CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 44,523 COMMITMENTS 12,272 9,357 1,240 30,988 33,926 44,500 44,523 23 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -25) 75 0 0 -100 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 21.0 2.8 69.6 76.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 3 2 15 11 29 15 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 42,621 COMMITMENTS 5,319 25,484 0 37,302 17,137 42,621 42,621 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 0) 0 100 0 0 -100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 59.8 0.0 87.5 40.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 8 0 10 8 13 16 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 53,926 COMMITMENTS 12,561 37,784 0 41,365 16,142 53,926 53,926 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -100) 0 -200 0 -100 100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 70.1 0.0 76.7 29.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 9 0 12 9 14 18 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 36,743 COMMITMENTS 8,020 18,067 100 28,623 18,576 36,743 36,743 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 49.2 0.3 77.9 50.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 6 1 7 13 13 19 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 31,550 COMMITMENTS 5,090 14,025 0 26,460 17,525 31,550 31,550 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 107) -317 0 0 424 107 107 107 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 44.5 0.0 83.9 55.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 4 0 11 7 14 11 MASS RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 6,395 COMMITMENTS 1,758 1,550 0 4,625 4,845 6,383 6,395 12 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 24.2 0.0 72.3 75.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 0 6 6 9 11 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 84,793 COMMITMENTS 34,093 14,396 13,414 37,075 56,727 84,582 84,537 211 256 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 5,094) 2,270 473 1,699 928 2,698 4,897 4,869 198 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 17.0 15.8 43.7 66.9 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 25 8 17 25 19 57 38 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 27,428 COMMITMENTS 8,294 3,750 0 19,134 23,678 27,428 27,428 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,201) -850 0 0 2,051 1,201 1,201 1,201 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 13.7 0.0 69.8 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 0 11 4 17 6 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 42,689 COMMITMENTS 12,714 32,995 0 29,975 9,694 42,689 42,689 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,425) 925 900 0 500 525 1,425 1,425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 77.3 0.0 70.2 22.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 7 0 9 7 13 14 NJ SRECS VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063BF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 20,930 COMMITMENTS 8,041 15,332 0 12,889 5,575 20,930 20,907 0 23 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,700) 0 1,500 0 1,700 200 1,700 1,700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 73.3 0.0 61.6 26.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 0 9 5 13 8 MASS RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063BY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 4,480 COMMITMENTS 675 900 0 3,805 3,580 4,480 4,480 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 20.1 0.0 84.9 79.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 4 0 8 6 11 10 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 24,245 COMMITMENTS 7,524 4,795 2,374 14,347 15,746 24,245 22,915 0 1,330 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 572) 254 214 120 198 239 572 572 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 19.8 9.8 59.2 64.9 100.0 94.5 0.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 9 8 14 11 30 22 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 35,180 COMMITMENTS 4,240 446 0 30,940 34,734 35,180 35,180 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1) 0 0 0 1 1 1 1 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 1.3 0.0 87.9 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 13 8 16 10 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 15,866 COMMITMENTS 1,145 150 0 14,721 15,716 15,866 15,866 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.9 0.0 92.8 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 0 18 15 23 16 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 50,564 COMMITMENTS 9,274 153 4,841 36,243 45,539 50,358 50,533 206 31 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 3,564) 129 0 -3 3,438 3,567 3,564 3,564 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 0.3 9.6 71.7 90.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 3 6 29 26 36 33 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 40,112 COMMITMENTS 409 12,723 1,496 37,784 25,825 39,689 40,044 423 68 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -1,056) -38 727 38 -1,056 -1,821 -1,056 -1,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 31.7 3.7 94.2 64.4 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 5 5 32 19 38 25 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,124,767 COMMITMENTS 225,050 156,320 408,969 4459549 4542592 5093568 5107881 31,199 16,886 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 51,490) -15,777 53,646 -36,708 110,579 34,737 58,094 51,675 -6,604 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 3.1 8.0 87.0 88.6 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 35 34 49 144 118 203 178 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 931,799 COMMITMENTS 19,910 42,826 285,978 622,462 599,592 928,350 928,397 3,449 3,402 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 123,915) 6,156 7,889 74,354 42,181 41,195 122,691 123,437 1,224 478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 4.6 30.7 66.8 64.3 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 12 13 23 51 48 75 72 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,833 COMMITMENTS 553 5,006 31 258,970 265,566 259,554 270,603 15,279 4,230 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 3,037) 553 0 31 2,921 2,593 3,505 2,624 -468 413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.8 0.0 94.2 96.6 94.4 98.5 5.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 29 22 30 24 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,956 COMMITMENTS 1,619 5,493 628 133,915 129,635 136,162 135,756 5,794 6,200 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 2,315) 609 970 140 1,647 1,962 2,396 3,072 -81 -757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.9 0.4 94.3 91.3 95.9 95.6 4.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 3 27 24 31 28 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 350,264 COMMITMENTS 6,134 0 549 334,249 342,144 340,932 342,693 9,332 7,571 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -1,626) -337 0 297 -2,837 -2,306 -2,877 -2,009 1,251 383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.0 0.2 95.4 97.7 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 0 1 33 24 37 25 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 759,015 COMMITMENTS 1,960 7,479 5,537 743,407 743,916 750,904 756,932 8,111 2,083 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -213) -62 92 -90 -214 -372 -366 -370 153 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.0 0.7 97.9 98.0 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 3 3 37 25 41 28 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 384,310 COMMITMENTS 1,656 0 0 369,317 375,727 370,973 375,727 13,337 8,583 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 6,398) 1,656 0 0 5,397 6,856 7,053 6,856 -655 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 96.1 97.8 96.5 97.8 3.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 0 0 42 38 43 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 493,360 COMMITMENTS 9,174 1,338 362 476,649 487,091 486,185 488,791 7,175 4,569 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 10,932) 0 498 362 11,265 10,531 11,627 11,391 -695 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.3 0.1 96.6 98.7 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 3 1 45 40 48 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 305,212 COMMITMENTS 0 1,124 0 301,232 299,414 301,232 300,538 3,980 4,674 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 4,196) 0 0 0 4,130 3,988 4,130 3,988 66 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 98.7 98.1 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 0 1 0 39 34 39 35 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,831 COMMITMENTS 2,511 0 520 96,685 99,139 99,716 99,659 5,115 5,172 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 2,493) -215 0 15 2,384 2,755 2,184 2,770 309 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.5 92.2 94.6 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 3 22 23 25 26 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,232 COMMITMENTS 0 390 0 33,366 34,389 33,366 34,779 1,866 453 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 5,425) 0 0 0 5,817 5,512 5,817 5,512 -392 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 94.7 97.6 94.7 98.7 5.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 16 22 17 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 268,899 COMMITMENTS 2,145 1,405 348 262,595 263,586 265,088 265,339 3,811 3,560 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 2,029) 2,145 456 348 1,301 1,791 3,794 2,595 -1,765 -566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.5 0.1 97.7 98.0 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 2 23 26 25 29 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 175,269 COMMITMENTS 0 0 0 160,585 171,462 160,585 171,462 14,684 3,807 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,480) 0 0 0 -1,879 2,706 -1,879 2,706 3,359 -1,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.6 97.8 91.6 97.8 8.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 25 21 25 21 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 237,676 COMMITMENTS 0 0 0 234,767 237,308 234,767 237,308 2,909 368 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 9,839) 0 0 0 9,622 9,839 9,622 9,839 217 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.8 99.8 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 18 17 18 17 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,389 COMMITMENTS 240 1,953 0 23,722 22,525 23,962 24,478 1,427 911 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 2,790) 0 1,953 0 2,844 1,227 2,844 3,180 -54 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 7.7 0.0 93.4 88.7 94.4 96.4 5.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 20 20 21 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 584,617 COMMITMENTS 11,956 10,798 1,731 558,533 561,493 572,220 574,022 12,397 10,595 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,638) 1,008 5,547 26 3,465 -3,629 4,499 1,944 -2,861 -306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.8 0.3 95.5 96.0 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 3 3 48 44 53 49 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 208,770 COMMITMENTS 0 455 908 204,153 201,491 205,061 202,854 3,709 5,916 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 3,942) 0 144 125 3,819 3,584 3,944 3,853 -2 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.4 97.8 96.5 98.2 97.2 1.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 27 30 28 31 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,963 COMMITMENTS 0 95 214 95,045 91,170 95,259 91,479 1,704 5,484 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 8,282) 0 0 0 8,543 8,203 8,543 8,203 -261 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.2 98.0 94.0 98.2 94.3 1.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 23 19 24 20 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 192,037 COMMITMENTS 2,201 3,100 0 188,157 186,424 190,358 189,524 1,679 2,513 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 21,748) 2,201 2,728 0 19,113 18,679 21,314 21,407 434 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.6 0.0 98.0 97.1 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 22 20 23 22 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 186,424 COMMITMENTS 3,401 3,528 0 177,970 181,378 181,371 184,906 5,053 1,518 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 20,898) 2,201 2,976 0 18,904 18,010 21,105 20,986 -207 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.9 0.0 95.5 97.3 97.3 99.2 2.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 2 0 33 32 36 34 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 166,316 COMMITMENTS 0 979 0 165,065 164,426 165,065 165,405 1,251 911 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 3,746) 0 649 0 3,682 3,031 3,682 3,680 64 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 99.2 98.9 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 0 23 23 23 25 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 29,836 COMMITMENTS 0 248 0 27,972 29,197 27,972 29,445 1,864 391 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 3,809) 0 248 0 3,406 3,561 3,406 3,809 403 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 93.8 97.9 93.8 98.7 6.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 15 14 16 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 283,804 COMMITMENTS 0 1,811 0 274,882 273,596 274,882 275,407 8,922 8,397 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 9,383) 0 920 0 11,708 10,018 11,708 10,938 -2,325 -1,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 96.9 96.4 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 1 0 35 36 35 37 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,228 COMMITMENTS 0 581 155 108,159 109,347 108,314 110,083 8,914 7,145 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,578) 0 581 155 1,917 3,398 2,072 4,134 -494 -2,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.1 92.3 93.3 92.4 93.9 7.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 20 22 21 23 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 199,591 COMMITMENTS 0 0 0 195,314 194,545 195,314 194,545 4,277 5,046 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 3,682) 0 0 0 3,282 3,623 3,282 3,623 400 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.9 97.5 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 25 25 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 186,818 COMMITMENTS 0 855 0 171,723 180,934 171,723 181,789 15,095 5,029 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,981) 0 855 0 1,531 1,099 1,531 1,954 450 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 91.9 96.9 91.9 97.3 8.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 21 20 21 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,152 COMMITMENTS 0 0 0 73,203 73,312 73,203 73,312 3,949 3,840 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 16) 0 0 0 109 -15 109 -15 -93 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.9 95.0 94.9 95.0 5.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 21 20 21 20 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,968 COMMITMENTS 912 513 0 37,675 39,448 38,587 39,961 2,381 1,007 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 2,759) 0 93 0 3,736 2,725 3,736 2,818 -977 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.3 0.0 92.0 96.3 94.2 97.5 5.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 15 13 16 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 180,430 COMMITMENTS 2,695 305 205 172,690 173,548 175,590 174,058 4,840 6,372 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,562) -219 305 157 1,564 581 1,502 1,043 60 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.2 0.1 95.7 96.2 97.3 96.5 2.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 15 17 17 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 188,580 COMMITMENTS 551 1,702 1,458 173,209 174,144 175,218 177,304 13,362 11,276 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 170) 410 746 193 -192 -994 411 -55 -241 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.9 0.8 91.8 92.3 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 3 3 34 31 37 36 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 50,558 COMMITMENTS 360 0 0 49,591 49,032 49,951 49,032 607 1,526 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,674) 0 0 0 1,457 1,672 1,457 1,672 217 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 98.1 97.0 98.8 97.0 1.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 12 16 13 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 251,052 COMMITMENTS 0 3,773 852 241,853 240,753 242,705 245,378 8,347 5,674 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 9,827) 0 -596 92 9,767 7,091 9,859 6,587 -32 3,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 0.3 96.3 95.9 96.7 97.7 3.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 3 1 30 33 31 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 140,070 COMMITMENTS 0 32 1,276 136,145 134,740 137,421 136,048 2,649 4,022 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -167) -1,046 32 379 -502 -1,154 -1,169 -743 1,002 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.9 97.2 96.2 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 21 24 22 25 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 154,123 COMMITMENTS 0 0 0 146,863 151,554 146,863 151,554 7,260 2,569 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -241) 0 0 0 -319 -241 -319 -241 78 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.3 98.3 95.3 98.3 4.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 17 15 17 15 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 43,477 COMMITMENTS 0 0 0 42,082 40,610 42,082 40,610 1,395 2,867 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,209) 0 -2,701 0 1,116 3,848 1,116 1,147 93 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.8 93.4 96.8 93.4 3.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 15 14 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 261,546 COMMITMENTS 889 0 382 242,530 259,564 243,801 259,946 17,745 1,600 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 3,755) 68 0 -234 6,572 4,031 6,406 3,797 -2,651 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.1 92.7 99.2 93.2 99.4 6.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 28 17 29 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 98,711 COMMITMENTS 6 8,774 663 90,081 86,298 90,750 95,735 7,961 2,976 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 6,874) -516 0 0 6,018 5,894 5,502 5,894 1,372 980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.9 0.7 91.3 87.4 91.9 97.0 8.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 18 19 20 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 196,314 COMMITMENTS 1,824 0 0 190,451 193,164 192,275 193,164 4,039 3,150 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 4,001) 0 0 0 4,001 3,753 4,001 3,753 0 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 97.0 98.4 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 18 23 19 23 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 36,250 COMMITMENTS 5,920 1,260 5,039 24,771 29,556 35,731 35,855 519 395 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,282) -74 -7 541 810 780 1,277 1,315 4 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 3.5 13.9 68.3 81.5 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 12 16 27 27 44 43 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 45,501 COMMITMENTS 5,470 1,270 685 39,339 43,541 45,494 45,496 7 5 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 560) -20 -205 245 334 524 560 565 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 2.8 1.5 86.5 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 3 5 25 22 33 28 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 28,755 COMMITMENTS 3,700 407 575 24,357 27,773 28,632 28,755 123 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,759) -125 -125 100 1,784 1,784 1,759 1,759 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 1.4 2.0 84.7 96.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 3 18 18 24 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 144,364 COMMITMENTS 10,286 1,808 7,145 126,408 135,356 143,839 144,309 525 55 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 2,830) 1,865 945 -735 1,691 2,620 2,821 2,830 9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 1.3 4.9 87.6 93.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 5 9 33 34 43 45 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,594 COMMITMENTS 890 5,289 333 55,366 50,942 56,589 56,564 5 30 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 2,639) -65 363 -75 2,779 2,346 2,639 2,634 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 9.3 0.6 97.8 90.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 8 2 22 23 29 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 30,232 COMMITMENTS 200 150 0 30,032 30,082 30,232 30,232 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,060) -50 0 0 1,110 1,060 1,060 1,060 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.5 0.0 99.3 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 9 15 10 16 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 71,926 COMMITMENTS 18,469 5,777 864 52,397 65,203 71,730 71,844 196 82 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,740) 0 0 0 1,740 1,781 1,740 1,781 0 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 8.0 1.2 72.8 90.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 2 24 23 29 26 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 93,452 COMMITMENTS 33,339 4,042 1,973 57,880 87,389 93,192 93,404 260 48 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,967) 45 -10 -40 1,947 2,062 1,952 2,012 15 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 4.3 2.1 61.9 93.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 2 4 28 25 37 30 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 78,653 COMMITMENTS 4,287 100 1,345 72,522 77,027 78,154 78,472 499 181 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.1 1.7 92.2 97.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 1 25 26 29 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 112,134 COMMITMENTS 5,728 200 1,707 104,314 110,095 111,749 112,002 385 132 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 959) 0 50 0 959 909 959 959 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.2 1.5 93.0 98.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 1 2 28 28 33 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,320 COMMITMENTS 50 0 0 45,069 44,855 45,119 44,855 201 465 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.4 99.0 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 18 17 19 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 21,436 COMMITMENTS 0 0 0 21,016 21,386 21,016 21,386 420 50 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 287) 0 0 0 287 287 287 287 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.0 99.8 98.0 99.8 2.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 19 20 19 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,295 COMMITMENTS 1,100 0 0 11,165 12,295 12,265 12,295 30 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.0 0.0 90.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 15 11 18 11 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 73,296 COMMITMENTS 7,020 7,607 3,277 62,661 62,235 72,959 73,119 337 177 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,875) 374 133 214 1,287 1,550 1,875 1,897 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 10.4 4.5 85.5 84.9 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 8 8 12 33 33 46 48 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,072 COMMITMENTS 0 1,820 700 15,050 13,270 15,750 15,790 322 282 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 635) -650 350 250 1,371 -25 971 575 -336 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.3 4.4 93.6 82.6 98.0 98.2 2.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 2 17 19 19 23 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,575 COMMITMENTS 155 0 120 59,175 59,230 59,450 59,350 125 225 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 470) 0 0 0 470 475 470 475 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.2 99.3 99.4 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 21 22 23 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 37,232 COMMITMENTS 2,050 90 370 34,262 36,694 36,682 37,154 550 78 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 73) 140 0 85 -42 -12 183 73 -110 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.2 1.0 92.0 98.6 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 22 22 26 25 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,278 COMMITMENTS 3,310 200 7 65,468 68,771 68,785 68,978 493 300 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,625) 10 0 0 1,555 1,655 1,565 1,655 60 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.3 0.0 94.5 99.3 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 1 23 18 26 20 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,900 COMMITMENTS 3,817 3,100 10 70,215 71,705 74,042 74,815 858 85 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,375) 10 100 0 1,391 1,190 1,401 1,290 -26 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 4.1 0.0 93.7 95.7 98.9 99.9 1.1 0.1 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 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 93,297 COMMITMENTS 2,266 1,480 1,266 89,678 90,505 93,210 93,251 87 46 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,180) -73 -293 163 1,088 1,310 1,178 1,180 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.6 1.4 96.1 97.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 3 23 27 27 32 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 119,482 COMMITMENTS 3,251 3,659 2,107 113,931 113,705 119,289 119,471 193 11 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 2,693) -319 9 417 2,600 2,282 2,698 2,708 -5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 3.1 1.8 95.4 95.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 10 6 25 34 33 47 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 50,570 COMMITMENTS 0 1,225 0 50,570 49,315 50,570 50,540 0 30 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 280) 0 -25 0 280 275 280 250 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 100.0 97.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 6 0 15 16 15 22 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 36,375 COMMITMENTS 0 300 0 36,375 36,075 36,375 36,375 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 12 10 12 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 56,681 COMMITMENTS 900 491 421 54,554 55,740 55,875 56,652 806 29 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 695) 0 -60 0 607 749 607 689 88 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.9 0.7 96.2 98.3 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 20 21 23 23 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 57,914 COMMITMENTS 9,968 313 1,038 46,657 56,349 57,663 57,700 251 214 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 87) -252 -250 317 683 2 748 69 -661 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 0.5 1.8 80.6 97.3 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 4 22 23 28 27 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,108 COMMITMENTS 60 245 145 32,776 32,640 32,981 33,030 127 78 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -251) -105 195 -135 -16 -321 -256 -261 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.7 0.4 99.0 98.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 17 15 19 17 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 30,535 COMMITMENTS 0 390 0 30,465 30,125 30,465 30,515 70 20 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 0) 0 390 0 -70 -300 -70 90 70 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.0 99.8 98.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 13 18 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 29,658 COMMITMENTS 523 1,400 175 28,645 28,006 29,343 29,581 315 77 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 407) 248 625 0 159 -246 407 379 0 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 4.7 0.6 96.6 94.4 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 19 23 22 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,302 COMMITMENTS 50 1,200 0 21,945 21,012 21,995 22,212 307 90 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 90) 0 600 0 90 -510 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.4 0.0 98.4 94.2 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 17 17 18 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 46,858 COMMITMENTS 2,080 1,617 480 44,213 44,748 46,773 46,845 85 13 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 861) -50 489 50 866 327 866 866 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 3.5 1.0 94.4 95.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 3 2 26 27 33 30 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 39,101 COMMITMENTS 1,200 0 230 37,221 38,751 38,651 38,981 450 120 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 480) -390 0 230 630 250 470 480 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 0.6 95.2 99.1 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 20 19 22 20 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,836 COMMITMENTS 75 260 0 17,626 17,576 17,701 17,836 135 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,950) 0 0 0 1,950 1,950 1,950 1,950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 1.5 0.0 98.8 98.5 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 16 12 17 14 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,659 COMMITMENTS 2,071 200 750 12,838 14,709 15,659 15,659 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 630) -700 0 630 700 0 630 630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 1.3 4.8 82.0 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 1 15 10 17 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,944 COMMITMENTS 1,619 1,700 975 15,350 15,269 17,944 17,944 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,252) -700 400 700 1,252 152 1,252 1,252 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 9.5 5.4 85.5 85.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 15 12 17 16 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,058 COMMITMENTS 1,405 1,770 605 19,848 19,637 21,858 22,012 200 46 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,905) 525 0 -50 1,430 1,955 1,905 1,905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 8.0 2.7 90.0 89.0 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 17 16 19 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,832 COMMITMENTS 1,450 1,670 520 18,430 18,602 20,400 20,792 432 40 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,905) 525 0 -50 1,430 1,955 1,905 1,905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 8.0 2.5 88.5 89.3 97.9 99.8 2.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 14 14 16 18 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,900 COMMITMENTS 5,475 310 1,885 51,264 56,705 58,624 58,900 276 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 3,235) -225 25 190 3,200 3,110 3,165 3,325 70 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 0.5 3.2 87.0 96.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 2 20 13 25 16 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,323 COMMITMENTS 6,035 935 1,310 50,683 56,068 58,028 58,313 295 10 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 3,135) -225 25 90 3,200 3,110 3,065 3,225 70 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 1.6 2.2 86.9 96.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 3 20 14 26 17 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 121,827 COMMITMENTS 9,035 13,680 665 112,034 107,432 121,734 121,777 93 50 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 750) -340 -275 255 835 770 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 11.2 0.5 92.0 88.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 4 5 35 27 44 33 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 131,718 COMMITMENTS 7,447 13,995 1,585 122,527 116,003 131,559 131,583 159 135 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 2,569) 100 -835 650 1,814 2,754 2,564 2,569 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 10.6 1.2 93.0 88.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 5 5 35 29 43 36 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 316,584 COMMITMENTS 17,312 21,838 32,320 266,364 262,374 315,995 316,532 588 51 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 5,264) -416 -715 1,127 4,540 4,848 5,251 5,260 13 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 6.9 10.2 84.1 82.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 17 20 26 44 44 73 78 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,395 COMMITMENTS 5,261 50 230 16,821 22,115 22,312 22,395 83 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 80) -60 0 20 300 60 260 80 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 0.2 1.0 75.1 98.7 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 17 7 21 9 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,669 COMMITMENTS 4,995 1,000 220 15,937 20,449 21,152 21,669 517 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 70) -60 0 10 0 60 -50 70 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 4.6 1.0 73.5 94.4 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 13 8 16 11 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 3,764 COMMITMENTS 31 195 310 2,871 2,531 3,212 3,036 552 728 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 0) 13 23 -58 -42 -40 -87 -75 87 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 5.2 8.2 76.3 67.2 85.3 80.7 14.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 5 7 19 19 26 27 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 40,123 COMMITMENTS 6,113 2,103 189 33,603 37,723 39,905 40,015 218 108 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 917) 380 0 0 537 950 917 950 0 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 5.2 0.5 83.7 94.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 2 31 32 36 36 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 14,516 COMMITMENTS 281 44 129 13,889 13,868 14,299 14,041 217 475 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 540) -90 0 30 600 510 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.3 0.9 95.7 95.5 98.5 96.7 1.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 3 21 24 24 27 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,726 COMMITMENTS 856 0 307 9,899 11,035 11,062 11,342 664 384 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 255) 54 -48 -129 210 402 135 225 120 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.0 2.6 84.4 94.1 94.3 96.7 5.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 0 3 32 28 37 31 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 33,259 COMMITMENTS 834 1,370 174 32,159 30,758 33,167 32,302 92 957 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 354) 25 220 -43 367 296 349 473 5 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 4.1 0.5 96.7 92.5 99.7 97.1 0.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 6 3 26 28 31 35 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 64,903 COMMITMENTS 3,332 3,361 2,776 57,998 57,829 64,106 63,966 797 937 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,610) 510 -102 179 535 1,171 1,224 1,248 386 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 5.2 4.3 89.4 89.1 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 12 13 20 60 62 81 86 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 40,678 COMMITMENTS 3,190 0 0 37,453 40,648 40,643 40,648 35 30 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -7,914) -115 0 0 -7,214 -7,479 -7,329 -7,479 -585 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.0 0.0 92.1 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 24 18 25 18 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 13,085 COMMITMENTS 580 505 440 12,065 12,140 13,085 13,085 0 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,805) -75 195 -50 1,930 1,660 1,805 1,805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 3.9 3.4 92.2 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 19 19 22 22 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 9,152 COMMITMENTS 0 579 0 9,042 8,573 9,042 9,152 110 0 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: -1,132) 0 -147 0 -887 -985 -887 -1,132 -245 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 0.0 98.8 93.7 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 9 11 10 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 35,814 COMMITMENTS 18,287 0 1,270 11,379 32,144 30,936 33,414 4,878 2,400 CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST: 1,831) 2,041 0 -135 -75 1,800 1,831 1,665 0 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 0.0 3.5 31.8 89.8 86.4 93.3 13.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 0 4 11 12 16 16
Updated April 26, 2019