NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 38,266 COMMITMENTS 7,560 24,787 145 30,561 13,334 38,266 38,266 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -50) 50 121 0 -100 -171 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 64.8 0.4 79.9 34.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 12 2 12 8 17 20 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 20,027 COMMITMENTS 823 3,488 0 19,164 16,523 19,987 20,011 40 16 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 185) 0 45 0 185 140 185 185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 17.4 0.0 95.7 82.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 0 7 10 12 14 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 61,127 COMMITMENTS 8,347 11,027 3,443 49,337 46,657 61,127 61,127 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 404) -305 706 28 703 -329 425 404 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 18.0 5.6 80.7 76.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 6 9 15 13 33 24 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 47,335 COMMITMENTS 8,955 23,373 800 37,580 23,162 47,335 47,335 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,163) -88 425 13 1,238 725 1,163 1,163 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 49.4 1.7 79.4 48.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 9 1 10 7 15 17 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 42,112 COMMITMENTS 8,332 29,700 0 33,780 12,412 42,112 42,112 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 450) 100 400 0 350 50 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 70.5 0.0 80.2 29.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 9 0 11 7 14 16 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 30,202 COMMITMENTS 4,300 14,298 0 25,902 15,904 30,202 30,202 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 780) -5,000 50 0 5,780 730 780 780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 47.3 0.0 85.8 52.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 0 10 7 13 11 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 32,613 COMMITMENTS 7,620 17,725 100 24,893 14,788 32,613 32,613 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 43) 0 0 0 43 43 43 43 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 54.3 0.3 76.3 45.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 7 1 9 9 14 16 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 21,995 COMMITMENTS 5,920 4,155 0 16,075 17,840 21,995 21,995 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 18.9 0.0 73.1 81.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 0 9 5 14 9 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,072 COMMITMENTS 5,497 5,275 0 21,575 21,797 27,072 27,072 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 19.5 0.0 79.7 80.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 0 11 5 15 7 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 14,900 COMMITMENTS 8,450 1,950 0 6,450 12,950 14,900 14,900 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.7 13.1 0.0 43.3 86.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 2 0 8 4 14 6 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,040 COMMITMENTS 7,350 16,190 0 17,690 8,850 25,040 25,040 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -100) 100 0 0 -200 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 64.7 0.0 70.6 35.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 8 0 7 6 10 14 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 24,108 COMMITMENTS 3,033 3,037 787 20,288 20,284 24,108 24,108 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 241) 0 -1 -2 243 244 241 241 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 12.6 3.3 84.2 84.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 2 18 13 21 18 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 17,623 COMMITMENTS 2,939 795 2,646 11,878 14,052 17,463 17,493 160 130 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,429) 122 -186 896 501 709 1,519 1,419 -90 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 4.5 15.0 67.4 79.7 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 5 20 23 27 28 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 22,836 COMMITMENTS 1,086 5,765 1,714 19,745 15,217 22,545 22,696 291 140 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 962) 81 929 -102 996 160 975 987 -13 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 25.2 7.5 86.5 66.6 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 2 27 18 32 21 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,329,872 COMMITMENTS 343,406 86,652 674,283 4270617 4555148 5288306 5316083 41,566 13,789 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 63,671) -71,307 7,635 50,688 80,565 2,566 59,946 60,889 3,725 2,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 1.6 12.7 80.1 85.5 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 43 27 54 136 110 202 169 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 806,360 COMMITMENTS 29,265 51,408 395,798 375,667 357,054 800,730 804,260 5,630 2,100 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 52,089) -114 -1,241 35,664 16,525 17,637 52,075 52,060 14 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 6.4 49.1 46.6 44.3 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 17 9 21 50 50 75 72 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,377 COMMITMENTS 0 6,551 952 268,376 268,710 269,328 276,213 11,049 4,164 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 21,753) 0 470 952 20,179 20,996 21,131 22,418 622 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.3 95.7 95.8 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 5 2 29 26 31 31 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,091 COMMITMENTS 2,755 0 4,123 104,381 106,164 111,259 110,287 3,832 4,804 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,391) 351 0 -836 1,786 2,195 1,301 1,359 90 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 3.6 90.7 92.2 96.7 95.8 3.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 3 24 25 27 28 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,122 COMMITMENTS 2,048 4,424 1,904 356,475 356,210 360,427 362,538 7,695 5,584 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,292) -65 -2,406 -561 3,002 3,937 2,376 970 -1,084 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.2 0.5 96.8 96.8 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 3 32 31 35 37 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 868,310 COMMITMENTS 4,166 6,946 8,960 845,068 849,337 858,194 865,243 10,116 3,067 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,920) 99 0 29 1,962 1,979 2,090 2,008 -170 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.8 1.0 97.3 97.8 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 1 2 44 28 48 30 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 449,751 COMMITMENTS 129 1,387 366 423,952 440,302 424,447 442,055 25,304 7,696 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 6,765) 129 -1,479 212 6,835 8,077 7,176 6,810 -411 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.1 94.3 97.9 94.4 98.3 5.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 1 2 40 43 42 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 518,347 COMMITMENTS 3,208 2,025 800 499,813 509,577 503,821 512,402 14,526 5,945 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 11,722) -1,736 269 3 10,963 11,601 9,230 11,873 2,492 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.4 0.2 96.4 98.3 97.2 98.9 2.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 3 3 35 41 40 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,584 COMMITMENTS 0 5,262 651 287,514 283,153 288,165 289,066 7,419 6,518 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 41) -744 1,178 620 396 -2,281 272 -483 -231 524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.2 97.3 95.8 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 3 1 41 35 42 38 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,013 COMMITMENTS 1,485 2,915 3,271 91,929 91,735 96,685 97,921 5,328 4,092 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,111) 31 -57 -573 1,143 1,866 601 1,236 510 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 2.9 3.2 90.1 89.9 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 28 23 30 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,607 COMMITMENTS 0 496 0 44,437 44,770 44,437 45,266 1,170 341 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,012) 0 0 0 2,136 2,012 2,136 2,012 -124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 97.4 98.2 97.4 99.3 2.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 18 14 18 16 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 199,716 COMMITMENTS 354 392 1,761 187,303 192,978 189,418 195,131 10,298 4,585 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 6,233) 354 -344 -12 6,176 6,793 6,518 6,437 -285 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.2 0.9 93.8 96.6 94.8 97.7 5.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 17 20 19 22 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 181,763 COMMITMENTS 1,301 3,071 0 168,710 169,975 170,011 173,046 11,752 8,717 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,033) 1,301 0 0 206 1,945 1,507 1,945 526 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.7 0.0 92.8 93.5 93.5 95.2 6.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 27 23 28 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 201,918 COMMITMENTS 0 0 0 193,395 195,970 193,395 195,970 8,523 5,948 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 9,244) 0 0 0 8,120 8,520 8,120 8,520 1,124 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.8 97.1 95.8 97.1 4.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 16 16 16 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,596 COMMITMENTS 6,293 1,573 0 17,323 23,806 23,616 25,379 1,980 217 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 3,851) 372 0 0 3,787 3,820 4,159 3,820 -308 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 6.1 0.0 67.7 93.0 92.3 99.2 7.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 0 16 17 17 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 568,142 COMMITMENTS 16,236 15,041 2,425 541,670 542,076 560,331 559,542 7,811 8,600 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 7,565) -1,495 -5,244 -1,497 9,323 12,059 6,331 5,318 1,234 2,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 2.6 0.4 95.3 95.4 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 6 6 6 51 49 61 57 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 240,460 COMMITMENTS 0 5,098 710 232,791 230,020 233,501 235,828 6,959 4,632 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -2,245) 0 54 247 -2,691 -2,146 -2,444 -1,845 199 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.3 96.8 95.7 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 3 2 31 31 33 34 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 39,177 COMMITMENTS 523 0 0 38,097 38,097 38,620 38,097 557 1,080 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -589) 0 0 0 -589 -651 -589 -651 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.0 97.2 97.2 98.6 97.2 1.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 15 14 16 14 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,252 COMMITMENTS 346 710 114 76,222 75,377 76,682 76,201 6,570 7,051 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,078) 346 0 114 1,080 1,261 1,540 1,375 -462 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.9 0.1 91.6 90.5 92.1 91.5 7.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 17 12 18 14 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 142,513 COMMITMENTS 1,840 2,683 0 133,239 137,432 135,079 140,115 7,434 2,398 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,852) 0 1,395 0 2,821 1,240 2,821 2,635 31 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.9 0.0 93.5 96.4 94.8 98.3 5.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 17 15 18 18 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 159,943 COMMITMENTS 19,727 8,928 0 136,700 149,961 156,427 158,889 3,516 1,054 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 3,820) 155 558 0 3,665 3,138 3,820 3,696 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 5.6 0.0 85.5 93.8 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 5 0 26 32 31 37 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 171,858 COMMITMENTS 992 740 0 169,015 169,586 170,007 170,326 1,851 1,532 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 930) 0 740 0 744 558 744 1,298 186 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.4 0.0 98.3 98.7 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 21 21 22 22 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 270,987 COMMITMENTS 1,127 0 1,318 264,907 259,325 267,352 260,643 3,635 10,344 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,758) 329 0 124 604 1,262 1,057 1,386 701 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.5 97.8 95.7 98.7 96.2 1.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 2 35 32 37 34 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 13,809 COMMITMENTS 0 651 0 12,327 12,879 12,327 13,530 1,482 279 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 682) 0 279 0 620 403 620 682 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.0 89.3 93.3 89.3 98.0 10.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 11 11 11 12 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,005 COMMITMENTS 2,345 0 589 86,884 91,305 89,818 91,894 16,187 14,111 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,174) 1,371 0 -62 396 2,284 1,705 2,222 469 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.6 82.0 86.1 84.7 86.7 15.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 19 18 20 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 174,392 COMMITMENTS 1,298 0 645 169,774 168,365 171,717 169,010 2,675 5,382 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 11,964) 488 0 -285 11,548 12,159 11,751 11,874 213 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.4 97.4 96.5 98.5 96.9 1.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 1 22 26 23 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 161,160 COMMITMENTS 148 0 93 155,226 153,387 155,467 153,480 5,693 7,680 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 6,457) 98 0 -489 6,612 5,108 6,221 4,619 236 1,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.1 96.3 95.2 96.5 95.2 3.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 24 15 25 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,162 COMMITMENTS 0 0 0 96,929 100,798 96,929 100,798 9,233 5,364 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,030) 0 0 0 875 1,212 875 1,212 155 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.3 94.9 91.3 94.9 8.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 19 20 19 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,182 COMMITMENTS 248 1,240 0 44,333 43,954 44,581 45,194 1,601 988 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.7 0.0 96.0 95.2 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 11 15 12 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 188,065 COMMITMENTS 1,878 375 603 183,249 175,213 185,730 176,191 2,335 11,874 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -41) -177 -296 239 -334 -456 -272 -513 231 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.2 0.3 97.4 93.2 98.8 93.7 1.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 22 18 25 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,744 COMMITMENTS 0 1,117 1,258 153,819 156,256 155,077 158,631 10,667 7,113 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 5,621) 0 -14 308 5,713 3,665 6,021 3,959 -400 1,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.8 92.8 94.3 93.6 95.7 6.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 3 3 33 29 36 32 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,590 COMMITMENTS 1,116 0 0 20,394 23,156 21,510 23,156 2,080 434 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 62) 0 0 0 0 62 0 62 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 0.0 86.5 98.2 91.2 98.2 8.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 11 10 14 10 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 231,748 COMMITMENTS 1,079 215 1,611 224,426 223,040 227,116 224,866 4,632 6,882 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 3,337) 769 -240 308 6,167 4,927 7,244 4,995 -3,907 -1,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.1 0.7 96.8 96.2 98.0 97.0 2.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 1 36 31 39 32 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 153,440 COMMITMENTS 0 981 1,195 148,831 147,274 150,026 149,450 3,414 3,990 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -13) 0 361 -210 -136 681 -346 832 333 -845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.8 97.0 96.0 97.8 97.4 2.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 23 24 24 25 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 148,659 COMMITMENTS 0 0 0 143,431 140,820 143,431 140,820 5,228 7,839 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,205) 0 0 0 2,595 2,391 2,595 2,391 -390 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.5 94.7 96.5 94.7 3.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 22 17 22 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 65,391 COMMITMENTS 2,319 0 459 54,892 62,950 57,670 63,409 7,721 1,982 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,435) 151 -397 397 856 1,435 1,404 1,435 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.7 83.9 96.3 88.2 97.0 11.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 17 15 19 16 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 39,020 COMMITMENTS 306 0 186 34,921 37,753 35,413 37,939 3,607 1,081 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 372) 306 -805 186 248 1,177 740 558 -368 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.5 89.5 96.8 90.8 97.2 9.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 16 17 17 18 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 144,691 COMMITMENTS 0 0 0 126,016 137,655 126,016 137,655 18,675 7,036 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,649) -2,215 0 0 7,245 2,804 5,030 2,804 -2,381 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.1 95.1 87.1 95.1 12.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 14 22 14 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 87,862 COMMITMENTS 7,965 5,992 605 74,830 77,243 83,400 83,840 4,462 4,022 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,497) 30 0 0 978 396 1,008 396 489 1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 6.8 0.7 85.2 87.9 94.9 95.4 5.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 20 16 22 18 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 167,633 COMMITMENTS 0 0 0 165,592 165,399 165,592 165,399 2,041 2,234 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -2,267) -4,580 0 0 2,037 -2,267 -2,543 -2,267 276 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.8 98.7 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 16 16 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 59,421 COMMITMENTS 9,547 2,594 4,900 43,910 51,487 58,357 58,981 1,064 439 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 572) 257 -80 100 199 547 556 567 16 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 4.4 8.2 73.9 86.6 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 12 7 14 31 30 48 46 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 44,968 COMMITMENTS 3,200 1,544 275 41,423 43,129 44,898 44,948 70 20 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 803) -25 130 -55 823 728 743 803 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 3.4 0.6 92.1 95.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 5 2 24 19 30 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 21,112 COMMITMENTS 995 475 605 19,512 20,032 21,112 21,112 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -25) -25 -300 25 -25 250 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 2.2 2.9 92.4 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 17 17 19 19 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 160,981 COMMITMENTS 9,360 18,853 3,857 147,537 137,850 160,754 160,560 227 421 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 192) 40 -875 0 152 957 192 82 0 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 11.7 2.4 91.6 85.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 8 5 4 36 35 47 41 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 48,131 COMMITMENTS 660 6,460 850 46,501 40,821 48,011 48,131 120 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -886) -232 -50 232 -886 -1,068 -886 -886 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 13.4 1.8 96.6 84.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 5 19 17 26 25 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,625 COMMITMENTS 325 50 0 31,300 31,575 31,625 31,625 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -275) 0 0 0 -275 -275 -275 -275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.2 0.0 99.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 11 12 14 13 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 46,930 COMMITMENTS 4,670 1,100 460 41,625 45,210 46,755 46,770 175 160 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -195) 0 0 0 -195 -195 -195 -195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 2.3 1.0 88.7 96.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 1 26 26 29 29 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 73,396 COMMITMENTS 11,030 3,090 1,415 60,599 68,851 73,044 73,356 352 40 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -385) -1,215 -250 150 672 -280 -393 -380 8 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 4.2 1.9 82.6 93.8 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 4 5 31 29 39 37 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,568 COMMITMENTS 2,625 920 1,220 70,213 72,207 74,058 74,347 510 221 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,845) 0 35 40 1,805 1,770 1,845 1,845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.2 1.6 94.2 96.8 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 4 3 24 25 30 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,928 COMMITMENTS 5,570 160 1,025 102,650 108,621 109,245 109,806 683 122 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,115) 1,190 0 75 850 2,040 2,115 2,115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.1 0.9 93.4 98.8 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 1 1 27 29 33 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,010 COMMITMENTS 675 0 0 28,315 28,705 28,990 28,705 20 305 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -80) 0 0 0 -80 -80 -80 -80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 97.6 98.9 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 22 16 25 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 28,905 COMMITMENTS 1,135 300 0 27,540 28,270 28,675 28,570 230 335 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 285) 0 0 0 285 345 285 345 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 1.0 0.0 95.3 97.8 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 18 18 20 19 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 10,730 COMMITMENTS 700 650 0 10,030 10,080 10,730 10,730 0 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 6.1 0.0 93.5 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 0 14 8 17 10 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 52,347 COMMITMENTS 13,610 802 3,001 35,309 48,116 51,921 51,919 426 428 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 686) 177 10 -66 589 732 700 676 -14 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 1.5 5.7 67.5 91.9 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 15 5 10 26 27 42 41 ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,060 COMMITMENTS 400 2,000 1,150 9,360 8,810 10,910 11,960 1,150 100 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 16.6 9.5 77.6 73.1 90.5 99.2 9.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 2 8 9 11 14 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,824 COMMITMENTS 1,025 725 0 38,739 39,059 39,764 39,784 60 40 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 380) -75 25 0 455 355 380 380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.8 0.0 97.3 98.1 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 2 0 23 22 30 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 46,393 COMMITMENTS 3,865 1,463 475 41,450 44,455 45,790 46,393 603 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,500) 0 -375 0 1,740 2,115 1,740 1,740 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 3.2 1.0 89.3 95.8 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 7 2 24 23 30 30 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,584 COMMITMENTS 3,035 300 515 45,356 48,146 48,906 48,961 678 623 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,875) 120 0 0 1,695 1,875 1,815 1,875 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.6 1.0 91.5 97.1 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 21 15 25 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,314 COMMITMENTS 3,915 2,650 475 52,286 53,651 56,676 56,776 638 538 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,000) 120 0 0 1,820 2,080 1,940 2,080 60 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 4.6 0.8 91.2 93.6 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 1 22 16 25 18 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 79,570 COMMITMENTS 124 691 918 78,400 77,961 79,442 79,570 128 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,825) 30 -697 274 1,506 2,248 1,810 1,825 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.9 1.2 98.5 98.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 1 28 29 30 32 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 117,440 COMMITMENTS 2,906 4,863 1,964 112,345 110,592 117,216 117,420 224 20 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,310) -278 -60 203 2,370 2,167 2,295 2,310 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 4.1 1.7 95.7 94.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 7 5 26 31 34 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 54,425 COMMITMENTS 200 225 0 54,213 54,200 54,413 54,425 12 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.4 0.0 99.6 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 11 15 12 17 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 38,494 COMMITMENTS 2,410 2,400 500 34,629 35,524 37,539 38,424 955 70 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -90) 0 0 0 30 -90 30 -90 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 6.2 1.3 90.0 92.3 97.5 99.8 2.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 2 18 17 22 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 49,405 COMMITMENTS 14,423 5,050 435 34,081 43,906 48,939 49,391 466 14 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 7,445) 7,842 0 -180 -127 7,625 7,535 7,445 -90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 10.2 0.9 69.0 88.9 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 2 22 21 29 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 38,251 COMMITMENTS 0 1,450 500 37,476 35,588 37,976 37,538 275 713 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 552) 0 15 0 552 527 552 542 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.8 1.3 98.0 93.0 99.3 98.1 0.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 5 2 14 15 16 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 31,087 COMMITMENTS 0 990 0 31,027 29,342 31,027 30,332 60 755 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 930) 0 0 0 870 870 870 870 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 0.0 99.8 94.4 99.8 97.6 0.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 13 14 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,049 COMMITMENTS 792 1,970 10 32,955 31,824 33,757 33,804 292 245 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 975) 0 0 0 980 975 980 975 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 5.8 0.0 96.8 93.5 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 1 22 21 25 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,326 COMMITMENTS 430 160 110 21,434 21,996 21,974 22,266 352 60 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.7 0.5 96.0 98.5 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 18 19 21 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 49,041 COMMITMENTS 458 6,833 183 48,275 41,943 48,916 48,959 125 82 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: -918) 55 22 -110 -809 -856 -863 -943 -55 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 13.9 0.4 98.4 85.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 3 28 27 35 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 40,999 COMMITMENTS 0 2,995 65 40,428 37,871 40,493 40,931 506 68 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 360) 0 -100 0 240 440 240 340 120 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 0.2 98.6 92.4 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 24 20 25 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,669 COMMITMENTS 2,475 333 200 18,686 21,118 21,361 21,651 308 18 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 447) 0 -150 75 375 522 450 447 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 1.5 0.9 86.2 97.5 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 1 13 14 16 16 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,815 COMMITMENTS 835 1,475 0 17,920 17,340 18,755 18,815 60 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,280) 0 100 0 1,280 1,180 1,280 1,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 7.8 0.0 95.2 92.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 0 14 11 16 14 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,320 COMMITMENTS 600 4,300 100 20,455 16,920 21,155 21,320 165 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,280) 0 100 0 1,280 1,180 1,280 1,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 20.2 0.5 95.9 79.4 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 2 17 11 20 14 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 253,505 COMMITMENTS 3,290 12,200 20,741 229,347 220,564 253,378 253,505 127 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 3,123) -406 241 681 2,848 2,201 3,123 3,123 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 4.8 8.2 90.5 87.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 15 16 19 19 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,120 COMMITMENTS 810 0 0 22,090 23,120 22,900 23,120 220 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.0 95.5 100.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 14 13 14 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,445 COMMITMENTS 1,145 625 200 21,843 22,620 23,188 23,445 257 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 850) 400 600 -50 500 300 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 2.7 0.9 93.2 96.5 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 14 12 18 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,955 COMMITMENTS 1,045 625 200 17,095 18,130 18,340 18,955 615 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 850) 400 600 -50 500 300 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 3.3 1.1 90.2 95.6 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 12 11 16 14 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,430 COMMITMENTS 600 4,300 125 9,445 5,925 10,170 10,350 260 80 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 41.2 1.2 90.6 56.8 97.5 99.2 2.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 13 10 15 13 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,240 COMMITMENTS 600 1,250 75 6,365 5,835 7,040 7,160 200 80 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 17.3 1.0 87.9 80.6 97.2 98.9 2.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 13 10 15 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,819 COMMITMENTS 1,510 3,590 1,125 44,603 43,092 47,238 47,807 581 12 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 2,517) 635 -195 545 1,275 2,155 2,455 2,505 62 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 7.5 2.4 93.3 90.1 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 2 20 16 23 20 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,051 COMMITMENTS 1,510 4,390 1,125 43,889 41,536 46,524 47,051 527 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 3,055) 635 655 495 1,915 1,905 3,045 3,055 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 9.3 2.4 93.3 88.3 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 21 16 25 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 116,884 COMMITMENTS 7,162 1,858 5,662 103,820 109,209 116,644 116,729 240 155 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 3,518) -310 600 640 3,188 2,263 3,518 3,503 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 1.6 4.8 88.8 93.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 6 10 32 32 44 44 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 139,125 COMMITMENTS 11,830 5,809 4,460 122,508 128,856 138,798 139,125 327 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 6,571) -815 260 2,030 5,349 4,281 6,564 6,571 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 4.2 3.2 88.1 92.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 10 5 10 37 31 49 44 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 274,015 COMMITMENTS 24,548 30,415 22,198 226,705 221,298 273,451 273,910 564 105 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 6,677) -353 -3,552 1,786 5,166 8,343 6,599 6,577 78 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 11.1 8.1 82.7 80.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 16 25 40 46 74 76 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,491 COMMITMENTS 3,108 710 80 29,147 31,701 32,335 32,491 156 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,100) 100 70 80 920 950 1,100 1,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 2.2 0.2 89.7 97.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 1 21 8 26 11 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,836 COMMITMENTS 1,663 1,350 690 28,285 28,796 30,638 30,836 198 0 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,172) 100 70 80 992 1,022 1,172 1,172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 4.4 2.2 91.7 93.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 3 20 9 26 13 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 3,689 COMMITMENTS 107 179 22 2,892 2,539 3,021 2,740 668 949 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 17) 11 0 0 78 126 89 126 -72 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 4.9 0.6 78.4 68.8 81.9 74.3 18.1 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 18 18 20 21 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 37,189 COMMITMENTS 2,445 1,849 720 33,514 34,400 36,679 36,969 510 220 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 995) -1,367 368 28 2,334 599 995 995 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 5.0 1.9 90.1 92.5 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 5 5 26 29 34 36 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,320 COMMITMENTS 1,210 206 97 13,956 14,457 15,263 14,760 57 560 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 430) 90 -545 -88 428 1,048 430 415 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 1.3 0.6 91.1 94.4 99.6 96.3 0.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 23 23 26 26 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 10,804 COMMITMENTS 372 327 294 9,613 9,877 10,279 10,498 525 306 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 187) 25 -87 -260 422 519 187 172 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 3.0 2.7 89.0 91.4 95.1 97.2 4.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 5 24 31 31 36 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 18,412 COMMITMENTS 74 1,594 222 18,021 16,351 18,317 18,167 95 245 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 214) 0 191 -89 288 112 199 214 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 8.7 1.2 97.9 88.8 99.5 98.7 0.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 5 4 20 28 25 34 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 68,731 COMMITMENTS 6,457 3,198 3,720 58,350 61,123 68,527 68,041 204 690 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 515) -109 -2,921 -504 1,110 3,925 497 500 18 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 4.7 5.4 84.9 88.9 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 17 12 20 60 58 86 81 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 40,544 COMMITMENTS 2,598 0 37 36,914 38,992 39,549 39,029 995 1,515 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 1,084) 0 0 0 89 -431 89 -431 995 1,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.0 0.1 91.0 96.2 97.5 96.3 2.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 1 25 23 27 24 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 13,815 COMMITMENTS 2,140 0 710 10,870 13,050 13,720 13,760 95 55 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 65) 0 -10 -30 75 75 45 35 20 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 0.0 5.1 78.7 94.5 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 2 19 21 23 23 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 204,129 COMMITMENTS 0 0 0 192,961 190,073 192,961 190,073 11,168 14,056 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 3,036) 0 0 0 3,146 2,827 3,146 2,827 -110 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.5 93.1 94.5 93.1 5.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 13 14 13 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 14,738 COMMITMENTS 1,666 1,999 1,597 7,363 9,539 10,626 13,135 4,112 1,603 CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST: 633) -150 590 32 728 -187 610 435 23 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 13.6 10.8 50.0 64.7 72.1 89.1 27.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 5 9 11 15 18
Updated July 20, 2018