CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 62,630 COMMITMENTS 11,674 9,835 2,456 48,478 50,331 62,609 62,622 21 8 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 325) 1,226 -374 -563 -349 1,262 314 325 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 15.7 3.9 77.4 80.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 18 6 8 17 16 39 26 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 42,145 COMMITMENTS 4,943 24,023 800 36,402 17,322 42,145 42,145 0 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 0) 0 50 0 0 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 57.0 1.9 86.4 41.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 10 1 10 7 15 17 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 43,666 COMMITMENTS 7,486 33,616 0 36,180 10,050 43,666 43,666 0 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -500) -500 0 0 0 -500 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 77.0 0.0 82.9 23.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 8 0 12 7 14 15 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 29,615 COMMITMENTS 3,570 16,473 100 25,945 13,042 29,615 29,615 0 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,426) 100 559 0 1,326 867 1,426 1,426 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 55.6 0.3 87.6 44.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 1 8 10 14 16 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 33,245 COMMITMENTS 7,120 7,372 0 26,125 25,873 33,245 33,245 0 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,150) 850 0 0 300 1,150 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 22.2 0.0 78.6 77.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 0 11 3 16 7 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 31,410 COMMITMENTS 5,272 3,488 500 25,638 27,422 31,410 31,410 0 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 11.1 1.6 81.6 87.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 2 1 13 6 19 8 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 21,024 COMMITMENTS 5,506 2,943 594 14,714 17,312 20,814 20,849 210 174 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 930) 283 200 -4 442 560 720 756 210 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 14.0 2.8 70.0 82.3 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 6 2 11 13 18 20 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 30,376 COMMITMENTS 13,859 5,088 0 16,517 25,288 30,376 30,376 0 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 2,022) 800 100 0 1,222 1,922 2,022 2,022 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 16.8 0.0 54.4 83.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 0 11 2 17 5 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 29,370 COMMITMENTS 8,330 18,700 0 21,040 10,670 29,370 29,370 0 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 400) 400 -100 0 0 500 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 63.7 0.0 71.6 36.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 6 0 7 6 12 12 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 43,530 COMMITMENTS 3,333 2,991 692 39,505 39,848 43,530 43,530 0 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 724) 0 0 0 724 723 724 724 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 6.9 1.6 90.8 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 4 2 16 16 21 22 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 26,879 COMMITMENTS 3,920 210 4,169 18,776 22,450 26,865 26,829 14 50 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,658) 1,304 -42 -1,495 -3,427 -2,106 -3,618 -3,643 -40 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 0.8 15.5 69.9 83.5 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 1 5 24 23 30 29 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 22,431 COMMITMENTS 360 8,437 664 20,913 13,196 21,937 22,297 494 134 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,497) 23 -2,714 -129 -2,568 212 -2,674 -2,631 177 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 37.6 3.0 93.2 58.8 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 2 23 13 27 17 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,286,103 COMMITMENTS 327,351 108,052 590,946 4330112 4575292 5248409 5274290 37,694 11,813 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 66,376) -19,136 -16,974 7,954 75,743 75,630 64,561 66,610 1,815 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.0 11.2 81.9 86.6 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 47 17 51 138 113 201 167 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 905,476 COMMITMENTS 39,080 77,552 410,383 452,262 414,470 901,725 902,405 3,751 3,071 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 80,516) 2,638 14,572 30,188 47,630 35,677 80,457 80,437 59 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 8.6 45.3 49.9 45.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 13 15 22 55 55 80 80 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,692 COMMITMENTS 0 5,685 0 256,702 258,229 256,702 263,914 11,990 4,778 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -13,142) -175 183 -104 -12,734 -12,375 -13,013 -12,296 -129 -846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.0 95.5 96.1 95.5 98.2 4.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 0 28 27 28 29 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,050 COMMITMENTS 7,714 0 558 116,675 114,708 124,947 115,266 6,103 15,784 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,488) -3,874 0 -556 -1,004 -11,225 -5,434 -11,781 -54 6,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.0 0.4 89.0 87.5 95.3 88.0 4.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 0 1 31 22 36 23 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 304,659 COMMITMENTS 2,623 0 908 288,559 295,405 292,090 296,313 12,569 8,346 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -22,794) -2,521 -801 -672 -20,674 -22,142 -23,867 -23,615 1,073 821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.3 94.7 97.0 95.9 97.3 4.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 24 29 26 30 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 823,290 COMMITMENTS 3,484 7,888 9,110 800,678 802,478 813,272 819,476 10,018 3,814 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -25,359) -245 544 -912 -23,602 -25,407 -24,759 -25,775 -600 416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 1.0 1.1 97.3 97.5 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 2 3 42 27 46 30 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 405,202 COMMITMENTS 0 2,171 0 390,375 397,197 390,375 399,368 14,827 5,834 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -16,754) -146 -535 -174 -8,463 -15,051 -8,783 -15,760 -7,971 -994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 96.3 98.0 96.3 98.6 3.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 0 3 0 40 42 40 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 539,053 COMMITMENTS 4,989 1,441 573 518,209 532,709 523,771 534,723 15,282 4,330 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -12,850) -4,763 -5 90 -10,458 -12,375 -15,131 -12,290 2,281 -560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.3 0.1 96.1 98.8 97.2 99.2 2.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 1 3 34 42 40 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 294,390 COMMITMENTS 0 4,048 341 286,635 283,930 286,976 288,319 7,414 6,071 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -17,599) -210 -6,648 -402 -16,447 -8,939 -17,059 -15,989 -540 -1,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.1 97.4 96.4 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 2 2 36 35 38 37 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,271 COMMITMENTS 0 93 674 98,237 100,220 98,911 100,987 6,360 4,284 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -6,567) -2,340 93 -291 -4,232 -6,525 -6,863 -6,723 296 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.6 93.3 95.2 94.0 95.9 6.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 23 22 24 23 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 38,063 COMMITMENTS 0 638 0 36,379 36,191 36,379 36,829 1,684 1,234 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -7,259) 0 248 0 -6,656 -7,042 -6,656 -6,794 -603 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 95.6 95.1 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 16 12 16 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 246,085 COMMITMENTS 1,507 0 431 238,420 237,998 240,358 238,429 5,727 7,656 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -10,929) 818 0 -402 -10,353 -11,680 -9,937 -12,082 -992 1,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.2 96.9 96.7 97.7 96.9 2.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 20 23 21 24 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 151,351 COMMITMENTS 847 3,043 429 142,580 141,765 143,856 145,237 7,495 6,114 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -12,803) 702 -300 -401 -12,888 -12,458 -12,587 -13,159 -216 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.0 0.3 94.2 93.7 95.0 96.0 5.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 26 21 27 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 240,244 COMMITMENTS 0 0 0 237,902 238,476 237,902 238,476 2,342 1,768 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,607) 0 0 0 -8,187 -8,307 -8,187 -8,307 -420 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.0 99.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 16 18 16 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,780 COMMITMENTS 2,070 0 0 13,626 15,636 15,696 15,636 1,084 1,144 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -15,562) -124 -806 0 -15,184 -14,593 -15,308 -15,399 -254 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 0.0 0.0 81.2 93.2 93.5 93.2 6.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 18 21 20 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 539,743 COMMITMENTS 14,871 7,077 1,591 512,504 522,391 528,966 531,059 10,777 8,684 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -34,933) -3,902 -517 -859 -29,910 -33,463 -34,671 -34,839 -262 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.3 0.3 95.0 96.8 98.0 98.4 2.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 5 1 3 54 48 60 51 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 210,700 COMMITMENTS 0 5,115 411 203,852 197,353 204,263 202,879 6,437 7,821 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,489) -607 -7,604 -1,061 -6,902 -2,801 -8,570 -11,466 81 2,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.2 96.7 93.7 96.9 96.3 3.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 1 28 29 29 32 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,284 COMMITMENTS 0 413 147 65,809 64,023 65,956 64,583 3,328 4,701 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,607) 0 -679 31 -5,131 -4,199 -5,100 -4,847 -507 -760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.2 95.0 92.4 95.2 93.2 4.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 21 19 22 20 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 188,359 COMMITMENTS 3,261 968 0 181,076 183,411 184,337 184,379 4,022 3,980 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -56,439) -7,620 -24,750 0 -48,495 -30,909 -56,115 -55,659 -324 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.5 0.0 96.1 97.4 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 21 19 23 20 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 196,044 COMMITMENTS 10,461 25,958 0 181,999 167,620 192,460 193,578 3,584 2,466 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -78,305) -3,424 12,207 -19,763 -55,257 -72,352 -78,444 -79,908 139 1,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 13.2 0.0 92.8 85.5 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 8 0 33 30 37 38 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 197,491 COMMITMENTS 510 0 0 193,989 196,551 194,499 196,551 2,992 940 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -21,855) 510 -2,584 -330 -21,836 -18,286 -21,656 -21,200 -199 -655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 98.2 99.5 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 19 19 20 19 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 23,992 COMMITMENTS 0 0 0 23,030 23,842 23,030 23,842 962 150 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -10,800) 0 0 0 -10,427 -10,273 -10,427 -10,273 -373 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.0 99.4 96.0 99.4 4.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 11 13 11 13 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 265,333 COMMITMENTS 0 853 217 259,681 253,457 259,898 254,527 5,435 10,806 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -20,705) 0 853 217 -21,304 -20,888 -21,087 -19,818 382 -887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.1 97.9 95.5 98.0 95.9 2.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 1 1 34 35 35 36 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,856 COMMITMENTS 711 0 625 103,568 106,247 104,904 106,872 13,952 11,984 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,598) 711 -235 -162 -2,987 -5,015 -2,438 -5,412 -1,160 1,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.5 87.1 89.4 88.3 89.9 11.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 16 17 18 18 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 198,570 COMMITMENTS 888 0 127 192,710 193,881 193,725 194,008 4,845 4,562 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -14,019) 144 -57 -322 -13,573 -13,631 -13,751 -14,010 -268 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.1 97.0 97.6 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 1 19 28 20 29 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 193,452 COMMITMENTS 0 0 0 178,821 185,905 178,821 185,905 14,631 7,547 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -7,099) 0 -1,022 -59 -5,510 -7,679 -5,569 -8,760 -1,530 1,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.4 96.1 92.4 96.1 7.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 17 22 17 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,953 COMMITMENTS 0 0 0 69,998 77,657 69,998 77,657 10,955 3,296 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,816) 0 0 0 -7,145 -4,454 -7,145 -4,454 2,329 -362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.5 95.9 86.5 95.9 13.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 20 20 20 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 178,765 COMMITMENTS 4,757 0 124 168,713 170,171 173,594 170,295 5,171 8,470 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -6,223) -184 0 -124 -5,090 -6,412 -5,398 -6,536 -825 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.1 94.4 95.2 97.1 95.3 2.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 19 16 21 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 155,848 COMMITMENTS 254 505 968 145,752 147,716 146,974 149,189 8,874 6,659 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -22,292) 36 -957 -84 -21,148 -20,909 -21,196 -21,950 -1,096 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.3 0.6 93.5 94.8 94.3 95.7 5.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 2 31 30 33 32 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,834 COMMITMENTS 0 0 0 41,720 42,654 41,720 42,654 1,114 180 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,822) 0 -1,178 0 -5,708 -4,365 -5,708 -5,543 -114 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.4 99.6 97.4 99.6 2.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 13 15 13 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 230,436 COMMITMENTS 0 2,296 628 222,016 223,442 222,644 226,366 7,792 4,070 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -11,172) 0 753 9 -12,150 -11,435 -12,141 -10,673 969 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.3 96.3 97.0 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 1 1 31 30 32 31 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 150,615 COMMITMENTS 217 110 1,173 145,318 145,521 146,708 146,804 3,907 3,811 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,836) 0 -195 310 -6,852 -11,246 -6,542 -11,131 -2,294 2,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.1 0.8 96.5 96.6 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 23 24 25 25 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 131,124 COMMITMENTS 0 0 0 125,565 126,826 125,565 126,826 5,559 4,298 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,010) 0 0 0 -4,173 -3,766 -4,173 -3,766 1,163 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.8 96.7 95.8 96.7 4.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 26 18 26 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 61,159 COMMITMENTS 348 0 258 55,747 57,224 56,353 57,482 4,806 3,677 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,565) -1,050 0 0 -1,187 -3,399 -2,237 -3,399 -328 834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.4 91.2 93.6 92.1 94.0 7.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 14 13 15 14 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 47,885 COMMITMENTS 961 0 0 43,952 47,615 44,913 47,615 2,972 270 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -11,749) 279 0 -279 -11,158 -11,279 -11,158 -11,558 -591 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 91.8 99.4 93.8 99.4 6.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 0 12 17 15 17 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 206,157 COMMITMENTS 2,310 0 29 186,494 204,731 188,833 204,760 17,324 1,397 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -10,702) 30 0 -30 -10,812 -10,311 -10,812 -10,341 110 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 90.5 99.3 91.6 99.3 8.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 1 26 18 27 19 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 106,919 COMMITMENTS 7,278 8,774 1,032 90,660 95,054 98,970 104,860 7,949 2,059 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,498) 312 0 0 -5,731 -5,408 -5,419 -5,408 -79 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 8.2 1.0 84.8 88.9 92.6 98.1 7.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 18 17 19 19 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 183,303 COMMITMENTS 0 0 0 181,191 182,031 181,191 182,031 2,112 1,272 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -17,008) -210 0 0 -16,466 -16,917 -16,676 -16,917 -332 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.8 99.3 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 19 18 19 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 51,810 COMMITMENTS 7,952 1,320 7,730 35,134 42,294 50,817 51,344 993 466 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,443) -604 -347 199 -1,925 -2,261 -2,330 -2,408 -113 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 2.5 14.9 67.8 81.6 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 8 15 29 31 45 48 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,384 COMMITMENTS 7,139 1,400 346 35,810 41,612 43,294 43,358 90 26 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,210) 140 -125 -875 -2,440 -2,233 -3,175 -3,233 -35 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 3.2 0.8 82.5 95.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 4 1 20 25 27 30 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 22,865 COMMITMENTS 4,250 150 150 18,336 22,525 22,736 22,825 129 40 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,005) 1,075 -150 -725 -1,355 -110 -1,005 -985 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 0.7 0.7 80.2 98.5 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 1 1 15 16 21 18 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 153,503 COMMITMENTS 3,945 5,095 4,350 144,955 143,826 153,250 153,271 253 232 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,250) -155 -1,671 515 -4,598 -3,108 -4,238 -4,264 -12 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 3.3 2.8 94.4 93.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 6 6 35 36 45 44 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 42,381 COMMITMENTS 300 5,412 1,040 40,970 35,900 42,309 42,351 72 30 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -3,208) -176 -861 -226 -2,682 -2,076 -3,085 -3,163 -123 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 12.8 2.5 96.7 84.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 4 4 15 18 21 23 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,500 COMMITMENTS 150 250 0 27,310 27,250 27,460 27,500 40 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,475) 0 -125 0 -2,455 -2,350 -2,455 -2,475 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.9 0.0 99.3 99.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 11 13 12 15 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 46,111 COMMITMENTS 2,215 700 300 43,486 45,016 46,001 46,016 110 95 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 432) 110 -100 -210 562 757 462 447 -30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.5 0.7 94.3 97.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 1 1 27 28 31 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 71,915 COMMITMENTS 12,845 1,230 580 58,122 70,104 71,547 71,914 368 1 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 173) 75 -90 -35 133 297 173 172 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 1.7 0.8 80.8 97.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 2 5 30 29 39 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 78,449 COMMITMENTS 5,087 120 1,340 71,740 76,458 78,167 77,918 282 531 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -610) 192 -10 -205 -575 -375 -588 -590 -22 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.2 1.7 91.4 97.5 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 2 24 26 30 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 110,609 COMMITMENTS 6,661 120 800 102,814 109,123 110,275 110,043 334 566 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,830) -209 -10 -25 -2,580 -2,785 -2,814 -2,820 -16 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.1 0.7 93.0 98.7 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 1 1 30 29 38 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,990 COMMITMENTS 530 60 100 41,240 41,695 41,870 41,855 120 135 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,315) 0 -15 0 1,315 1,510 1,315 1,495 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.1 0.2 98.2 99.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 23 19 27 21 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 27,307 COMMITMENTS 695 0 60 26,492 27,247 27,247 27,307 60 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 635) 0 0 0 635 635 635 635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.2 97.0 99.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 21 24 23 25 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 56,651 COMMITMENTS 6,397 2,550 3,077 46,854 51,001 56,329 56,628 322 23 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 614) -183 155 58 705 389 579 602 35 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 4.5 5.4 82.7 90.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 3 8 31 28 44 37 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,229 COMMITMENTS 1,100 900 1,050 8,749 9,015 10,899 10,965 330 264 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -86) 0 0 0 -86 -110 -86 -110 0 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 8.0 9.4 77.9 80.3 97.1 97.6 2.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 15 16 19 19 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,618 COMMITMENTS 690 25 140 53,733 54,258 54,563 54,423 55 195 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,205) 105 0 0 1,100 1,145 1,205 1,145 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.3 98.4 99.3 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 1 23 22 27 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 43,869 COMMITMENTS 2,400 80 285 40,674 43,504 43,359 43,869 510 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 1,080) 20 0 10 1,050 1,070 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.2 0.6 92.7 99.2 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 3 22 27 26 31 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,110 COMMITMENTS 4,023 500 225 61,169 64,707 65,417 65,432 693 678 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,880) -221 0 0 -2,654 -2,905 -2,875 -2,905 -5 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.8 0.3 92.5 97.9 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 24 18 28 20 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,797 COMMITMENTS 4,826 2,000 225 65,953 69,232 71,004 71,457 793 340 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,025) 135 0 -15 -2,145 -1,782 -2,025 -1,797 0 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 2.8 0.3 91.9 96.4 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 25 17 28 19 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 89,290 COMMITMENTS 135 1,702 240 88,811 87,338 89,186 89,280 104 10 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,337) 45 1,014 -489 -914 -1,857 -1,358 -1,332 21 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.9 0.3 99.5 97.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 26 26 29 28 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 118,506 COMMITMENTS 1,233 4,241 1,297 115,619 112,922 118,150 118,461 356 45 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,511) -230 746 -882 -1,394 -2,390 -2,506 -2,526 -5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.6 1.1 97.6 95.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 8 6 25 31 35 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 48,560 COMMITMENTS 250 350 125 48,185 48,085 48,560 48,560 0 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,715) -775 -125 -75 -1,865 -2,515 -2,715 -2,715 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.7 0.3 99.2 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 2 15 15 18 19 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 50,432 COMMITMENTS 1,050 1,185 890 47,567 48,262 49,507 50,337 925 95 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -261) 250 -75 -50 -446 -136 -246 -261 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.3 1.8 94.3 95.7 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 20 19 24 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 56,261 COMMITMENTS 21,705 1,676 440 33,554 54,069 55,699 56,185 562 76 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,584) -1,870 81 120 151 -1,785 -1,599 -1,584 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 3.0 0.8 59.6 96.1 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 23 23 29 27 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 35,168 COMMITMENTS 180 0 300 34,467 34,600 34,947 34,900 221 268 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,181) 115 0 -115 -2,166 -2,045 -2,166 -2,160 -15 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.9 98.0 98.4 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 16 15 17 16 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 31,519 COMMITMENTS 0 410 0 31,369 30,874 31,369 31,284 150 235 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,307) -100 -145 0 -2,192 -2,142 -2,292 -2,287 -15 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.0 99.5 98.0 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 17 13 17 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,926 COMMITMENTS 142 935 300 33,304 32,552 33,746 33,787 180 139 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,779) -131 -185 0 -1,684 -1,733 -1,815 -1,918 36 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.8 0.9 98.2 96.0 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 22 19 24 21 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 23,731 COMMITMENTS 325 0 440 22,619 23,085 23,384 23,525 347 206 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,372) 115 -55 -95 -1,366 -1,242 -1,346 -1,392 -26 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 1.9 95.3 97.3 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 2 18 19 21 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 44,529 COMMITMENTS 505 1,218 898 43,085 42,327 44,488 44,443 41 86 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,392) 85 -284 -76 -2,399 -2,003 -2,391 -2,364 -1 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.7 2.0 96.8 95.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 4 3 27 24 34 29 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 39,087 COMMITMENTS 1,350 280 90 37,467 38,707 38,907 39,077 180 10 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,717) -210 -5 -65 -2,437 -2,647 -2,712 -2,717 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.7 0.2 95.9 99.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 1 23 21 25 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,408 COMMITMENTS 2,602 0 0 18,596 21,402 21,198 21,402 210 6 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -950) -303 0 0 -633 -947 -936 -947 -14 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 0.0 0.0 86.9 100.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 13 12 16 12 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,300 COMMITMENTS 3,881 600 350 15,054 18,350 19,285 19,300 15 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,050) -60 -125 0 -980 -925 -1,040 -1,050 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 3.1 1.8 78.0 95.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 1 14 9 17 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,660 COMMITMENTS 3,284 1,375 350 15,956 17,935 19,590 19,660 70 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,020) -25 -125 0 -970 -895 -995 -1,020 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 7.0 1.8 81.2 91.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 1 14 11 16 15 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 357,125 COMMITMENTS 482 22,863 35,944 320,658 298,318 357,084 357,125 41 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 27,215) -211 1,430 3,213 24,236 22,572 27,238 27,215 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 6.4 10.1 89.8 83.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 4 16 16 21 21 PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,880 COMMITMENTS 930 100 0 14,290 15,780 15,220 15,880 660 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -840) -30 0 0 -770 -840 -800 -840 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.6 0.0 90.0 99.4 95.8 100.0 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 13 15 14 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,330 COMMITMENTS 930 100 0 19,260 20,230 20,190 20,330 140 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -995) -30 0 0 -945 -995 -975 -995 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.5 0.0 94.7 99.5 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 15 15 16 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,251 COMMITMENTS 3,660 3,980 1,000 21,309 21,255 25,969 26,235 282 16 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -250) 350 650 -25 -545 -875 -220 -250 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 15.2 3.8 81.2 81.0 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 3 3 13 14 18 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,630 COMMITMENTS 3,015 4,005 1,055 19,305 18,560 23,375 23,620 255 10 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 580) 700 650 -25 -76 -45 599 580 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 16.9 4.5 81.7 78.5 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 3 3 13 12 18 18 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,789 COMMITMENTS 1,125 1,295 2,370 47,818 48,110 51,313 51,775 476 14 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,334) -215 -415 240 -2,335 -2,156 -2,310 -2,331 -24 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 2.5 4.6 92.3 92.9 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 3 20 15 24 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,991 COMMITMENTS 325 275 3,455 46,973 47,261 50,753 50,991 238 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,119) -125 -185 285 -2,237 -2,219 -2,077 -2,119 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.5 6.8 92.1 92.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 3 22 18 26 21 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,166 COMMITMENTS 8,569 9,782 3,021 97,290 96,283 108,880 109,086 286 80 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -7,085) 933 1,145 -1,468 -6,530 -6,747 -7,065 -7,070 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 9.0 2.8 89.1 88.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 5 7 36 30 47 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 124,942 COMMITMENTS 10,439 14,428 2,262 111,904 108,172 124,605 124,862 337 80 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -5,788) 818 273 -1,268 -5,321 -4,748 -5,771 -5,743 -17 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 11.5 1.8 89.6 86.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 9 7 41 32 51 45 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 296,070 COMMITMENTS 22,468 27,242 31,652 241,310 237,061 295,430 295,955 640 115 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,368) 2,906 302 -371 -3,849 -1,297 -1,314 -1,366 -55 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 9.2 10.7 81.5 80.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 22 14 23 44 42 78 68 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,702 COMMITMENTS 6,759 230 330 24,480 31,142 31,569 31,702 133 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,582) -64 0 -25 -1,481 -1,557 -1,570 -1,582 -12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 0.7 1.0 77.2 98.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 2 20 10 25 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,597 COMMITMENTS 6,155 1,510 415 23,872 28,672 30,442 30,597 155 0 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -1,697) 24 85 -110 -1,594 -1,672 -1,680 -1,697 -17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 4.9 1.4 78.0 93.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 3 3 19 9 25 13 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 3,292 COMMITMENTS 108 54 93 2,439 2,425 2,640 2,572 652 720 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -722) -178 -155 2 -546 -582 -722 -735 0 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.6 2.8 74.1 73.7 80.2 78.1 19.8 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 18 18 20 20 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 35,568 COMMITMENTS 3,540 2,329 854 30,804 32,191 35,198 35,374 370 194 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,486) -345 -1 103 -2,364 -2,554 -2,606 -2,452 120 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 6.5 2.4 86.6 90.5 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 4 4 32 33 39 39 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 14,147 COMMITMENTS 1,008 0 53 12,795 13,508 13,856 13,561 291 586 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -500) -710 0 -25 275 -390 -460 -415 -40 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.0 0.4 90.4 95.5 97.9 95.9 2.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 19 25 22 26 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 10,145 COMMITMENTS 289 189 250 8,850 9,455 9,389 9,894 756 251 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,382) 154 -409 -209 -2,531 -1,712 -2,586 -2,330 204 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.9 2.5 87.2 93.2 92.5 97.5 7.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 4 26 31 31 36 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 17,580 COMMITMENTS 400 973 237 16,890 15,784 17,527 16,994 53 586 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -2,246) 37 -648 -410 -1,848 -1,548 -2,221 -2,606 -25 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 5.5 1.3 96.1 89.8 99.7 96.7 0.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 6 2 23 27 27 34 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 62,599 COMMITMENTS 2,781 4,310 3,136 55,802 54,149 61,720 61,595 879 1,004 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -8,154) -883 -636 -524 -6,919 -7,050 -8,325 -8,210 171 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 6.9 5.0 89.1 86.5 98.6 98.4 1.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 17 13 21 54 56 80 84 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 1,490 COMMITMENTS 120 58 92 854 937 1,066 1,087 424 403 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -708) -101 -17 -95 -432 -613 -628 -725 -80 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 3.9 6.2 57.3 62.9 71.5 73.0 28.5 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 12 13 16 16 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 35,105 COMMITMENTS 3,585 0 0 30,480 33,339 34,065 33,339 1,040 1,766 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 3,024) 1,160 0 0 824 1,263 1,984 1,263 1,040 1,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.0 0.0 86.8 95.0 97.0 95.0 3.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 27 23 29 23 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 8,255 COMMITMENTS 1,140 90 925 6,175 7,235 8,240 8,250 15 5 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 735) -50 -60 105 680 690 735 735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 1.1 11.2 74.8 87.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 3 13 21 16 24 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 209,197 COMMITMENTS 0 0 0 196,189 194,700 196,189 194,700 13,008 14,497 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: 437) 0 0 0 -288 17 -288 17 725 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.8 93.1 93.8 93.1 6.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 14 15 14 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 16,926 COMMITMENTS 4,065 639 2,003 8,194 12,543 14,262 15,185 2,664 1,741 CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST: -4,862) -1,262 154 256 -2,388 -3,888 -3,394 -3,478 -1,468 -1,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 3.8 11.8 48.4 74.1 84.3 89.7 15.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 6 10 13 17 19
Updated November 9, 2018