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