CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,824 COMMITMENTS 325 125 0 6,454 6,693 6,779 6,818 45 6 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 20) 0 0 0 0 20 0 20 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.8 0.0 94.6 98.1 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 0 7 8 11 10 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 50,796 COMMITMENTS 17,306 25,123 20 33,470 25,653 50,796 50,796 0 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 200) 200 -100 0 0 300 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 49.5 0.0 65.9 50.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 8 2 10 7 18 15 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 49,371 COMMITMENTS 5,807 7,849 1,357 42,166 40,165 49,330 49,371 41 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,820) 1,904 -137 2 -86 1,955 1,820 1,820 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 15.9 2.7 85.4 81.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 11 7 11 14 25 25 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,784 COMMITMENTS 6,639 896 0 32,145 37,888 38,784 38,784 0 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 2.3 0.0 82.9 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 0 9 10 11 14 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 37,030 COMMITMENTS 6,875 17,633 75 30,080 19,322 37,030 37,030 0 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -462) -300 -100 -162 0 -200 -462 -462 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 47.6 0.2 81.2 52.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 6 2 8 6 14 14 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,942 COMMITMENTS 4,657 7,705 0 21,285 18,237 25,942 25,942 0 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 650) 500 50 0 150 600 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 29.7 0.0 82.0 70.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 6 0 7 4 12 10 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 28,256 COMMITMENTS 13,900 13,495 600 13,756 14,161 28,256 28,256 0 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -750) -100 0 0 -650 -750 -750 -750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 47.8 2.1 48.7 50.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 5 2 7 7 14 13 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 19,845 COMMITMENTS 9,245 6,407 100 10,500 13,338 19,845 19,845 0 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -100) 0 0 0 -100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 32.3 0.5 52.9 67.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 1 7 5 15 9 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 29,374 COMMITMENTS 755 3,466 450 28,169 25,458 29,374 29,374 0 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 5,082) 0 -25 350 4,732 4,772 5,082 5,097 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 11.8 1.5 95.9 86.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 8 2 11 12 14 21 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,264,737 COMMITMENTS 1034307 34,727 705,941 3486632 4511792 5226880 5252460 37,857 12,277 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 41,039) 77,223 -10,927 -17,120 -19,133 69,355 40,970 41,308 69 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 0.7 13.4 66.2 85.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 65 17 58 130 117 205 182 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 288,824 COMMITMENTS 53,867 134,825 58,430 173,486 95,035 285,783 288,290 3,041 534 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 6,037) 2,844 4,834 -2,206 5,146 2,969 5,784 5,597 253 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 46.7 20.2 60.1 32.9 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 13 14 28 24 45 42 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,045 COMMITMENTS 6,261 8,654 2,362 197,100 207,493 205,723 218,509 16,322 3,536 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,842) -1,298 1,927 -526 771 -3,909 -1,053 -2,508 -2,789 -1,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.9 1.1 88.8 93.4 92.6 98.4 7.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 3 2 32 32 35 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,033 COMMITMENTS 2,094 0 28 90,667 93,754 92,789 93,782 4,244 3,251 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,609) -804 0 28 -5,759 -4,381 -6,535 -4,353 926 -1,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 93.4 96.6 95.6 96.6 4.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 27 31 29 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,201 COMMITMENTS 1,687 0 2,404 242,207 246,248 246,298 248,652 9,903 7,549 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 2,595) 927 -1,144 255 3,734 3,594 4,916 2,705 -2,321 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.9 94.5 96.1 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 29 29 31 30 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 912,219 COMMITMENTS 0 18,642 6,796 892,267 878,957 899,063 904,395 13,156 7,824 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,546) -473 1,070 -1,035 2,314 794 806 829 740 717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.7 97.8 96.4 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 0 3 3 50 32 53 35 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 393,541 COMMITMENTS 5,701 0 848 372,444 385,114 378,993 385,962 14,548 7,579 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -13,706) 0 0 -82 -12,538 -11,968 -12,620 -12,050 -1,086 -1,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.2 94.6 97.9 96.3 98.1 3.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 0 1 39 46 41 47 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,791 COMMITMENTS 140 0 689 363,851 373,089 364,680 373,778 15,111 6,013 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -23,245) -857 0 211 -20,780 -16,300 -21,426 -16,089 -1,819 -7,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.2 95.8 98.2 96.0 98.4 4.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 0 1 40 41 41 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,109 COMMITMENTS 3,711 2,389 300 211,683 211,164 215,694 213,853 7,415 9,256 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,110) 1,192 -2,231 -705 -1,815 1,144 -1,328 -1,792 -1,782 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.1 0.1 94.9 94.6 96.7 95.9 3.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 2 32 29 34 33 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,809 COMMITMENTS 732 590 1,181 63,654 60,647 65,567 62,418 5,242 8,391 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -10,194) -169 0 -1,222 -8,674 -10,236 -10,065 -11,458 -129 1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.8 1.7 89.9 85.6 92.6 88.1 7.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 21 22 22 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,258 COMMITMENTS 0 0 0 15,074 15,928 15,074 15,928 1,184 330 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -9,145) -1,013 0 0 -8,490 -7,626 -9,503 -7,626 358 -1,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.7 98.0 92.7 98.0 7.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 9 14 9 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,985 COMMITMENTS 1,890 8 1,157 105,237 111,003 108,284 112,168 7,701 3,817 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,423) 335 -574 -66 -7,358 -4,148 -7,089 -4,788 666 -1,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 1.0 90.7 95.7 93.4 96.7 6.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 18 16 20 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 156,909 COMMITMENTS 1,108 0 0 147,903 155,057 149,011 155,057 7,898 1,852 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -7,066) 223 0 0 -6,901 -5,252 -6,678 -5,252 -388 -1,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 94.3 98.8 95.0 98.8 5.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 24 27 25 27 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,063 COMMITMENTS 0 0 0 83,046 81,760 83,046 81,760 3,017 4,303 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,672) 0 0 0 2,678 1,814 2,678 1,814 -1,006 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.5 95.0 96.5 95.0 3.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 14 17 14 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 12,152 COMMITMENTS 780 0 0 10,922 11,638 11,702 11,638 450 514 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -8,187) -2,204 0 -90 -5,422 -4,930 -7,716 -5,020 -471 -3,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 0.0 89.9 95.8 96.3 95.8 3.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 12 16 13 16 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 557,399 COMMITMENTS 53,633 7,823 3,022 490,833 534,123 547,488 544,968 9,911 12,431 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -23,568) -87 -270 -339 -20,007 -26,657 -20,433 -27,266 -3,135 3,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 1.4 0.5 88.1 95.8 98.2 97.8 1.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 7 4 8 51 47 62 55 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,412 COMMITMENTS 4,024 3,618 1,604 114,194 106,574 119,822 111,796 2,590 10,616 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,346) -23 -2,052 332 -4,667 -4,934 -4,358 -6,654 -988 1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.0 1.3 93.3 87.1 97.9 91.3 2.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 3 24 20 28 23 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 14,911 COMMITMENTS 0 540 0 12,092 13,559 12,092 14,099 2,819 812 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,737) 0 0 0 -4,534 -3,575 -4,534 -3,575 797 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.0 81.1 90.9 81.1 94.6 18.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 11 11 12 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,577 COMMITMENTS 0 0 0 67,921 64,931 67,921 64,931 1,656 4,646 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,485) 0 -1,990 0 -5,991 -5,081 -5,991 -7,071 -494 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.6 93.3 97.6 93.3 2.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 18 16 18 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,016 COMMITMENTS 0 0 0 82,252 80,941 82,252 80,941 764 2,075 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -65,029) -30,510 -1,530 0 -28,947 -59,832 -59,457 -61,362 -5,572 -3,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 97.5 99.1 97.5 0.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 13 16 13 16 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,449 COMMITMENTS 33,104 1,530 0 74,865 106,019 107,969 107,549 480 900 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -61,194) -15,652 -2,883 -2,480 -37,168 -50,153 -55,300 -55,516 -5,894 -5,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 1.4 0.0 69.0 97.8 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 3 0 21 43 28 46 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 140,075 COMMITMENTS 0 248 0 139,532 136,059 139,532 136,307 543 3,768 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -14,229) 0 248 0 -13,574 -15,203 -13,574 -14,955 -655 726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.6 97.1 99.6 97.3 0.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 16 18 16 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 245,053 COMMITMENTS 0 676 1,351 235,740 234,362 237,091 236,389 7,962 8,664 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,170) 0 363 -61 -6,919 -6,024 -6,980 -5,722 810 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.6 96.2 95.6 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 1 1 36 38 37 39 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,260 COMMITMENTS 0 440 1,874 101,015 101,885 102,889 104,199 2,371 1,061 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -11,743) 0 -1,604 -146 -11,999 -9,399 -12,145 -11,149 402 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 1.8 96.0 96.8 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 22 24 23 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 131,873 COMMITMENTS 9,016 0 413 113,836 125,363 123,265 125,776 8,608 6,097 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,020) -223 0 -623 -4,604 -5,913 -5,450 -6,536 430 1,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 0.3 86.3 95.1 93.5 95.4 6.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 20 15 22 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,705 COMMITMENTS 217 0 0 116,056 120,613 116,273 120,613 7,432 3,092 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,540) 217 0 0 -987 -1,259 -770 -1,259 -770 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 93.8 97.5 94.0 97.5 6.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 20 19 21 19 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 130,877 COMMITMENTS 0 0 0 121,430 128,420 121,430 128,420 9,447 2,457 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 5,141) -780 -627 0 4,247 6,918 3,467 6,291 1,674 -1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.8 98.1 92.8 98.1 7.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 19 21 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 148,251 COMMITMENTS 496 359 8,341 130,870 132,163 139,707 140,863 8,544 7,388 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -12,804) 496 -3,666 -74 -11,348 -10,415 -10,926 -14,155 -1,878 1,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.2 5.6 88.3 89.1 94.2 95.0 5.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 2 35 27 38 29 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,397 COMMITMENTS 750 0 0 13,134 14,763 13,884 14,763 1,513 634 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,634) -1,116 0 0 -4,646 -6,286 -5,762 -6,286 -872 -348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.0 85.3 95.9 90.2 95.9 9.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 14 12 16 12 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,972 COMMITMENTS 0 0 0 28,066 29,158 28,066 29,158 1,906 814 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -11,346) 0 -310 0 -6,010 -8,897 -6,010 -9,207 -5,336 -2,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.6 97.3 93.6 97.3 6.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 12 13 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 186,605 COMMITMENTS 10,626 3,031 645 167,540 172,886 178,811 176,562 7,794 10,043 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -9,456) 0 -2,237 92 -9,867 -6,974 -9,775 -9,119 319 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.6 0.3 89.8 92.6 95.8 94.6 4.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 2 32 30 35 33 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 102,608 COMMITMENTS 852 0 248 97,129 96,280 98,229 96,528 4,379 6,080 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -7,093) 852 0 248 -7,555 -5,815 -6,455 -5,567 -638 -1,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.2 94.7 93.8 95.7 94.1 4.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 22 25 23 26 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 86,697 COMMITMENTS 248 0 0 78,868 83,130 79,116 83,130 7,581 3,567 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,616) -750 0 0 2,688 1,403 1,938 1,403 -322 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 91.0 95.9 91.3 95.9 8.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 24 17 25 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 73,295 COMMITMENTS 3,052 0 428 64,887 67,828 68,367 68,256 4,928 5,039 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,655) 90 0 0 -5,574 -5,598 -5,484 -5,598 -1,171 -1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.6 88.5 92.5 93.3 93.1 6.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 16 20 18 21 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 20,050 COMMITMENTS 526 0 0 19,280 19,476 19,806 19,476 244 574 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -8,806) -1,240 0 0 -5,836 -4,949 -7,076 -4,949 -1,730 -3,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 96.2 97.1 98.8 97.1 1.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 11 16 12 16 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 126,048 COMMITMENTS 0 0 0 115,687 120,285 115,687 120,285 10,361 5,763 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,656) 0 0 0 -3,757 -1,617 -3,757 -1,617 101 -2,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 95.4 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 28 18 28 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 70,737 COMMITMENTS 0 0 0 60,082 67,754 60,082 67,754 10,655 2,983 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -7,468) 0 0 0 -8,478 -5,877 -8,478 -5,877 1,010 -1,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.9 95.8 84.9 95.8 15.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 17 16 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 79,236 COMMITMENTS 17,233 4,784 1,746 59,600 72,163 78,579 78,693 657 543 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -8,297) -1,316 -1,737 -710 -5,045 -5,661 -7,071 -8,108 -1,226 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 6.0 2.2 75.2 91.1 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 10 6 9 38 36 52 47 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 30,669 COMMITMENTS 1,000 425 550 29,119 29,694 30,669 30,669 0 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,080) -150 -100 450 780 730 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.4 1.8 94.9 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 3 5 24 19 30 26 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 21,454 COMMITMENTS 450 150 475 20,505 20,589 21,430 21,214 24 240 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 0) -200 0 75 125 -75 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.7 2.2 95.6 96.0 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 19 16 22 18 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 171,719 COMMITMENTS 9,370 33,746 3,794 158,519 134,169 171,683 171,709 36 10 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -7,214) 545 -407 -379 -7,269 -4,532 -7,103 -5,318 -111 -1,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 19.7 2.2 92.3 78.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 8 5 40 39 49 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,202 COMMITMENTS 1,302 6,623 1,025 52,853 47,549 55,180 55,197 22 5 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,277) -549 252 125 -1,846 -2,654 -2,270 -2,277 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 12.0 1.9 95.7 86.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 7 4 18 22 27 30 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 56,261 COMMITMENTS 350 3,325 660 55,148 51,961 56,158 55,946 103 315 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,407) 150 75 -225 -1,735 -2,257 -1,810 -2,407 -597 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.9 1.2 98.0 92.4 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 3 27 28 31 31 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,159 COMMITMENTS 1,615 1,035 190 55,991 56,704 57,796 57,929 363 230 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,142) -100 -600 -50 -2,765 -2,368 -2,915 -3,018 -227 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.8 0.3 96.3 97.5 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 6 2 27 26 29 33 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 63,391 COMMITMENTS 775 17,400 0 62,201 45,832 62,976 63,232 415 159 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -4,040) 0 0 0 -3,888 -3,675 -3,888 -3,675 -152 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 27.4 0.0 98.1 72.3 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 0 28 27 29 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 84,625 COMMITMENTS 1,255 24,400 0 83,024 59,950 84,279 84,350 346 275 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,667) 0 -650 0 -5,297 -4,887 -5,297 -5,537 -370 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 28.8 0.0 98.1 70.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 0 29 25 30 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,147 COMMITMENTS 400 800 0 31,659 31,247 32,059 32,047 88 100 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,727) -25 -50 0 -1,680 -1,667 -1,705 -1,717 -22 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.5 0.0 98.5 97.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 23 19 24 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 36,415 COMMITMENTS 1,550 420 75 34,730 35,752 36,355 36,247 60 168 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,276) -75 420 -50 -1,151 -1,514 -1,276 -1,144 0 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.2 0.2 95.4 98.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 22 23 25 25 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,565 COMMITMENTS 800 300 0 11,765 12,265 12,565 12,565 0 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,300) 0 0 0 -1,300 -1,300 -1,300 -1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.4 0.0 93.6 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 17 13 18 14 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,846 COMMITMENTS 1,700 1,982 300 14,641 14,269 16,641 16,551 205 295 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -4,236) -450 -1,106 -50 -3,726 -3,070 -4,226 -4,226 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 11.8 1.8 86.9 84.7 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 1 21 22 24 26 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,090 COMMITMENTS 0 170 305 9,400 9,475 9,705 9,950 385 140 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -980) -175 20 -70 -775 -960 -1,020 -1,010 40 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 3.0 93.2 93.9 96.2 98.6 3.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 10 13 12 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,013 COMMITMENTS 400 350 600 39,013 38,963 40,013 39,913 0 100 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,645) -250 -75 0 -2,395 -2,560 -2,645 -2,635 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.9 1.5 97.5 97.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 25 22 26 25 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 46,095 COMMITMENTS 1,200 1,500 0 44,575 44,525 45,775 46,025 320 70 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,538) 125 25 -175 -2,488 -2,368 -2,538 -2,518 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.3 0.0 96.7 96.6 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 26 25 27 27 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,947 COMMITMENTS 1,475 0 300 48,082 49,627 49,857 49,927 90 20 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,501) -120 0 0 -2,491 -3,441 -2,611 -3,441 -890 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.6 96.3 99.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 21 12 24 13 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,238 COMMITMENTS 2,105 2,000 175 53,803 54,043 56,083 56,218 155 20 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -4,155) -65 -250 0 -3,325 -3,870 -3,390 -4,120 -765 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 3.6 0.3 95.7 96.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 22 13 25 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 70,140 COMMITMENTS 155 1,847 19 69,903 67,969 70,077 69,835 63 305 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -4,344) -55 10 -60 -4,265 -4,271 -4,380 -4,321 36 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.6 0.0 99.7 96.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 1 31 26 33 28 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 92,313 COMMITMENTS 5,716 3,954 1,625 84,856 86,455 92,197 92,034 116 279 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,918) 60 -1,034 164 -7,178 -6,281 -6,954 -7,151 36 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 4.3 1.8 91.9 93.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 8 6 33 33 44 43 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 30,372 COMMITMENTS 275 0 0 30,045 30,372 30,320 30,372 52 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,638) 125 0 0 -2,771 -2,638 -2,646 -2,638 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 98.9 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 13 12 15 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 41,406 COMMITMENTS 943 4,675 189 39,905 36,297 41,037 41,161 369 245 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,318) -142 0 25 -2,170 -1,601 -2,287 -1,576 -31 -742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 11.3 0.5 96.4 87.7 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 3 24 17 27 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 42,012 COMMITMENTS 3,320 1,400 1,850 36,387 38,457 41,557 41,707 455 305 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,435) -675 0 45 -3,030 -2,693 -3,660 -2,648 225 -787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 3.3 4.4 86.6 91.5 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 23 20 26 23 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 36,626 COMMITMENTS 0 1,820 290 36,266 34,256 36,556 36,366 70 260 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,720) 0 -275 110 -1,119 -1,515 -1,009 -1,680 -711 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.8 99.0 93.5 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 2 21 16 23 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 32,008 COMMITMENTS 350 2,200 140 31,430 29,633 31,920 31,973 88 35 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,055) 0 -100 -50 -623 -825 -673 -975 -382 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 6.9 0.4 98.2 92.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 18 14 21 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,292 COMMITMENTS 1,298 680 164 23,126 24,397 24,588 25,241 704 51 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -3,296) 59 -195 -109 -3,134 -2,792 -3,184 -3,096 -112 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 2.7 0.6 91.4 96.5 97.2 99.8 2.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 3 22 21 27 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 20,676 COMMITMENTS 816 25 301 19,454 20,210 20,571 20,536 105 140 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,698) -133 0 0 -350 -616 -483 -616 -1,215 -1,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.1 1.5 94.1 97.7 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 2 17 18 19 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,485 COMMITMENTS 1,585 8,845 150 45,498 38,470 47,233 47,465 252 20 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -951) -325 -1,159 50 -723 675 -998 -434 47 -517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 18.6 0.3 95.8 81.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 4 2 28 26 33 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 32,407 COMMITMENTS 1,235 2,710 0 30,917 29,693 32,152 32,403 255 4 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -979) -150 -780 0 -909 75 -1,059 -705 80 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 8.4 0.0 95.4 91.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 4 0 29 22 31 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,346 COMMITMENTS 0 3,950 650 20,672 16,746 21,322 21,346 24 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,299) 0 0 0 1,299 1,299 1,299 1,299 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.5 3.0 96.8 78.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 16 16 17 18 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 12,375 COMMITMENTS 0 100 0 12,374 12,275 12,374 12,375 1 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 12 14 13 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,685 COMMITMENTS 1,110 0 0 15,135 16,665 16,245 16,665 440 20 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -980) 485 0 -5 -630 -845 -150 -850 -830 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 90.7 99.9 97.4 99.9 2.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 18 11 21 11 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,035 COMMITMENTS 540 0 55 16,140 16,960 16,735 17,015 300 20 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,540) 140 -100 -305 -1,320 -905 -1,485 -1,310 -55 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.3 94.7 99.6 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 20 12 23 13 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,860 COMMITMENTS 25 0 0 9,755 9,860 9,780 9,860 80 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -900) 10 0 -10 -685 -865 -685 -875 -215 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 98.9 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 13 16 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,520 COMMITMENTS 935 125 50 22,967 24,320 23,952 24,495 568 25 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,429) -100 0 0 -2,154 -2,395 -2,254 -2,395 -175 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.5 0.2 93.7 99.2 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 19 12 23 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,985 COMMITMENTS 935 125 50 21,672 22,785 22,657 22,960 328 25 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,705) -125 0 0 -1,413 -1,680 -1,538 -1,680 -167 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.5 0.2 94.3 99.1 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 17 10 21 13 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,785 COMMITMENTS 0 325 0 10,585 10,400 10,585 10,725 200 60 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,280) -25 -100 0 -900 -1,155 -925 -1,255 -355 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 98.1 96.4 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 14 14 14 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,775 COMMITMENTS 560 100 37 22,053 22,638 22,650 22,775 125 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,845) -125 0 -25 -1,578 -1,530 -1,728 -1,555 -117 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.4 0.2 96.8 99.4 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 2 15 17 19 20 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,908 COMMITMENTS 534 150 37 23,201 23,721 23,772 23,908 136 0 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,494) -150 50 0 -2,351 -2,204 -2,501 -2,154 7 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.6 0.2 97.0 99.2 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 15 17 18 20 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 110,579 COMMITMENTS 565 8,022 605 109,364 101,930 110,534 110,557 45 22 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,045) 50 -135 10 -4,820 -3,860 -4,760 -3,985 -1,285 -2,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.3 0.5 98.9 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 9 4 36 32 41 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 121,431 COMMITMENTS 1,005 8,092 415 119,966 112,897 121,386 121,404 45 27 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -9,120) 150 -980 -330 -7,545 -5,300 -7,725 -6,610 -1,395 -2,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.7 0.3 98.8 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 9 4 40 36 48 47 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 220,081 COMMITMENTS 34,879 34,528 14,683 170,388 170,632 219,950 219,843 131 238 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -12,215) 30 -493 -2,247 -6,859 -6,605 -9,076 -9,345 -3,139 -2,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 15.7 6.7 77.4 77.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 12 20 17 49 46 73 73 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,659 COMMITMENTS 2,265 300 115 42,951 45,219 45,331 45,634 328 25 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,680) -135 -25 0 -1,835 -1,305 -1,970 -1,330 -710 -1,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.7 0.3 94.1 99.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 23 13 28 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,834 COMMITMENTS 1,815 275 130 39,606 41,404 41,551 41,809 283 25 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,065) -60 0 0 -1,350 -650 -1,410 -650 -655 -1,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.7 0.3 94.7 99.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 2 22 14 27 17
Updated September 15, 2017