CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,803
COMMITMENTS
     325      125        0    6,454    6,672    6,779    6,797       24        6

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      1.8      0.0     94.9     98.1     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        0        7        8       11       10                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,425
COMMITMENTS
  14,610    8,174      250   10,565   17,001   25,425   25,425        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -449)
    -150      550      150     -449   -1,149     -449     -449        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.5     32.1      1.0     41.6     66.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        8        2        8        6       14       14                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       45,386
COMMITMENTS
  15,946   21,183       20   29,420   24,183   45,386   45,386        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          0)
    -200        0        0      200        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     46.7      0.0     64.8     53.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        9        2        9        7       17       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       60,843
COMMITMENTS
   2,542    6,905    5,807   52,489   48,067   60,838   60,778        5       65

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,988)
     529      504      495    1,959    1,969    2,983    2,968        5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     11.3      9.5     86.3     79.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       10       10       15       14       31       25                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       39,092
COMMITMENTS
   7,739      896        0   31,353   38,196   39,092   39,092        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -250)
    -250        0        0        0     -250     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8      2.3      0.0     80.2     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        0        9       11       12       15                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       33,542
COMMITMENTS
   6,325   14,223      637   26,580   18,682   33,542   33,542        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -500)
       0     -800        0     -500      300     -500     -500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     42.4      1.9     79.2     55.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        7        2        8        5       14       13                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       23,565
COMMITMENTS
   4,350    5,685        0   19,215   17,880   23,565   23,565        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     24.1      0.0     81.5     75.9    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 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       15,607
COMMITMENTS
   7,280    5,420        0    8,327   10,187   15,607   15,607        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        150)
      50        0        0      100      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.6     34.7      0.0     53.4     65.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        0        9        8       14       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       29,157
COMMITMENTS
  13,951   14,245      700   14,506   14,212   29,157   29,157        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:         65)
    -301        0        0      366       65       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.8     48.9      2.4     49.8     48.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        6        3        9        7       17       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       18,545
COMMITMENTS
   8,645    6,407      100    9,800   12,038   18,545   18,545        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        100)
       0     -100        0      100      200      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.6     34.5      0.5     52.8     64.9    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       20,459
COMMITMENTS
   1,375    2,192      278   18,785   17,989   20,439   20,459       20        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,867)
     425     -241      131    2,311    2,977    2,867    2,867        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7     10.7      1.4     91.8     87.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        6        3       14       11       20       18                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,420,473
COMMITMENTS
 1007086   87,337  770,942  3605356  4551093  5383384  5409372   37,089   11,101

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     56,364)
  10,092   20,174   -2,019   48,686   39,031   56,759   57,186     -395     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      1.6     14.2     66.5     84.0     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      62       17       55      135      123      211      182                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,672,959
COMMITMENTS
 114,557   19,316  795,045  760,139  857,769  1669741  1672129    3,218      829

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     64,575)
   5,943     -196   41,171   17,397   23,506   64,512   64,481       63       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      1.2     47.5     45.4     51.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       18       28       58       56       89       85                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      192,373
COMMITMENTS
   7,572    2,366    2,625  167,535  184,802  177,732  189,793   14,641    2,580

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -19,954)
  -3,511   -1,394     -856  -15,257  -17,897  -19,624  -20,147     -330      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.2      1.4     87.1     96.1     92.4     98.7      7.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        4       35       31       42       35                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,457
COMMITMENTS
      70        0      240   91,136   91,092   91,446   91,332    4,011    4,125

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -8,422)
  -1,413     -615      -31   -6,915   -8,053   -8,359   -8,699      -63      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.3     95.5     95.4     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       27       30       28       31                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,706
COMMITMENTS
       0      239    2,153  208,036  214,046  210,189  216,438   13,517    7,268

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -9,990)
    -357     -110       24   -9,443   -9,398   -9,776   -9,484     -214     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      1.0     93.0     95.7     94.0     96.8      6.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        2       25       26       27       28                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      972,020
COMMITMENTS
     889   18,407    9,802  949,155  937,027  959,846  965,236   12,174    6,784

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -42,496)
    -586     -703      -33  -41,720  -41,209  -42,339  -41,945     -157     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.9      1.0     97.6     96.4     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        2        3       53       34       57       37                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      440,078
COMMITMENTS
   6,528        0    1,002  418,147  432,920  425,677  433,922   14,401    6,156

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -18,918)
  -1,019        0     -309  -16,756  -18,109  -18,084  -18,418     -834     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.2     95.0     98.4     96.7     98.6      3.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        0        2       35       46       38       48                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      410,976
COMMITMENTS
   1,308        6    1,396  392,539  403,887  395,243  405,289   15,733    5,687

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -12,934)
  -2,617        6      259   -9,928  -13,601  -12,286  -13,336     -648      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.3     95.5     98.3     96.2     98.6      3.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        1        2       39       43       42       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,322
COMMITMENTS
     938        0      832  174,248  179,257  176,018  180,089   10,304    6,233

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -13,383)
     -54   -2,193   -1,724  -17,941  -10,417  -19,719  -14,334    6,336      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.4     93.5     96.2     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        0        1       32       31       33       32                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,796
COMMITMENTS
   5,049    4,931      887   81,198   77,217   87,134   83,035    2,662    6,761

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -13,421)
    -496   -1,647        0  -13,207  -12,900  -13,703  -14,547      282    1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      5.5      1.0     90.4     86.0     97.0     92.5      3.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       24       22       27       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,369
COMMITMENTS
   1,013        0        0   22,984   23,935   23,997   23,935      372      434

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -10,521)
       0        0        0  -10,163  -10,341  -10,163  -10,341     -358     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.0     94.3     98.2     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       12       11       13       11                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,398
COMMITMENTS
     608        0    1,227   84,977   87,868   86,812   89,095    7,586    5,303

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -9,017)
     178   -1,829     -214   -9,236   -6,992   -9,272   -9,035      255       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      1.3     90.0     93.1     92.0     94.4      8.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       19       20       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      163,226
COMMITMENTS
       0        0        0  156,379  160,337  156,379  160,337    6,847    2,889

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -8,737)
       0        0        0   -8,610   -8,903   -8,610   -8,903     -127      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.8     98.2     95.8     98.2      4.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        0        0       27       28       27       28                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,021
COMMITMENTS
       0        0        0   58,759   61,020   58,759   61,020    5,262    3,001

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,656)
       0        0        0   -5,680   -4,851   -5,680   -4,851       24     -805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.8     95.3     91.8     95.3      8.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       16       16       16                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,118
COMMITMENTS
       0        0        0   14,915   15,099   14,915   15,099    1,203    1,019

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -7,424)
  -1,410     -872        0   -6,124   -6,466   -7,534   -7,338      110      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.5     93.7     92.5     93.7      7.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       14       14       14                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      556,000
COMMITMENTS
  50,072    4,730    1,313  498,519  542,302  549,904  548,345    6,096    7,655

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -29,846)
   1,692      238   -1,314  -29,808  -28,320  -29,430  -29,396     -416     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      0.9      0.2     89.7     97.5     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       7        4        4       57       59       66       65                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,441
COMMITMENTS
     937    3,602      457   98,760   99,566  100,154  103,625    9,287    5,816

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -9,674)
    -826    1,141      -15  -10,092  -11,822  -10,933  -10,696    1,259    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.3      0.4     90.2     91.0     91.5     94.7      8.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        2       23       23       25       27                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       12,163
COMMITMENTS
     496        0        0   10,432   11,040   10,928   11,040    1,235    1,123

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,778)
    -660        0        0   -4,398   -5,358   -5,058   -5,358     -720     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.0      0.0     85.8     90.8     89.8     90.8     10.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       10       12       10                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,039
COMMITMENTS
       0      390      155   69,285   66,839   69,440   67,384    1,599    3,655

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,846)
       0     -558        0   -5,214   -5,131   -5,214   -5,689     -632     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.2     97.5     94.1     97.7     94.9      2.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       15       19       16       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,198
COMMITMENTS
       0        0        0   88,129   85,687   88,129   85,687    1,069    3,511

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -64,566)
 -27,745   -4,960        0  -37,642  -60,602  -65,387  -65,562      821      996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.8     96.1     98.8     96.1      1.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       15       13       15                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,054
COMMITMENTS
  27,745    5,301        0   85,308  108,234  113,053  113,535    2,001    1,519

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -71,068)
 -34,698   -4,587   -4,058  -31,955  -62,533  -70,711  -71,178     -357      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      4.6      0.0     74.1     94.1     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10        6        0       19       40       29       46                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,696
COMMITMENTS
       0    1,755        0  141,615  136,163  141,615  137,918    1,081    4,778

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,395)
       0     -592        0    3,027    2,726    3,027    2,134     -632      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     99.2     95.4     99.2     96.7      0.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       18       20       18       22                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      260,704
COMMITMENTS
       0      261    1,208  251,083  249,834  252,291  251,303    8,413    9,401

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -13,825)
       0        2       -2  -13,079  -14,498  -13,081  -14,498     -744      673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.5     96.3     95.8     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        1       34       33       35       34                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,239
COMMITMENTS
       0    1,022    2,109  113,743  115,683  115,852  118,814    4,387    1,425

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -8,153)
       0     -170     -217   -7,533   -6,851   -7,750   -7,238     -403     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      1.8     94.6     96.2     96.4     98.8      3.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       21       26       22       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      137,477
COMMITMENTS
   4,936        0      749  123,814  129,030  129,499  129,779    7,978    7,698

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -7,557)
    -178     -682      -31   -7,548   -6,860   -7,757   -7,573      200       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.0      0.5     90.1     93.9     94.2     94.4      5.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       19       14       21       15                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      122,540
COMMITMENTS
       0        0        0  110,892  120,723  110,892  120,723   11,648    1,817

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,439)
       0        0        0   -4,817   -4,942   -4,817   -4,942     -622     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.5     98.5     90.5     98.5      9.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       19       17       19                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,319
COMMITMENTS
       0        0        0   65,551   65,794   65,551   65,794      768      525

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -7,342)
    -178        0      -62   -7,140   -7,162   -7,380   -7,224       38     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.8     99.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       11       14       11       14                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,397
COMMITMENTS
     248       68      428  101,609  106,962  102,285  107,458    8,112    2,939

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -8,760)
    -273       68     -254   -8,813   -8,446   -9,340   -8,632      580     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.1      0.4     92.0     96.9     92.7     97.3      7.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       19       19       21       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      153,130
COMMITMENTS
       0      509    8,386  134,557  134,432  142,943  143,327   10,187    9,803

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -10,190)
       0   -5,946      -91   -9,226   -2,545   -9,317   -8,582     -873   -1,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      5.5     87.9     87.8     93.3     93.6      6.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        3       33       23       36       26                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,771
COMMITMENTS
   2,821      961        0   19,011   22,283   21,832   23,244    1,939      527

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -4,422)
     540     -420     -720   -4,497   -2,864   -4,677   -4,004      255     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      4.0      0.0     80.0     93.7     91.8     97.8      8.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        0       12       11       16       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,872
COMMITMENTS
     868      279        0   17,524   18,357   18,392   18,636    1,480    1,236

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -9,126)
  -2,580     -148      -62   -7,011   -8,743   -9,653   -8,953      527     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      1.4      0.0     88.2     92.4     92.6     93.8      7.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       10       13       12       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      184,231
COMMITMENTS
  12,042    2,791      514  165,060  169,971  177,616  173,276    6,615   10,955

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -10,288)
  -1,399     -337     -579   -7,614  -11,070   -9,592  -11,986     -696    1,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      1.5      0.3     89.6     92.3     96.4     94.1      3.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        2       34       30       37       33                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       90,077
COMMITMENTS
   1,777        0        0   80,505   82,858   82,282   82,858    7,795    7,219

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        580)
     333        0        0      878      -19    1,211      -19     -631      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.0     89.4     92.0     91.3     92.0      8.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       25       23       27       23                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       92,202
COMMITMENTS
       0        0        0   84,073   87,958   84,073   87,958    8,129    4,244

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -9,676)
       0        0        0   -9,084   -9,335   -9,084   -9,335     -592     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.2     95.4     91.2     95.4      8.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       25       16       25       16                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       72,496
COMMITMENTS
   4,639        0      270   60,728   65,952   65,637   66,222    6,859    6,274

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      3,257)
     934     -617        0    1,361    3,834    2,295    3,217      962       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      0.0      0.4     83.8     91.0     90.5     91.3      9.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       14       16       17       17                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       29,635
COMMITMENTS
   2,015        0        0   26,078   29,046   28,093   29,046    1,542      589

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -10,074)
  -1,938      -86     -124   -8,944   -9,898  -11,006  -10,108      932       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.0      0.0     88.0     98.0     94.8     98.0      5.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       11       12       13       12                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      113,824
COMMITMENTS
   2,623        0        0  101,960  106,692  104,583  106,692    9,241    7,132

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -9,612)
    -914        0        0   -7,735   -7,465   -8,649   -7,465     -963   -2,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.0      0.0     89.6     93.7     91.9     93.7      8.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       25       17       27       17                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       73,322
COMMITMENTS
       0        0        0   63,720   68,351   63,720   68,351    9,602    4,971

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -4,651)
       0        0        0   -4,089   -3,597   -4,089   -3,597     -562   -1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.9     93.2     86.9     93.2     13.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       14       16       14                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      127,702
COMMITMENTS
  20,417    8,304   13,227   93,600  105,724  127,244  127,256      458      446

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -7,577)
    -992   -1,242   -1,086   -5,487   -5,166   -7,564   -7,494      -12      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      6.5     10.4     73.3     82.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13        9       18       41       42       62       61                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       34,896
COMMITMENTS
   1,025      550    2,075   31,796   32,271   34,896   34,896        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        -73)
    -125      -50      225     -173     -248      -73      -73        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.6      5.9     91.1     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        3        4       29       21       37       27                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       25,639
COMMITMENTS
   1,175      575      225   24,215   24,599   25,615   25,399       24      240

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      2.2      0.9     94.4     95.9     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        1       23       20       27       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      183,316
COMMITMENTS
   7,164   34,080    2,827  173,159  146,284  183,150  183,191      166      125

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -6,075)
      50   -1,052    1,012   -7,137   -6,035   -6,075   -6,075        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     18.6      1.5     94.5     79.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        8        4       38       38       46       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,289
COMMITMENTS
     983    6,042    3,982   59,287   54,265   64,252   64,289       37        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -4,113)
    -142   -1,338      406   -4,371   -3,162   -4,107   -4,093       -6      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      9.4      6.2     92.2     84.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        6       21       22       29       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       23,736
COMMITMENTS
       0      225      450   23,281   23,061   23,731   23,736        5        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,262)
    -200     -225        0   -1,060   -1,037   -1,260   -1,262       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      1.9     98.1     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       12       16       13       18                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       56,188
COMMITMENTS
     540    4,150      450   55,161   51,528   56,151   56,128       37       60

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,962)
      27       75     -102   -1,885   -1,935   -1,960   -1,962       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      7.4      0.8     98.2     91.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        1       27       31       29       35                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       55,901
COMMITMENTS
   1,480    2,300      250   53,994   52,976   55,724   55,526      177      375

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,834)
    -138        0     -150   -3,534   -3,684   -3,822   -3,834      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      4.1      0.4     96.6     94.8     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        6        2       24       27       28       33                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,182
COMMITMENTS
     385   17,400        0   62,435   45,610   62,820   63,010      362      172

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,220)
     -40        0        0   -3,143   -3,220   -3,183   -3,220      -37        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     27.5      0.0     98.8     72.2     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       28       25       29       26                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       78,628
COMMITMENTS
     535   17,574        0   77,787   60,799   78,322   78,373      306      255

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,109)
    -200        0        0   -4,908   -5,109   -5,108   -5,109       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     22.4      0.0     98.9     77.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        0       28       26       29       29                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,294
COMMITMENTS
     450      900        0   32,712   32,274   33,162   33,174      132      120

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -915)
    -100       50      -50     -743     -905     -893     -905      -22      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.7      0.0     98.3     96.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       22       18       23       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       36,197
COMMITMENTS
   1,975        0      100   34,062   35,785   36,137   35,885       60      312

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,455)
    -200        0        0   -1,255   -1,563   -1,455   -1,563        0      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.0      0.3     94.1     98.9     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       22       22       25       23                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       13,840
COMMITMENTS
       0      750        0   13,840   13,090   13,840   13,840        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,700)
       0      -50        0   -1,700   -1,650   -1,700   -1,700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.4      0.0    100.0     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       16       12       16       15                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,201
COMMITMENTS
     900    3,235      800   17,276   14,866   18,976   18,901      225      300

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,564)
    -200     -214        0   -2,359   -2,350   -2,559   -2,564       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     16.8      4.2     90.0     77.4     98.8     98.4      1.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        3       24       24       28       31                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,895
COMMITMENTS
     120      700      475    9,940    9,690   10,535   10,865      360       30

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,020)
     -70      -75      -25     -905     -910   -1,000   -1,010      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      6.4      4.4     91.2     88.9     96.7     99.7      3.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       13       13       15       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,259
COMMITMENTS
     300      300      600   40,161   40,269   41,061   41,169      198       90

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,429)
     300      -50       50   -1,762   -1,419   -1,412   -1,419      -17      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.7      1.5     97.3     97.6     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       22       23       23       25                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       49,282
COMMITMENTS
   1,775    1,550      200   47,007   47,422   48,982   49,172      300      110

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -220)
       0      150        0     -520     -480     -520     -330      300      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      3.1      0.4     95.4     96.2     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        2       28       25       32       30                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,844
COMMITMENTS
   1,310      335      300   46,144   47,139   47,754   47,774       90       70

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,900)
    -105       40      -40   -2,740   -2,900   -2,885   -2,900      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.7      0.6     96.4     98.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       20       12       23       13                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,594
COMMITMENTS
   1,695    2,200      475   56,249   55,919   58,419   58,594      175        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,749)
    -165        0        0   -3,574   -3,749   -3,739   -3,749      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.8      0.8     96.0     95.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       26       14       29       16                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       68,434
COMMITMENTS
     215      121      410   67,730   67,552   68,355   68,083       79      351

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,120)
    -447      121       96   -2,741   -3,289   -3,092   -3,072      -28      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.2      0.6     99.0     98.7     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       29       30       31       31                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       99,222
COMMITMENTS
   8,278    4,816      691   90,132   93,256   99,101   98,763      121      459

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -7,318)
     -42     -181     -211   -7,078   -6,901   -7,331   -7,293       13      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      4.9      0.7     90.8     94.0     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        5        4       31       32       42       40                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       29,698
COMMITMENTS
     275       25        0   29,423   29,673   29,698   29,698        0        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,386)
    -675        0        0   -2,711   -3,386   -3,386   -3,386        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.1      0.0     99.1     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       15       13       17       14                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       43,248
COMMITMENTS
   1,742    4,550        0   41,125   38,453   42,867   43,003      381      245

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,903)
      73        0      -75   -3,005   -2,828   -3,007   -2,903      104        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     10.5      0.0     95.1     88.9     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        0       25       18       29       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       48,541
COMMITMENTS
   4,475    1,750    1,920   41,946   44,561   48,341   48,231      200      310

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,944)
    -100        0        0   -1,834   -1,944   -1,934   -1,944      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      3.6      4.0     86.4     91.8     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        3       23       19       30       23                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       35,442
COMMITMENTS
       0    2,295      145   35,217   32,882   35,362   35,322       80      120

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,868)
       0     -297      -20   -1,813   -1,551   -1,833   -1,868      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.5      0.4     99.4     92.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       20       17       22       20                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       32,521
COMMITMENTS
       0    1,590      150   32,239   30,751   32,389   32,491      132       30

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -840)
       0     -150        0     -808     -685     -808     -835      -32       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.9      0.5     99.1     94.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       16       15       17       17                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,962
COMMITMENTS
   1,320       70      492   27,724   29,340   29,536   29,902      426       60

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -556)
    -102       70      -65     -374     -556     -541     -551      -15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.2      1.6     92.5     97.9     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        2       21       21       26       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       21,712
COMMITMENTS
   1,302        0        1   20,274   21,446   21,577   21,447      135      265

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,328)
     -48        0        0   -1,265   -1,363   -1,313   -1,363      -15       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      0.0     93.4     98.8     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       19       18       21       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       46,733
COMMITMENTS
   2,015    8,329      207   44,115   38,159   46,337   46,695      396       38

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -4,066)
    -175     -879      -22   -3,878   -3,188   -4,075   -4,089        9       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     17.8      0.4     94.4     81.7     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        1       31       26       34       29                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       33,661
COMMITMENTS
   1,500    3,070        0   32,101   30,585   33,601   33,655       60        6

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,600)
    -150      -50        0   -1,440   -1,549   -1,590   -1,599      -10       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      9.1      0.0     95.4     90.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       26       23       27       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,514
COMMITMENTS
       0    2,900      900   18,610   15,714   19,510   19,514        4        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      1,452)
       0    1,500        0    1,452      -48    1,452    1,452        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     14.9      4.6     95.4     80.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        1       18       14       19       18                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:       13,200
COMMITMENTS
       0      150        0   13,193   13,050   13,193   13,200        7        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     99.9     98.9     99.9    100.0      0.1      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,700
COMMITMENTS
     520        0      110   17,085   18,570   17,715   18,680      985       20

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -985)
     -45        0        0     -870     -985     -915     -985      -70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.6     91.4     99.3     94.7     99.9      5.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       17       12       19       14                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,090
COMMITMENTS
     765      405      405   18,680   19,260   19,850   20,070      240       20

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,380)
      35      -80      -35   -1,355   -1,265   -1,355   -1,380      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.0      2.0     93.0     95.9     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       20       13       24       14                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      619,379
COMMITMENTS
  20,079   75,450   75,068  524,106  468,735  619,253  619,253      126      126

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     25,678)
    -394     -705    6,433   19,662   19,824   25,700   25,552      -22      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     12.2     12.1     84.6     75.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        4       19       19       24       24                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,355
COMMITMENTS
       5        0       20    9,235    9,265    9,260    9,285       95       70

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -755)
     -25        0        0     -720     -755     -745     -755      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.2     98.7     99.0     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       14       12       15       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,453
COMMITMENTS
   1,025      100        0   26,842   28,350   27,867   28,450      586        3

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,907)
     -25       50        0   -1,857   -1,955   -1,882   -1,905      -25       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.4      0.0     94.3     99.6     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       19       12       21       14                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,985
COMMITMENTS
   1,075      100        0   24,563   25,885   25,638   25,985      347        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,551)
     -25       50        0   -1,501   -1,600   -1,526   -1,550      -25       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.4      0.0     94.5     99.6     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       16        9       18       11                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,335
COMMITMENTS
      50      525        0   13,255   12,750   13,305   13,275       30       60

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,175)
       0      -50        0   -1,170   -1,005   -1,170   -1,055       -5     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.9      0.0     99.4     95.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       15       15       16       18                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,912
COMMITMENTS
     829      100       87   23,910   24,725   24,826   24,912       86        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,517)
     -47      -25        0   -1,556   -1,492   -1,603   -1,517       86        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.4      0.3     96.0     99.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       16       16       20       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,339
COMMITMENTS
     951      100       12   26,266   27,227   27,229   27,339      110        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,819)
     -22        0      -25   -1,762   -1,794   -1,809   -1,819      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.4      0.0     96.1     99.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       16       17       20       19                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      121,082
COMMITMENTS
     180    7,757      205  120,652  113,120  121,037  121,082       45        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -5,663)
      55      -55      -60   -5,658   -5,548   -5,663   -5,663        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      6.4      0.2     99.6     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        7        2       36       31       39       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      137,753
COMMITMENTS
     145   14,977      840  136,743  121,936  137,728  137,753       25        0

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -6,505)
       5   -1,465     -210   -6,300   -4,825   -6,505   -6,500        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     10.9      0.6     99.3     88.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1       10        6       38       34       44       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      214,514
COMMITMENTS
  24,944   34,766   14,683  174,630  164,884  214,257  214,332      258      182

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -11,448)
   2,626    1,392   -3,151  -11,056   -9,713  -11,581  -11,472      133       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     16.2      6.8     81.4     76.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      13       15       18       46       46       66       72                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,655
COMMITMENTS
   1,780      275       75   47,500   49,280   49,355   49,630      300       25

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,385)
    -110      -50        0   -2,260   -2,335   -2,370   -2,385      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.6      0.2     95.7     99.2     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       23       14       27       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,680
COMMITMENTS
   1,235      275       75   44,135   45,305   45,445   45,655      235       25

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,080)
     -60      -50        0   -2,015   -2,030   -2,075   -2,080       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.6      0.2     96.6     99.2     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       21       13       25       15                  



Updated July 14, 2017