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