CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,824
COMMITMENTS
     325      125        0    6,454    6,693    6,779    6,818       45        6

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:         20)
       0        0        0        0       20        0       20       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      1.8      0.0     94.6     98.1     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        0        7        8       11       10                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       50,796
COMMITMENTS
  17,306   25,123       20   33,470   25,653   50,796   50,796        0        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:        200)
     200     -100        0        0      300      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     49.5      0.0     65.9     50.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        8        2       10        7       18       15                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       49,371
COMMITMENTS
   5,807    7,849    1,357   42,166   40,165   49,330   49,371       41        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      1,820)
   1,904     -137        2      -86    1,955    1,820    1,820        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     15.9      2.7     85.4     81.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       11        7       11       14       25       25                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       38,784
COMMITMENTS
   6,639      896        0   32,145   37,888   38,784   38,784        0        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      2.3      0.0     82.9     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        0        9       10       11       14                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       37,030
COMMITMENTS
   6,875   17,633       75   30,080   19,322   37,030   37,030        0        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -462)
    -300     -100     -162        0     -200     -462     -462        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     47.6      0.2     81.2     52.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        2        8        6       14       14                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,942
COMMITMENTS
   4,657    7,705        0   21,285   18,237   25,942   25,942        0        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:        650)
     500       50        0      150      600      650      650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     29.7      0.0     82.0     70.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        6        0        7        4       12       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       28,256
COMMITMENTS
  13,900   13,495      600   13,756   14,161   28,256   28,256        0        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -750)
    -100        0        0     -650     -750     -750     -750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     47.8      2.1     48.7     50.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        2        7        7       14       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       19,845
COMMITMENTS
   9,245    6,407      100   10,500   13,338   19,845   19,845        0        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0     -100     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     32.3      0.5     52.9     67.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        1        7        5       15        9                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       29,374
COMMITMENTS
     755    3,466      450   28,169   25,458   29,374   29,374        0        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      5,082)
       0      -25      350    4,732    4,772    5,082    5,097        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     11.8      1.5     95.9     86.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        8        2       11       12       14       21                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,264,737
COMMITMENTS
 1034307   34,727  705,941  3486632  4511792  5226880  5252460   37,857   12,277

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     41,039)
  77,223  -10,927  -17,120  -19,133   69,355   40,970   41,308       69     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      0.7     13.4     66.2     85.7     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      65       17       58      130      117      205      182                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      288,824
COMMITMENTS
  53,867  134,825   58,430  173,486   95,035  285,783  288,290    3,041      534

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      6,037)
   2,844    4,834   -2,206    5,146    2,969    5,784    5,597      253      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     46.7     20.2     60.1     32.9     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8       13       14       28       24       45       42                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,045
COMMITMENTS
   6,261    8,654    2,362  197,100  207,493  205,723  218,509   16,322    3,536

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -3,842)
  -1,298    1,927     -526      771   -3,909   -1,053   -2,508   -2,789   -1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      3.9      1.1     88.8     93.4     92.6     98.4      7.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        2       32       32       35       36                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       97,033
COMMITMENTS
   2,094        0       28   90,667   93,754   92,789   93,782    4,244    3,251

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -5,609)
    -804        0       28   -5,759   -4,381   -6,535   -4,353      926   -1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     93.4     96.6     95.6     96.6      4.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       27       31       29       32                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      256,201
COMMITMENTS
   1,687        0    2,404  242,207  246,248  246,298  248,652    9,903    7,549

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      2,595)
     927   -1,144      255    3,734    3,594    4,916    2,705   -2,321     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.9     94.5     96.1     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       29       29       31       30                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      912,219
COMMITMENTS
       0   18,642    6,796  892,267  878,957  899,063  904,395   13,156    7,824

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      1,546)
    -473    1,070   -1,035    2,314      794      806      829      740      717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.7     97.8     96.4     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0        3        3       50       32       53       35                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      393,541
COMMITMENTS
   5,701        0      848  372,444  385,114  378,993  385,962   14,548    7,579

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -13,706)
       0        0      -82  -12,538  -11,968  -12,620  -12,050   -1,086   -1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.2     94.6     97.9     96.3     98.1      3.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        0        1       39       46       41       47                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      379,791
COMMITMENTS
     140        0      689  363,851  373,089  364,680  373,778   15,111    6,013

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -23,245)
    -857        0      211  -20,780  -16,300  -21,426  -16,089   -1,819   -7,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.2     95.8     98.2     96.0     98.4      4.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        0        1       40       41       41       42                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,109
COMMITMENTS
   3,711    2,389      300  211,683  211,164  215,694  213,853    7,415    9,256

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -3,110)
   1,192   -2,231     -705   -1,815    1,144   -1,328   -1,792   -1,782   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.1      0.1     94.9     94.6     96.7     95.9      3.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        2       32       29       34       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,809
COMMITMENTS
     732      590    1,181   63,654   60,647   65,567   62,418    5,242    8,391

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -10,194)
    -169        0   -1,222   -8,674  -10,236  -10,065  -11,458     -129    1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.8      1.7     89.9     85.6     92.6     88.1      7.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       21       22       22       24                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,258
COMMITMENTS
       0        0        0   15,074   15,928   15,074   15,928    1,184      330

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -9,145)
  -1,013        0        0   -8,490   -7,626   -9,503   -7,626      358   -1,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.7     98.0     92.7     98.0      7.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0        9       14        9       14                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,985
COMMITMENTS
   1,890        8    1,157  105,237  111,003  108,284  112,168    7,701    3,817

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -6,423)
     335     -574      -66   -7,358   -4,148   -7,089   -4,788      666   -1,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      1.0     90.7     95.7     93.4     96.7      6.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       18       16       20       18                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      156,909
COMMITMENTS
   1,108        0        0  147,903  155,057  149,011  155,057    7,898    1,852

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -7,066)
     223        0        0   -6,901   -5,252   -6,678   -5,252     -388   -1,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     94.3     98.8     95.0     98.8      5.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       24       27       25       27                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,063
COMMITMENTS
       0        0        0   83,046   81,760   83,046   81,760    3,017    4,303

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      1,672)
       0        0        0    2,678    1,814    2,678    1,814   -1,006     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.5     95.0     96.5     95.0      3.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       14       17       14                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       12,152
COMMITMENTS
     780        0        0   10,922   11,638   11,702   11,638      450      514

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -8,187)
  -2,204        0      -90   -5,422   -4,930   -7,716   -5,020     -471   -3,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      0.0     89.9     95.8     96.3     95.8      3.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       12       16       13       16                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      557,399
COMMITMENTS
  53,633    7,823    3,022  490,833  534,123  547,488  544,968    9,911   12,431

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -23,568)
     -87     -270     -339  -20,007  -26,657  -20,433  -27,266   -3,135    3,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      1.4      0.5     88.1     95.8     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       7        4        8       51       47       62       55                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      122,412
COMMITMENTS
   4,024    3,618    1,604  114,194  106,574  119,822  111,796    2,590   10,616

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -5,346)
     -23   -2,052      332   -4,667   -4,934   -4,358   -6,654     -988    1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      3.0      1.3     93.3     87.1     97.9     91.3      2.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        3       24       20       28       23                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       14,911
COMMITMENTS
       0      540        0   12,092   13,559   12,092   14,099    2,819      812

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -3,737)
       0        0        0   -4,534   -3,575   -4,534   -3,575      797     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0     81.1     90.9     81.1     94.6     18.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       69,577
COMMITMENTS
       0        0        0   67,921   64,931   67,921   64,931    1,656    4,646

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -6,485)
       0   -1,990        0   -5,991   -5,081   -5,991   -7,071     -494      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.6     93.3     97.6     93.3      2.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       18       16       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,016
COMMITMENTS
       0        0        0   82,252   80,941   82,252   80,941      764    2,075

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -65,029)
 -30,510   -1,530        0  -28,947  -59,832  -59,457  -61,362   -5,572   -3,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     97.5     99.1     97.5      0.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       13       16       13       16                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,449
COMMITMENTS
  33,104    1,530        0   74,865  106,019  107,969  107,549      480      900

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -61,194)
 -15,652   -2,883   -2,480  -37,168  -50,153  -55,300  -55,516   -5,894   -5,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      1.4      0.0     69.0     97.8     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        3        0       21       43       28       46                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      140,075
COMMITMENTS
       0      248        0  139,532  136,059  139,532  136,307      543    3,768

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -14,229)
       0      248        0  -13,574  -15,203  -13,574  -14,955     -655      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     99.6     97.1     99.6     97.3      0.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       16       18       16       19                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      245,053
COMMITMENTS
       0      676    1,351  235,740  234,362  237,091  236,389    7,962    8,664

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -6,170)
       0      363      -61   -6,919   -6,024   -6,980   -5,722      810     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.6     96.2     95.6     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        1        1       36       38       37       39                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,260
COMMITMENTS
       0      440    1,874  101,015  101,885  102,889  104,199    2,371    1,061

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -11,743)
       0   -1,604     -146  -11,999   -9,399  -12,145  -11,149      402     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      1.8     96.0     96.8     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       22       24       23       25                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      131,873
COMMITMENTS
   9,016        0      413  113,836  125,363  123,265  125,776    8,608    6,097

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -5,020)
    -223        0     -623   -4,604   -5,913   -5,450   -6,536      430    1,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      0.3     86.3     95.1     93.5     95.4      6.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       20       15       22       16                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,705
COMMITMENTS
     217        0        0  116,056  120,613  116,273  120,613    7,432    3,092

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,540)
     217        0        0     -987   -1,259     -770   -1,259     -770     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     93.8     97.5     94.0     97.5      6.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       20       19       21       19                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      130,877
COMMITMENTS
       0        0        0  121,430  128,420  121,430  128,420    9,447    2,457

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      5,141)
    -780     -627        0    4,247    6,918    3,467    6,291    1,674   -1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.8     98.1     92.8     98.1      7.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       19       21       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      148,251
COMMITMENTS
     496      359    8,341  130,870  132,163  139,707  140,863    8,544    7,388

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -12,804)
     496   -3,666      -74  -11,348  -10,415  -10,926  -14,155   -1,878    1,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.2      5.6     88.3     89.1     94.2     95.0      5.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        2       35       27       38       29                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,397
COMMITMENTS
     750        0        0   13,134   14,763   13,884   14,763    1,513      634

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -6,634)
  -1,116        0        0   -4,646   -6,286   -5,762   -6,286     -872     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.0      0.0     85.3     95.9     90.2     95.9      9.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       14       12       16       12                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,972
COMMITMENTS
       0        0        0   28,066   29,158   28,066   29,158    1,906      814

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -11,346)
       0     -310        0   -6,010   -8,897   -6,010   -9,207   -5,336   -2,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.6     97.3     93.6     97.3      6.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       12       13       12                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      186,605
COMMITMENTS
  10,626    3,031      645  167,540  172,886  178,811  176,562    7,794   10,043

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -9,456)
       0   -2,237       92   -9,867   -6,974   -9,775   -9,119      319     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      1.6      0.3     89.8     92.6     95.8     94.6      4.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        2       32       30       35       33                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      102,608
COMMITMENTS
     852        0      248   97,129   96,280   98,229   96,528    4,379    6,080

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -7,093)
     852        0      248   -7,555   -5,815   -6,455   -5,567     -638   -1,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.2     94.7     93.8     95.7     94.1      4.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        1       22       25       23       26                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       86,697
COMMITMENTS
     248        0        0   78,868   83,130   79,116   83,130    7,581    3,567

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      1,616)
    -750        0        0    2,688    1,403    1,938    1,403     -322      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     91.0     95.9     91.3     95.9      8.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       24       17       25       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       73,295
COMMITMENTS
   3,052        0      428   64,887   67,828   68,367   68,256    4,928    5,039

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -6,655)
      90        0        0   -5,574   -5,598   -5,484   -5,598   -1,171   -1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      0.6     88.5     92.5     93.3     93.1      6.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       16       20       18       21                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       20,050
COMMITMENTS
     526        0        0   19,280   19,476   19,806   19,476      244      574

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -8,806)
  -1,240        0        0   -5,836   -4,949   -7,076   -4,949   -1,730   -3,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.0     96.2     97.1     98.8     97.1      1.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       11       16       12       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      126,048
COMMITMENTS
       0        0        0  115,687  120,285  115,687  120,285   10,361    5,763

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -3,656)
       0        0        0   -3,757   -1,617   -3,757   -1,617      101   -2,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.8     95.4     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       28       18       28       18                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       70,737
COMMITMENTS
       0        0        0   60,082   67,754   60,082   67,754   10,655    2,983

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -7,468)
       0        0        0   -8,478   -5,877   -8,478   -5,877    1,010   -1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     84.9     95.8     84.9     95.8     15.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       17       16       17                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       79,236
COMMITMENTS
  17,233    4,784    1,746   59,600   72,163   78,579   78,693      657      543

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -8,297)
  -1,316   -1,737     -710   -5,045   -5,661   -7,071   -8,108   -1,226     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      6.0      2.2     75.2     91.1     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      10        6        9       38       36       52       47                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       30,669
COMMITMENTS
   1,000      425      550   29,119   29,694   30,669   30,669        0        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      1,080)
    -150     -100      450      780      730    1,080    1,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.4      1.8     94.9     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        3        5       24       19       30       26                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       21,454
COMMITMENTS
     450      150      475   20,505   20,589   21,430   21,214       24      240

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:          0)
    -200        0       75      125      -75        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.7      2.2     95.6     96.0     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       19       16       22       18                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      171,719
COMMITMENTS
   9,370   33,746    3,794  158,519  134,169  171,683  171,709       36       10

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -7,214)
     545     -407     -379   -7,269   -4,532   -7,103   -5,318     -111   -1,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     19.7      2.2     92.3     78.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        8        5       40       39       49       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       55,202
COMMITMENTS
   1,302    6,623    1,025   52,853   47,549   55,180   55,197       22        5

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,277)
    -549      252      125   -1,846   -2,654   -2,270   -2,277       -7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     12.0      1.9     95.7     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        4       18       22       27       30                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       56,261
COMMITMENTS
     350    3,325      660   55,148   51,961   56,158   55,946      103      315

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,407)
     150       75     -225   -1,735   -2,257   -1,810   -2,407     -597        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.9      1.2     98.0     92.4     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       27       28       31       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       58,159
COMMITMENTS
   1,615    1,035      190   55,991   56,704   57,796   57,929      363      230

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -3,142)
    -100     -600      -50   -2,765   -2,368   -2,915   -3,018     -227     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.8      0.3     96.3     97.5     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        6        2       27       26       29       33                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,391
COMMITMENTS
     775   17,400        0   62,201   45,832   62,976   63,232      415      159

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -4,040)
       0        0        0   -3,888   -3,675   -3,888   -3,675     -152     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     27.4      0.0     98.1     72.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       28       27       29       28                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       84,625
COMMITMENTS
   1,255   24,400        0   83,024   59,950   84,279   84,350      346      275

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -5,667)
       0     -650        0   -5,297   -4,887   -5,297   -5,537     -370     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     28.8      0.0     98.1     70.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        0       29       25       30       27                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,147
COMMITMENTS
     400      800        0   31,659   31,247   32,059   32,047       88      100

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,727)
     -25      -50        0   -1,680   -1,667   -1,705   -1,717      -22      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.5      0.0     98.5     97.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       23       19       24       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       36,415
COMMITMENTS
   1,550      420       75   34,730   35,752   36,355   36,247       60      168

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,276)
     -75      420      -50   -1,151   -1,514   -1,276   -1,144        0     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.2      0.2     95.4     98.2     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       22       23       25       25                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       12,565
COMMITMENTS
     800      300        0   11,765   12,265   12,565   12,565        0        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,300)
       0        0        0   -1,300   -1,300   -1,300   -1,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      2.4      0.0     93.6     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       17       13       18       14                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       16,846
COMMITMENTS
   1,700    1,982      300   14,641   14,269   16,641   16,551      205      295

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -4,236)
    -450   -1,106      -50   -3,726   -3,070   -4,226   -4,226      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     11.8      1.8     86.9     84.7     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        1       21       22       24       26                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,090
COMMITMENTS
       0      170      305    9,400    9,475    9,705    9,950      385      140

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -980)
    -175       20      -70     -775     -960   -1,020   -1,010       40       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      3.0     93.2     93.9     96.2     98.6      3.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       10       13       12       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,013
COMMITMENTS
     400      350      600   39,013   38,963   40,013   39,913        0      100

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,645)
    -250      -75        0   -2,395   -2,560   -2,645   -2,635        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.9      1.5     97.5     97.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       25       22       26       25                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       46,095
COMMITMENTS
   1,200    1,500        0   44,575   44,525   45,775   46,025      320       70

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,538)
     125       25     -175   -2,488   -2,368   -2,538   -2,518        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      3.3      0.0     96.7     96.6     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       26       25       27       27                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,947
COMMITMENTS
   1,475        0      300   48,082   49,627   49,857   49,927       90       20

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -3,501)
    -120        0        0   -2,491   -3,441   -2,611   -3,441     -890      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.6     96.3     99.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       21       12       24       13                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,238
COMMITMENTS
   2,105    2,000      175   53,803   54,043   56,083   56,218      155       20

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -4,155)
     -65     -250        0   -3,325   -3,870   -3,390   -4,120     -765      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.6      0.3     95.7     96.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       22       13       25       15                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       70,140
COMMITMENTS
     155    1,847       19   69,903   67,969   70,077   69,835       63      305

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -4,344)
     -55       10      -60   -4,265   -4,271   -4,380   -4,321       36      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.6      0.0     99.7     96.9     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       31       26       33       28                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       92,313
COMMITMENTS
   5,716    3,954    1,625   84,856   86,455   92,197   92,034      116      279

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -6,918)
      60   -1,034      164   -7,178   -6,281   -6,954   -7,151       36      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      4.3      1.8     91.9     93.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        8        6       33       33       44       43                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       30,372
COMMITMENTS
     275        0        0   30,045   30,372   30,320   30,372       52        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,638)
     125        0        0   -2,771   -2,638   -2,646   -2,638        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     98.9    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       12       15       12                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       41,406
COMMITMENTS
     943    4,675      189   39,905   36,297   41,037   41,161      369      245

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,318)
    -142        0       25   -2,170   -1,601   -2,287   -1,576      -31     -742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     11.3      0.5     96.4     87.7     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       24       17       27       22                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       42,012
COMMITMENTS
   3,320    1,400    1,850   36,387   38,457   41,557   41,707      455      305

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -3,435)
    -675        0       45   -3,030   -2,693   -3,660   -2,648      225     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      3.3      4.4     86.6     91.5     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       23       20       26       23                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       36,626
COMMITMENTS
       0    1,820      290   36,266   34,256   36,556   36,366       70      260

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,720)
       0     -275      110   -1,119   -1,515   -1,009   -1,680     -711      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.8     99.0     93.5     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        2       21       16       23       20                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       32,008
COMMITMENTS
     350    2,200      140   31,430   29,633   31,920   31,973       88       35

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,055)
       0     -100      -50     -623     -825     -673     -975     -382      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      6.9      0.4     98.2     92.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       18       14       21       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,292
COMMITMENTS
   1,298      680      164   23,126   24,397   24,588   25,241      704       51

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -3,296)
      59     -195     -109   -3,134   -2,792   -3,184   -3,096     -112     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      2.7      0.6     91.4     96.5     97.2     99.8      2.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        3       22       21       27       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       20,676
COMMITMENTS
     816       25      301   19,454   20,210   20,571   20,536      105      140

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,698)
    -133        0        0     -350     -616     -483     -616   -1,215   -1,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.1      1.5     94.1     97.7     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       17       18       19       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       47,485
COMMITMENTS
   1,585    8,845      150   45,498   38,470   47,233   47,465      252       20

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -951)
    -325   -1,159       50     -723      675     -998     -434       47     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     18.6      0.3     95.8     81.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        2       28       26       33       31                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       32,407
COMMITMENTS
   1,235    2,710        0   30,917   29,693   32,152   32,403      255        4

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -979)
    -150     -780        0     -909       75   -1,059     -705       80     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      8.4      0.0     95.4     91.6     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        0       29       22       31       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,346
COMMITMENTS
       0    3,950      650   20,672   16,746   21,322   21,346       24        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:      1,299)
       0        0        0    1,299    1,299    1,299    1,299        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.5      3.0     96.8     78.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       16       16       17       18                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:       12,375
COMMITMENTS
       0      100        0   12,374   12,275   12,374   12,375        1        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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        1        0       14       12       14       13                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,685
COMMITMENTS
   1,110        0        0   15,135   16,665   16,245   16,665      440       20

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -980)
     485        0       -5     -630     -845     -150     -850     -830     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.0     90.7     99.9     97.4     99.9      2.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0       18       11       21       11                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,035
COMMITMENTS
     540        0       55   16,140   16,960   16,735   17,015      300       20

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,540)
     140     -100     -305   -1,320     -905   -1,485   -1,310      -55     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.3     94.7     99.6     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       20       12       23       13                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,860
COMMITMENTS
      25        0        0    9,755    9,860    9,780    9,860       80        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -900)
      10        0      -10     -685     -865     -685     -875     -215      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     98.9    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       13       16       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,520
COMMITMENTS
     935      125       50   22,967   24,320   23,952   24,495      568       25

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,429)
    -100        0        0   -2,154   -2,395   -2,254   -2,395     -175      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.5      0.2     93.7     99.2     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       19       12       23       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,985
COMMITMENTS
     935      125       50   21,672   22,785   22,657   22,960      328       25

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,705)
    -125        0        0   -1,413   -1,680   -1,538   -1,680     -167      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.5      0.2     94.3     99.1     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       17       10       21       13                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,785
COMMITMENTS
       0      325        0   10,585   10,400   10,585   10,725      200       60

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,280)
     -25     -100        0     -900   -1,155     -925   -1,255     -355      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0     98.1     96.4     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       14       14       14       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,775
COMMITMENTS
     560      100       37   22,053   22,638   22,650   22,775      125        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,845)
    -125        0      -25   -1,578   -1,530   -1,728   -1,555     -117     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.4      0.2     96.8     99.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        2       15       17       19       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,908
COMMITMENTS
     534      150       37   23,201   23,721   23,772   23,908      136        0

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,494)
    -150       50        0   -2,351   -2,204   -2,501   -2,154        7     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.6      0.2     97.0     99.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       15       17       18       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      110,579
COMMITMENTS
     565    8,022      605  109,364  101,930  110,534  110,557       45       22

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -6,045)
      50     -135       10   -4,820   -3,860   -4,760   -3,985   -1,285   -2,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.3      0.5     98.9     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        9        4       36       32       41       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      121,431
COMMITMENTS
   1,005    8,092      415  119,966  112,897  121,386  121,404       45       27

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -9,120)
     150     -980     -330   -7,545   -5,300   -7,725   -6,610   -1,395   -2,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.7      0.3     98.8     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        9        4       40       36       48       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      220,081
COMMITMENTS
  34,879   34,528   14,683  170,388  170,632  219,950  219,843      131      238

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:    -12,215)
      30     -493   -2,247   -6,859   -6,605   -9,076   -9,345   -3,139   -2,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     15.7      6.7     77.4     77.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      12       20       17       49       46       73       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,659
COMMITMENTS
   2,265      300      115   42,951   45,219   45,331   45,634      328       25

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,680)
    -135      -25        0   -1,835   -1,305   -1,970   -1,330     -710   -1,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.7      0.3     94.1     99.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        2       23       13       28       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,834
COMMITMENTS
   1,815      275      130   39,606   41,404   41,551   41,809      283       25

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,065)
     -60        0        0   -1,350     -650   -1,410     -650     -655   -1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.7      0.3     94.7     99.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       22       14       27       17                  



Updated September 15, 2017