35: 2 4 0 26 21 28 25: Old : 35: 2 4 0 26 21 28 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 : 53.5 62.4 72.3 85.0 49.6 58.1 61.2 72.5 Old : 53.5 62.4 72.3 85.0 49.6 58.1 61.2 72.5 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 48,249: 1,115 210 75 46,879 47,679 48,069 47,964: 180 285 Old : 48,249: 1,115 210 75 46,879 47,679 48,069 47,964: 180 285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,315: -20 -5 -260 1,595 1,375 1,315 1,110: 0 205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.4 0.2 97.2 98.8 99.6 99.4: 0.4 0.6 Old : 100.0: 2.3 0.4 0.2 97.2 98.8 99.6 99.4: 0.4 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 : 28: 1 1 1 20 17 22 18: Old : 28: 1 1 1 20 17 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 : 45.9 93.2 73.4 96.9 41.8 90.8 69.1 91.7 Old : 45.9 93.2 73.4 96.9 41.8 90.8 69.1 91.7 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 54,913: 1,645 1,715 140 53,128 52,998 54,913 54,853: 0 60 Old : 54,913: 1,645 1,715 140 53,128 52,998 54,913 54,853: 0 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,275: -230 0 -35 1,540 1,310 1,275 1,275: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 3.1 0.3 96.7 96.5 100.0 99.9: 0.0 0.1 Old : 100.0: 3.0 3.1 0.3 96.7 96.5 100.0 99.9: 0.0 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 : 30: 2 2 1 23 17 25 20: Old : 30: 2 2 1 23 17 25 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 : 42.3 89.4 68.8 96.6 39.8 87.4 65.2 90.5 Old : 42.3 89.4 68.8 96.6 39.8 87.4 65.2 90.5 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 86,154: 400 844 1,430 84,097 83,626 85,927 85,900: 227 254 Old : 86,154: 400 844 1,430 84,097 83,626 85,927 85,900: 227 254 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 685: 70 -671 699 -82 657 687 685: -2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 1.0 1.7 97.6 97.1 99.7 99.7: 0.3 0.3 Old : 100.0: 0.5 1.0 1.7 97.6 97.1 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 : 38: 1 2 1 28 28 30 30: Old : 38: 1 2 1 28 28 30 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 : 48.4 56.6 72.1 80.3 46.6 52.7 65.4 70.5 Old : 48.4 56.6 72.1 80.3 46.6 52.7 65.4 70.5 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 110,079: 2,776 2,539 1,007 105,872 106,268 109,655 109,814: 424 265 Old : 110,079: 2,776 2,539 1,007 105,872 106,268 109,655 109,814: 424 265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,786: 16 165 285 1,475 1,315 1,776 1,765: 10 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 2.3 0.9 96.2 96.5 99.6 99.8: 0.4 0.2 Old : 100.0: 2.5 2.3 0.9 96.2 96.5 99.6 99.8: 0.4 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 : 48: 5 7 4 29 31 37 39: Old : 48: 5 7 4 29 31 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 : 45.2 47.6 68.2 77.7 42.6 46.9 60.3 70.2 Old : 45.2 47.6 68.2 77.7 42.6 46.9 60.3 70.2 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 33,587: 200 225 0 33,339 33,362 33,539 33,587: 48 0 Old : 33,587: 200 225 0 33,339 33,362 33,539 33,587: 48 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 50: 25 25 0 25 25 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.7 0.0 99.3 99.3 99.9 100.0: 0.1 0.0 Old : 100.0: 0.6 0.7 0.0 99.3 99.3 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 : 25: 1 3 0 14 15 15 18: Old : 25: 1 3 0 14 15 15 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 : 85.7 81.3 97.6 97.4 84.3 73.3 87.1 86.8 Old : 85.7 81.3 97.6 97.4 84.3 73.3 87.1 86.8 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 36,534: 1,734 2,100 338 34,160 33,916 36,232 36,354: 302 180 Old : 36,534: 1,734 2,100 338 34,160 33,916 36,232 36,354: 302 180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -340: -20 -50 0 -320 -290 -340 -340: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 5.7 0.9 93.5 92.8 99.2 99.5: 0.8 0.5 Old : 100.0: 4.7 5.7 0.9 93.5 92.8 99.2 99.5: 0.8 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 : 27: 3 1 4 23 19 27 23: Old : 27: 3 1 4 23 19 27 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 : 49.4 73.1 70.2 91.6 46.1 62.2 60.0 73.6 Old : 49.4 73.1 70.2 91.6 46.1 62.2 60.0 73.6 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 42,377: 6,495 1,400 600 34,842 40,377 41,937 42,377: 440 0 Old : 42,377: 6,495 1,400 600 34,842 40,377 41,937 42,377: 440 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -370: 0 0 0 -350 -370 -350 -370: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 3.3 1.4 82.2 95.3 99.0 100.0: 1.0 0.0 Old : 100.0: 15.3 3.3 1.4 82.2 95.3 99.0 100.0: 1.0 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 : 29: 3 1 2 24 22 27 25: Old : 29: 3 1 2 24 22 27 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 : 49.3 62.2 68.7 79.4 40.9 43.9 52.1 57.9 Old : 49.3 62.2 68.7 79.4 40.9 43.9 52.1 57.9 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 44,725: 150 2,865 160 44,345 41,695 44,655 44,720: 70 5 Old : 44,725: 150 2,865 160 44,345 41,695 44,655 44,720: 70 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 6.4 0.4 99.2 93.2 99.8 100.0: 0.2 0.0 Old : 100.0: 0.3 6.4 0.4 99.2 93.2 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 : 30: 1 2 1 23 17 25 19: Old : 30: 1 2 1 23 17 25 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 : 66.0 77.9 84.7 90.1 65.7 71.5 81.3 83.1 Old : 66.0 77.9 84.7 90.1 65.7 71.5 81.3 83.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 37,670: 150 2,310 0 37,451 35,230 37,601 37,540: 69 130 Old : 37,670: 150 2,310 0 37,451 35,230 37,601 37,540: 69 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 40: 0 0 0 40 40 40 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 6.1 0.0 99.4 93.5 99.8 99.7: 0.2 0.3 Old : 100.0: 0.4 6.1 0.0 99.4 93.5 99.8 99.7: 0.2 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 : 26: 1 1 0 19 14 20 15: Old : 26: 1 1 0 19 14 20 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 : 71.0 80.7 87.7 94.3 70.1 78.5 86.0 86.7 Old : 71.0 80.7 87.7 94.3 70.1 78.5 86.0 86.7 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 28,768: 1,945 2,195 87 26,102 26,441 28,134 28,723: 634 45 Old : 28,768: 1,945 2,195 87 26,102 26,441 28,134 28,723: 634 45 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 314: 230 0 0 84 314 314 314: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 7.6 0.3 90.7 91.9 97.8 99.8: 2.2 0.2 Old : 100.0: 6.8 7.6 0.3 90.7 91.9 97.8 99.8: 2.2 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 : 36: 6 2 1 21 22 27 25: Old : 36: 6 2 1 21 22 27 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 : 50.5 60.1 67.8 79.3 45.7 60.1 62.4 76.5 Old : 50.5 60.1 67.8 79.3 45.7 60.1 62.4 76.5 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 24,417: 1,533 865 320 22,279 23,122 24,132 24,307: 285 110 Old : 24,417: 1,533 865 320 22,279 23,122 24,132 24,307: 285 110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 108: 230 0 0 -122 98 108 98: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 3.5 1.3 91.2 94.7 98.8 99.5: 1.2 0.5 Old : 100.0: 6.3 3.5 1.3 91.2 94.7 98.8 99.5: 1.2 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 : 33: 3 2 1 18 22 22 24: Old : 33: 3 2 1 18 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 : 67.0 63.5 82.6 83.9 66.1 62.5 78.4 81.1 Old : 67.0 63.5 82.6 83.9 66.1 62.5 78.4 81.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 53,962: 330 7,240 775 52,631 45,932 53,736 53,947: 226 15 Old : 53,962: 330 7,240 775 52,631 45,932 53,736 53,947: 226 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 362: -15 350 0 377 22 362 372: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 13.4 1.4 97.5 85.1 99.6 100.0: 0.4 0.0 Old : 100.0: 0.6 13.4 1.4 97.5 85.1 99.6 100.0: 0.4 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 : 40: 3 4 2 29 24 33 29: Old : 40: 3 4 2 29 24 33 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 : 61.0 46.2 76.3 67.6 58.2 45.3 66.5 61.9 Old : 61.0 46.2 76.3 67.6 58.2 45.3 66.5 61.9 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 39,192: 120 2,820 295 38,357 36,075 38,772 39,190: 420 2 Old : 39,192: 120 2,820 295 38,357 36,075 38,772 39,190: 420 2 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 285: 35 200 0 240 95 275 295: 10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 7.2 0.8 97.9 92.0 98.9 100.0: 1.1 0.0 Old : 100.0: 0.3 7.2 0.8 97.9 92.0 98.9 100.0: 1.1 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 : 37: 2 3 2 25 23 29 27: Old : 37: 2 3 2 25 23 29 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 : 54.1 58.5 71.3 83.4 50.4 57.8 66.0 74.8 Old : 54.1 58.5 71.3 83.4 50.4 57.8 66.0 74.8 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 24,958: 100 2,650 400 24,458 21,908 24,958 24,958: 0 0 Old : 24,958: 100 2,650 400 24,458 21,908 24,958 24,958: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 3,150: -100 -50 50 3,200 3,150 3,150 3,150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 10.6 1.6 98.0 87.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.4 10.6 1.6 98.0 87.8 100.0 100.0: 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 : 23: 2 2 1 15 15 18 17: Old : 23: 2 2 1 15 15 18 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 : 79.8 64.3 93.4 87.4 67.4 61.8 72.9 71.6 Old : 79.8 64.3 93.4 87.4 67.4 61.8 72.9 71.6 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,825: 1,625 0 0 13,780 15,805 15,405 15,805: 420 20 Old : 15,825: 1,625 0 0 13,780 15,805 15,405 15,805: 420 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 0.0 0.0 87.1 99.9 97.3 99.9: 2.7 0.1 Old : 100.0: 10.3 0.0 0.0 87.1 99.9 97.3 99.9: 2.7 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 : 23: 4 0 0 17 11 21 11: Old : 23: 4 0 0 17 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 : 63.8 88.4 80.9 98.4 49.5 80.2 65.8 80.2 Old : 63.8 88.4 80.9 98.4 49.5 80.2 65.8 80.2 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,945: 1,420 0 0 14,265 15,925 15,685 15,925: 260 20 Old : 15,945: 1,420 0 0 14,265 15,925 15,685 15,925: 260 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.0 0.0 89.5 99.9 98.4 99.9: 1.6 0.1 Old : 100.0: 8.9 0.0 0.0 89.5 99.9 98.4 99.9: 1.6 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 : 27: 4 0 0 20 12 24 12: Old : 27: 4 0 0 20 12 24 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 : 64.1 88.2 80.2 98.1 49.9 80.0 65.3 80.3 Old : 64.1 88.2 80.2 98.1 49.9 80.0 65.3 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Any Multiple of 800 800MWhs : : : : All : 1,681: 656 205 0 984 1,476 1,640 1,681: 41 0 Old : 1,681: 656 205 0 984 1,476 1,640 1,681: 41 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 12.2 0.0 58.5 87.8 97.6 100.0: 2.4 0.0 Old : 100.0: 39.0 12.2 0.0 58.5 87.8 97.6 100.0: 2.4 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 2 0 8 9 10 11: Old : 21: 2 2 0 8 9 10 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 : 61.0 80.5 90.2 92.7 61.0 80.5 90.2 92.7 Old : 61.0 80.5 90.2 92.7 61.0 80.5 90.2 92.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,860: 820 0 0 13,980 14,370 14,800 14,370: 60 490 Old : 14,860: 820 0 0 13,980 14,370 14,800 14,370: 60 490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 700: 0 0 0 700 460 700 460: 0 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 0.0 0.0 94.1 96.7 99.6 96.7: 0.4 3.3 Old : 100.0: 5.5 0.0 0.0 94.1 96.7 99.6 96.7: 0.4 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 : 21: 2 0 0 12 12 14 12: Old : 21: 2 0 0 12 12 14 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 : 70.6 78.6 88.7 93.0 69.1 77.2 85.9 89.3 Old : 70.6 78.6 88.7 93.0 69.1 77.2 85.9 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,050: 820 0 0 16,170 16,560 16,990 16,560: 60 490 Old : 17,050: 820 0 0 16,170 16,560 16,990 16,560: 60 490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 750: 0 0 0 750 510 750 510: 0 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 0.0 0.0 94.8 97.1 99.6 97.1: 0.4 2.9 Old : 100.0: 4.8 0.0 0.0 94.8 97.1 99.6 97.1: 0.4 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 : 21: 2 0 0 12 14 14 14: Old : 21: 2 0 0 12 14 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 : 66.5 77.9 91.1 93.7 65.2 77.7 89.1 91.5 Old : 66.5 77.9 91.1 93.7 65.2 77.7 89.1 91.5 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,795: 160 425 325 23,149 23,045 23,634 23,795: 161 0 Old : 23,795: 160 425 325 23,149 23,045 23,634 23,795: 161 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -120: 0 0 0 -130 -120 -130 -120: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 1.8 1.4 97.3 96.8 99.3 100.0: 0.7 0.0 Old : 100.0: 0.7 1.8 1.4 97.3 96.8 99.3 100.0: 0.7 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: 2 3 1 19 16 22 19: Old : 29: 2 3 1 19 16 22 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 : 78.8 67.9 90.0 92.3 67.2 63.1 74.8 76.1 Old : 78.8 67.9 90.0 92.3 67.2 63.1 74.8 76.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,542: 160 425 325 19,471 19,790 19,956 20,540: 586 2 Old : 20,542: 160 425 325 19,471 19,790 19,956 20,540: 586 2 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -320: 0 0 0 -330 -320 -330 -320: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 2.1 1.6 94.8 96.3 97.1 100.0: 2.9 0.0 Old : 100.0: 0.8 2.1 1.6 94.8 96.3 97.1 100.0: 2.9 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 : 26: 2 3 1 17 14 20 17: Old : 26: 2 3 1 17 14 20 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 : 75.4 71.4 87.6 91.9 59.0 60.7 65.9 70.4 Old : 75.4 71.4 87.6 91.9 59.0 60.7 65.9 70.4 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 8,925: 0 50 0 8,895 8,745 8,895 8,795: 30 130 Old : 8,925: 0 50 0 8,895 8,745 8,895 8,795: 30 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.0 99.7 98.0 99.7 98.5: 0.3 1.5 Old : 100.0: 0.0 0.6 0.0 99.7 98.0 99.7 98.5: 0.3 1.5 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 : 22: 0 1 0 14 14 14 15: Old : 22: 0 1 0 14 14 14 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 : 47.4 60.5 77.5 86.2 39.4 52.5 67.2 68.2 Old : 47.4 60.5 77.5 86.2 39.4 52.5 67.2 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 7,520: 0 0 0 7,490 7,390 7,490 7,390: 30 130 Old : 7,520: 0 0 0 7,490 7,390 7,490 7,390: 30 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.6 98.3 99.6 98.3: 0.4 1.7 Old : 100.0: 0.0 0.0 0.0 99.6 98.3 99.6 98.3: 0.4 1.7 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 : 21: 0 0 0 14 13 14 13: Old : 21: 0 0 0 14 13 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 : 47.3 61.0 80.1 91.2 47.2 54.1 72.9 68.1 Old : 47.3 61.0 80.1 91.2 47.2 54.1 72.9 68.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,334: 480 2,990 2 25,805 23,342 26,287 26,334: 47 0 Old : 26,334: 480 2,990 2 25,805 23,342 26,287 26,334: 47 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 450: 0 0 0 450 450 450 450: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 11.4 0.0 98.0 88.6 99.8 100.0: 0.2 0.0 Old : 100.0: 1.8 11.4 0.0 98.0 88.6 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 : 30: 3 2 1 17 18 20 21: Old : 30: 3 2 1 17 18 20 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 : 55.7 76.1 85.8 94.3 48.5 72.9 75.7 84.7 Old : 55.7 76.1 85.8 94.3 48.5 72.9 75.7 84.7 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 27,150: 480 3,015 2 26,631 24,105 27,113 27,122: 37 28 Old : 27,150: 480 3,015 2 26,631 24,105 27,113 27,122: 37 28 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 550: 0 0 0 550 550 550 550: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 11.1 0.0 98.1 88.8 99.9 99.9: 0.1 0.1 Old : 100.0: 1.8 11.1 0.0 98.1 88.8 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 : 31: 3 2 1 18 19 21 22: Old : 31: 3 2 1 18 19 21 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 : 56.0 74.5 83.8 92.6 49.6 70.8 71.6 81.7 Old : 56.0 74.5 83.8 92.6 49.6 70.8 71.6 81.7 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 111,645: 3,810 4,935 735 106,810 105,941 111,355 111,611: 290 34 Old : 111,645: 3,810 4,935 735 106,810 105,941 111,355 111,611: 290 34 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 700: 430 -70 20 190 762 640 712: 60 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 4.4 0.7 95.7 94.9 99.7 100.0: 0.3 0.0 Old : 100.0: 3.4 4.4 0.7 95.7 94.9 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 : 54: 4 7 4 34 35 40 44: Old : 54: 4 7 4 34 35 40 44: 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 : 44.8 57.9 62.8 82.6 42.9 50.7 56.5 68.1 Old : 44.8 57.9 62.8 82.6 42.9 50.7 56.5 68.1 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 352 MWh : : : : All : 127,450: 4,090 7,265 420 122,655 119,735 127,165 127,420: 285 30 Old : 127,450: 4,090 7,265 420 122,655 119,735 127,165 127,420: 285 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 2,257: 270 700 -60 1,987 1,629 2,197 2,269: 60 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 5.7 0.3 96.2 93.9 99.8 100.0: 0.2 0.0 Old : 100.0: 3.2 5.7 0.3 96.2 93.9 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 : 56: 4 7 5 38 33 44 44: Old : 56: 4 7 5 38 33 44 44: 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 58.2 63.3 81.2 42.6 52.7 56.0 68.8 Old : 46.5 58.2 63.3 81.2 42.6 52.7 56.0 68.8 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 244,412: 24,090 15,380 25,653 194,397 203,184 244,140 244,217: 272 195 Old : 244,412: 24,090 15,380 25,653 194,397 203,184 244,140 244,217: 272 195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 5,854: 38 -1,430 1,850 4,351 5,753 6,239 6,173: -385 -319 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 6.3 10.5 79.5 83.1 99.9 99.9: 0.1 0.1 Old : 100.0: 9.9 6.3 10.5 79.5 83.1 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 : 83: 16 16 22 42 44 68 73: Old : 83: 16 16 22 42 44 68 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 : 36.3 42.8 54.7 60.3 31.7 35.7 45.5 45.4 Old : 36.3 42.8 54.7 60.3 31.7 35.7 45.5 45.4 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 40,139: 2,795 75 90 36,951 39,949 39,836 40,114: 303 25 Old : 40,139: 2,795 75 90 36,951 39,949 39,836 40,114: 303 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 10: 0 0 0 0 10 0 10: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.2 0.2 92.1 99.5 99.2 99.9: 0.8 0.1 Old : 100.0: 7.0 0.2 0.2 92.1 99.5 99.2 99.9: 0.8 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 : 31: 5 1 2 22 15 28 18: Old : 31: 5 1 2 22 15 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 : 57.3 91.2 75.0 97.7 57.2 84.7 73.5 88.4 Old : 57.3 91.2 75.0 97.7 57.2 84.7 73.5 88.4 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, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 37,944: 2,645 75 115 34,911 37,729 37,671 37,919: 273 25 Old : 37,944: 2,645 75 115 34,911 37,729 37,671 37,919: 273 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 10: 0 0 0 0 10 0 10: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.2 0.3 92.0 99.4 99.3 99.9: 0.7 0.1 Old : 100.0: 7.0 0.2 0.3 92.0 99.4 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: 5 1 2 21 15 27 18: Old : 32: 5 1 2 21 15 27 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 : 55.1 92.2 75.7 98.0 55.0 85.0 73.6 89.0 Old : 55.1 92.2 75.7 98.0 55.0 85.0 73.6 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017