CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        7,463
COMMITMENTS
   1,430      125        0    6,029    7,332    7,459    7,457        4        6

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -160)
     -25      -50        0     -125     -110     -150     -160      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      1.7      0.0     80.8     98.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        2        0        6        9       12       11                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       31,384
COMMITMENTS
  16,640    9,859      500   14,244   21,025   31,384   31,384        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        -67)
       0      100        0      -67     -167      -67      -67        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.0     31.4      1.6     45.4     67.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        3        9        6       17       11                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,136
COMMITMENTS
  16,276   20,903       20   27,840   23,213   44,136   44,136        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -100)
    -100        0        0        0     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.9     47.4      0.0     63.1     52.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        9        2        9        6       17       15                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       40,775
COMMITMENTS
   3,852    5,760    3,654   33,269   31,286   40,775   40,700        0       75

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,107)
  -1,384     -608     -451      743      -48   -1,092   -1,107      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     14.1      9.0     81.6     76.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        9        8       12       12       26       23                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       38,981
COMMITMENTS
   7,989      845        0   30,992   38,136   38,981   38,981        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -472)
       0   -1,432     -340     -132    1,300     -472     -472        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      2.2      0.0     79.5     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        0        9       10       12       14                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       34,118
COMMITMENTS
   6,275   15,873      363   27,480   17,882   34,118   34,118        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        220)
     -80       20     -100      400      300      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     46.5      1.1     80.5     52.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        7        3        8        5       14       14                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       23,910
COMMITMENTS
   3,950    6,390        0   19,960   17,520   23,910   23,910        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -100)
    -500     -300        0      400      200     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     26.7      0.0     83.5     73.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        7        0        7        4       11       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       17,530
COMMITMENTS
   8,230    6,820        0    9,300   10,710   17,530   17,530        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -200)
    -200     -100        0        0     -100     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.9     38.9      0.0     53.1     61.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        0        8        8       14       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       27,220
COMMITMENTS
  10,585   14,620      700   15,934   11,900   27,220   27,220        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,956)
     -54   -1,830        0   -1,902     -126   -1,956   -1,956        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.9     53.7      2.6     58.5     43.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        3        9        7       16       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       18,195
COMMITMENTS
   9,345    6,730      100    8,750   11,365   18,195   18,195        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        400)
     300      930        0      100     -530      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.4     37.0      0.5     48.1     62.5    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       19,037
COMMITMENTS
     857    1,478       62   18,109   17,498   19,027   19,037       10        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -998)
    -818       76     -357      177     -717     -998     -998        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      7.8      0.3     95.1     91.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        2       12       11       16       16                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,528,502
COMMITMENTS
 1110626   70,034  805,746  3571516  4640365  5487888  5516145   40,614   12,357

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:   -145,208)
   8,414   11,415  -85,440  -71,294  -73,549 -148,320 -147,574    3,112    2,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1      1.3     14.6     64.6     83.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      67       13       58      130      123      207      185                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,621,777
COMMITMENTS
 112,692   31,118  734,133  772,196  855,840  1619020  1621091    2,756      686

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        -27)
 -26,092  -27,407   42,997    8,800   10,677   25,706   26,267  -25,733  -26,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      1.9     45.3     47.6     52.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       11       29       57       54       88       83                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,484
COMMITMENTS
   1,571    2,099    2,992  171,352  182,900  175,915  187,991   17,569    5,493

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      4,215)
    -152   -1,012      463    3,038    4,288    3,349    3,739      866      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.1      1.5     88.6     94.5     90.9     97.2      9.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        5        6       33       31       39       38                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      102,779
COMMITMENTS
   2,912        0      248   95,406   97,717   98,566   97,965    4,213    4,814

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      4,435)
     209        0      124    4,471    1,558    4,804    1,682     -369    2,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.2     92.8     95.1     95.9     95.3      4.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       31       32       33       33                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,022
COMMITMENTS
   1,440    1,535    2,362  179,480  181,726  183,282  185,623   12,740   10,399

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     37,503)
     642      275      -28   40,572   37,505   41,186   37,752   -3,683     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.8      1.2     91.6     92.7     93.5     94.7      6.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       26       26       28       28                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,037,480
COMMITMENTS
     717   16,289   10,077  1015731  1007967  1026525  1034333   10,955    3,147

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    -29,570)
     416   -1,189      370  -30,706  -30,165  -29,920  -30,984      350    1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.6      1.0     97.9     97.2     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        2        4       52       37       56       41                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      461,266
COMMITMENTS
   8,218        0      524  437,016  453,531  445,758  454,055   15,508    7,211

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     16,782)
  -1,213        0      272   18,768   15,995   17,827   16,267   -1,045      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.1     94.7     98.3     96.6     98.4      3.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        0        2       38       48       41       50                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      370,269
COMMITMENTS
   6,085        0    2,052  343,035  362,587  351,172  364,639   19,097    5,630

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        458)
  -1,143        0       29   -2,520       74   -3,634      103    4,092      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.6     92.6     97.9     94.8     98.5      5.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        0        3       39       45       45       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,268
COMMITMENTS
     310    3,521    1,227  172,202  162,828  173,739  167,576    3,529    9,692

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      9,329)
     310      929       22    9,725   10,893   10,057   11,844     -728   -2,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.0      0.7     97.1     91.9     98.0     94.5      2.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        4        2       30       32       33       36                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,061
COMMITMENTS
   9,428    4,109      985   96,190  101,175  106,603  106,269    4,458    4,792

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,788)
     759    1,188     -331      801     -353    1,229      504      559    1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      3.7      0.9     86.6     91.1     96.0     95.7      4.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       24       25       27       27                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,818
COMMITMENTS
       0      479       31   35,472   35,676   35,503   36,186    1,315      632

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,332)
       0        0        0    1,301    1,368    1,301    1,368       31      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.1     96.3     96.9     96.4     98.3      3.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       12       18       13       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,132
COMMITMENTS
     693      992    1,434   98,066   98,844  100,193  101,270    7,939    6,862

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      2,752)
    -582      -30      340    1,938    1,572    1,696    1,882    1,056      870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.9      1.3     90.7     91.4     92.7     93.7      7.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       20       19       22       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      168,116
COMMITMENTS
       0        0        0  159,669  164,844  159,669  164,844    8,447    3,272

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -692)
       0        0        0   -1,232   -1,500   -1,232   -1,500      540      808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.0     98.1     95.0     98.1      5.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       26       27       26       27                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,746
COMMITMENTS
       0        0        0   61,738   63,389   61,738   63,389    9,008    7,357

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      9,421)
       0        0        0    8,073    6,590    8,073    6,590    1,348    2,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     87.3     89.6     87.3     89.6     12.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       16       16       16                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,378
COMMITMENTS
   3,096    1,442        0   21,644   22,269   24,740   23,711      638    1,667

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        837)
     403        0        0      620      139    1,023      139     -186      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      5.7      0.0     85.3     87.7     97.5     93.4      2.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       12       16       14       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      601,098
COMMITMENTS
  48,585    9,201    9,182  534,693  574,862  592,460  593,245    8,638    7,853

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     20,551)
   7,427      916    2,162   11,739   19,870   21,328   22,948     -777   -2,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      1.5      1.5     89.0     95.6     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       8        3        7       53       54       64       61                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      137,069
COMMITMENTS
       0    4,564      180  126,718  121,519  126,898  126,263   10,171   10,806

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      3,055)
       0     -400     -826      910    4,220       84    2,994    2,971       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.1     92.4     88.7     92.6     92.1      7.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        4        2       23       19       25       23                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,871
COMMITMENTS
       0    1,073      372   80,458   78,234   80,830   79,679    3,041    4,192

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      2,658)
       0      825      -93    2,404    1,930    2,311    2,662      347       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.4     95.9     93.3     96.4     95.0      3.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       17       20       18       22                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      167,718
COMMITMENTS
  46,017    3,967        0  118,242  154,954  164,259  158,921    3,459    8,797

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     25,807)
  19,220    1,803        0    4,169   19,545   23,389   21,348    2,418    4,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4      2.4      0.0     70.5     92.4     97.9     94.8      2.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10        7        0       18       37       28       44                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      195,711
COMMITMENTS
  74,379   11,063      770  114,516  178,310  189,665  190,143    6,046    5,568

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     26,340)
  15,364    2,403      620    5,366   20,481   21,350   23,504    4,990    2,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0      5.7      0.4     58.5     91.1     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       9       12        3       28       47       40       59                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       80,625
COMMITMENTS
     621        0       60   79,178   77,241   79,859   77,301      766    3,324

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        469)
     402        0        0       66      593      468      593        1     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.1     98.2     95.8     99.0     95.9      1.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        1       19       25       21       26                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      287,521
COMMITMENTS
     186      465      824  273,354  278,564  274,364  279,853   13,157    7,668

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        474)
     186     -883     -122   -2,354    2,489   -2,290    1,484    2,764   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.2      0.3     95.1     96.9     95.4     97.3      4.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       31       29       32       31                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       28,178
COMMITMENTS
   1,456    2,640        0   23,370   22,938   24,826   25,578    3,352    2,600

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        -31)
       0        0        0     -661     -248     -661     -248      630      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      9.4      0.0     82.9     81.4     88.1     90.8     11.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        0       12       11       14       14                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,139
COMMITMENTS
       0    4,740      149  125,598  122,374  125,747  127,263    6,392    4,876

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      2,294)
       0      608     -306    1,405       64    1,099      366    1,195    1,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.1     95.0     92.6     95.2     96.3      4.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       23       21       24       24                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,965
COMMITMENTS
       0    1,524      486   31,373   31,099   31,859   33,109    2,106      856

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        164)
       0     -546        5     -213      643     -208      102      372       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      1.4     92.4     91.6     93.8     97.5      6.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       13       16       15       18                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      147,023
COMMITMENTS
   3,965    1,695      719  135,607  138,940  140,291  141,354    6,732    5,669

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        216)
     241     -529     -140      632      757      733       88     -517      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.2      0.5     92.2     94.5     95.4     96.1      4.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       20       16       23       18                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      127,084
COMMITMENTS
     132        0      240  118,470  123,805  118,842  124,045    8,242    3,039

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      3,023)
     132        0      240    2,431    2,349    2,803    2,589      220      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.2     93.2     97.4     93.5     97.6      6.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       18       23       19                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,604
COMMITMENTS
       0      207       93   71,865   71,065   71,958   71,365      646    1,239

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,460)
       0        0        0    1,460      740    1,460      740        0      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.1     99.0     97.9     99.1     98.3      0.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       13       15       14       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,028
COMMITMENTS
       0      862       62  111,980  112,640  112,042  113,564    7,986    6,464

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      4,128)
       0      129     -186    2,503    1,528    2,317    1,471    1,811    2,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.1     93.3     93.8     93.3     94.6      6.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       20       23       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      171,747
COMMITMENTS
       0    6,658    8,654  149,908  147,315  158,562  162,627   13,185    9,120

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     12,736)
     -31    1,229    1,777    7,643    8,602    9,389   11,608    3,347    1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.9      5.0     87.3     85.8     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        4       31       23       35       28                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,329
COMMITMENTS
       0        0        0   17,930   17,753   17,930   17,753      399      576

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        153)
       0        0        0       91      153       91      153       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.8     96.9     97.8     96.9      2.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       10       16       10       16                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,553
COMMITMENTS
       0      434        0   23,159   24,538   23,159   24,972    2,394      581

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        124)
       0        0        0       31       93       31       93       93       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     90.6     96.0     90.6     97.7      9.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       14       14       14       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,447
COMMITMENTS
   3,822        0        0   25,227   29,915   29,049   29,915    2,398    1,532

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        -31)
       0        0        0     -391      -31     -391      -31      360        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      0.0      0.0     80.2     95.1     92.4     95.1      7.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0       15       11       18       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      198,397
COMMITMENTS
  19,387   11,562    2,579  166,200  174,772  188,166  188,913   10,231    9,484

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        289)
     180    2,950        0   -2,289   -2,853   -2,109       97    2,398      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      5.8      1.3     83.8     88.1     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        5        3       34       31       39       37                  
 
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       29,188
COMMITMENTS
       0        0        0   27,200   28,584   27,200   28,584    1,988      604

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        341)
       0        0        0      310      -19      310      -19       31      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.2     97.9     93.2     97.9      6.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       11       13       11                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       85,611
COMMITMENTS
       0        0        0   70,635   76,011   70,635   76,011   14,976    9,600

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,186)
       0        0        0     -637     -626     -637     -626    1,823    1,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     82.5     88.8     82.5     88.8     17.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       18       19       18                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      107,865
COMMITMENTS
       0        0        0  101,357  103,825  101,357  103,825    6,508    4,040

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      6,754)
       0        0        0    6,138    6,506    6,138    6,506      616      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.0     96.3     94.0     96.3      6.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       28       19       28       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       38,635
COMMITMENTS
   1,369        0        0   33,351   32,172   34,720   32,172    3,915    6,463

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        362)
       0        0        0      362   -5,160      362   -5,160        0    5,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      0.0     86.3     83.3     89.9     83.3     10.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       10       12       10                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      122,876
COMMITMENTS
   2,409        0        0  109,797  112,003  112,206  112,003   10,670   10,873

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      2,473)
     287        0        0    1,849    2,589    2,136    2,589      337     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.0     89.4     91.2     91.3     91.2      8.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       23       15       24       15                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       78,004
COMMITMENTS
   6,256        0        0   63,606   73,810   69,862   73,810    8,142    4,194

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      5,971)
       0        0        0    1,690    5,997    1,690    5,997    4,281      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      0.0      0.0     81.5     94.6     89.6     94.6     10.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       16       16       17       16                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      150,312
COMMITMENTS
  20,249   11,347   15,120  113,951  122,219  149,321  148,686      991    1,626

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        -69)
     262     -372     -385     -518     -467     -641   -1,224      571    1,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      7.5     10.1     75.8     81.3     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      13       11       17       42       48       63       68                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       45,696
COMMITMENTS
   6,456      105      156   39,083   45,435   45,696   45,696        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -3,373)
    -926     -226     -131   -2,315   -3,016   -3,373   -3,373        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      0.2      0.3     85.5     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        2        2       30       25       37       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      392,782
COMMITMENTS
  24,800    3,952    1,552  366,430  387,278  392,782  392,782        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:    -29,727)
    -160      344     -656  -28,911  -29,415  -29,727  -29,727        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      1.0      0.4     93.3     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       25       24       29       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,307,313
COMMITMENTS
  30,580  160,729   16,074  1251059  1117310  1297713  1294113    9,600   13,200

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     28,963)
   4,240    6,280   -1,552   16,675   11,035   19,363   15,763    9,600   13,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     12.3      1.2     95.7     85.5     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        5        4       36       40       45       46                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       70,950
COMMITMENTS
   1,355    6,471    1,730   67,865   62,749   70,950   70,950        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,411)
      30      403     -210    1,591    1,218    1,411    1,411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      9.1      2.4     95.7     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        8        6       24       24       32       34                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      305,024
COMMITMENTS
   2,202   11,233    4,635  298,187  289,156  305,024  305,024        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -424)
       0      328        0     -424     -752     -424     -424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.7      1.5     97.8     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        1       15       15       17       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      366,996
COMMITMENTS
   1,176   33,479    7,122  357,498  325,195  365,796  365,796    1,200    1,200

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     12,185)
     784        0        0   10,201   10,985   10,985   10,985    1,200    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      9.1      1.9     97.4     88.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       21       25       23       28                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,009
COMMITMENTS
     361      263      252   21,898   21,475   22,511   21,990      498    1,019

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        140)
     127        0       42     -104     -242       65     -200       75      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      1.1      1.1     95.2     93.3     97.8     95.6      2.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        2       22       19       27       22                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,812
COMMITMENTS
     645   15,000        0   63,831   49,420   64,476   64,420      336      392

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,920)
     110    2,400      -50    1,763     -822    1,823    1,528       97      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     23.1      0.0     98.5     76.3     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        0       27       27       29       28                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       84,037
COMMITMENTS
     750   15,000        0   82,858   68,620   83,608   83,620      429      417

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      2,474)
     110    2,400      -50    2,155     -138    2,215    2,212      259      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     17.8      0.0     98.6     81.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        0       27       27       30       28                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,460
COMMITMENTS
     700    1,050        0   33,477   33,260   34,177   34,310      283      150

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,010)
       0        0        0   -1,090   -1,010   -1,090   -1,010       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.0      0.0     97.1     96.5     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       23       18       24       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      276,824
COMMITMENTS
  13,464        0    2,336  261,024  274,488  276,824  276,824        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      3,960)
       0        0        0    3,960    3,960    3,960    3,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.0      0.8     94.3     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       21       20       24       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        6,806
COMMITMENTS
      80       66        0    6,365    6,613    6,445    6,679      361      127

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,597)
       0        0        0    1,597    1,553    1,597    1,553        0       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.0      0.0     93.5     97.2     94.7     98.1      5.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       14       15       15                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,895
COMMITMENTS
     724      617       22    7,127    6,552    7,873    7,191       22      704

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        126)
      22       44      -44      148      126      126      126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      7.8      0.3     90.3     83.0     99.7     91.1      0.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        1       19       18       24       20                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,967
COMMITMENTS
     900    1,282        0    6,902    6,385    7,802    7,667      165      300

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        -50)
       0      250        0      -50        0      -50      250        0     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     16.1      0.0     86.6     80.1     97.9     96.2      2.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       12       13       13       15                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,750
COMMITMENTS
     530      100      300   12,365   13,265   13,195   13,665      555       85

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -275)
       0        0        0     -410     -315     -410     -315      135       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.7      2.2     89.9     96.5     96.0     99.4      4.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       10       14       13       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,372
COMMITMENTS
       0    1,360        0   43,277   41,922   43,277   43,282       95       90

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        225)
       0      310        0      135      -75      135      235       90      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      0.0     99.8     96.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       25       25       25       27                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,691
COMMITMENTS
     825        0        0   25,686   26,691   26,511   26,691      180        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        470)
       0        0        0      470      470      470      470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     96.2    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       21       23       23       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,754
COMMITMENTS
     819      194      422   16,959   17,629   18,200   18,245      554      509

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        206)
       0        0        0      206      206      206      206        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      1.0      2.3     90.4     94.0     97.0     97.3      3.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        2       25       19       28       22                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,869
COMMITMENTS
     280    7,468      150   60,345   52,987   60,775   60,605       94      264

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,302)
       0      448        0    1,295      854    1,295    1,302        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     12.3      0.2     99.1     87.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        1       31       24       33       28                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       79,662
COMMITMENTS
     970   15,854    1,295   77,346   62,442   79,611   79,591       51       71

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      2,170)
    -115      527      200    2,089    1,448    2,174    2,175       -4       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     19.9      1.6     97.1     78.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        7        9       32       30       45       42                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,450
COMMITMENTS
   1,385      445      300   48,395   50,505   50,080   51,250    1,370      200

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,120)
      60        0        0      140    1,120      200    1,120      920        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.9      0.6     94.1     98.2     97.3     99.6      2.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       20        9       23       10                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,935
COMMITMENTS
   1,720    2,545      475   58,415   58,915   60,610   61,935    1,325        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,015)
      40        0        0     -145    1,015     -105    1,015    1,120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      4.1      0.8     94.3     95.1     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       25       13       28       15                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      306,109
COMMITMENTS
  44,678    1,200    1,160  260,271  303,749  306,109  306,109        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        424)
     416        0        0        8      424      424      424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      0.4      0.4     85.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       23       28       25       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,883
COMMITMENTS
   5,603    1,191      823   17,736   22,618   24,161   24,631      722      252

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        263)
      65       -3       23      175      243      263      263        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      4.8      3.3     71.3     90.9     97.1     99.0      2.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        5       24       31       29       37                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       37,172
COMMITMENTS
   1,227      154      276   35,669   36,742   37,172   37,172        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -563)
      -1       51      -51     -511     -563     -563     -563        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.4      0.7     96.0     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       16       16       20       19                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      313,093
COMMITMENTS
   9,450   22,749    2,331  301,312  282,813  313,093  307,893        0    5,200

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,888)
       0    5,464        0    1,888   -8,776    1,888   -3,312        0    5,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      7.3      0.7     96.2     90.3    100.0     98.3      0.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       18       18       21       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       18,994
COMMITMENTS
   1,506      650      847   16,196   15,962   18,549   17,459      445    1,535

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:          0)
     320       44     -255      -65      -49        0     -260        0      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      3.4      4.5     85.3     84.0     97.7     91.9      2.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       18       18       22       21                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      152,062
COMMITMENTS
     392   14,040        0  150,070  138,022  150,462  152,062    1,600        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,601)
       0        0        0   -3,201   -1,601   -3,201   -1,601    1,600        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      9.2      0.0     98.7     90.8     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       13       10       14       11                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,170
COMMITMENTS
     880      764      324   13,715   13,392   14,919   14,480      251      690

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        840)
       0      199       -1      695      523      694      720      146      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      5.0      2.1     90.4     88.3     98.3     95.5      1.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       20       20       24       24                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      170,934
COMMITMENTS
  14,040    5,922        0  155,294  165,012  169,334  170,934    1,600        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -3,593)
       0        0        0   -5,193   -3,593   -5,193   -3,593    1,600        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      3.5      0.0     90.9     96.5     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       20       17       21       19                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       18,332
COMMITMENTS
       0      564    1,255   17,077   16,513   18,332   18,332        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -1,228)
       0     -231     -101   -1,127     -896   -1,228   -1,228        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      6.8     93.2     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       18       16       20       19                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      171,579
COMMITMENTS
       0    2,601        0  171,579  168,978  171,579  171,579        0        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:     -6,720)
       0     -320        0   -6,720   -6,400   -6,720   -6,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       13       14       14                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,955
COMMITMENTS
     620        0      245   14,050   15,585   14,915   15,830    1,040      125

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -300)
       0        0        0     -490     -425     -490     -425      190      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      1.5     88.1     97.7     93.5     99.2      6.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       21       13       24       16                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,255
COMMITMENTS
     315      160      620   15,875   16,300   16,810   17,080      445      175

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        175)
    -140      160      140       10     -300       10        0      165      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.9      3.6     92.0     94.5     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       25       14       29       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      551,783
COMMITMENTS
       0   68,719   75,599  475,804  406,362  551,403  550,679      380    1,104

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      9,828)
       0      146     -432   10,260   10,111    9,828    9,825        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.5     13.7     86.2     73.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        4       19       19       23       24                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,605
COMMITMENTS
     180        0        0   10,905   11,605   11,085   11,605      520        0

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        355)
       0        0        0      215      355      215      355      140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     94.0    100.0     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       13       14       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,843
COMMITMENTS
   1,325        0        0   30,597   32,815   31,922   32,815      921       28

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        525)
    -100        0        0      355      525      255      525      270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      0.0     93.2     99.9     97.2     99.9      2.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       17       18       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,874
COMMITMENTS
   1,325        0        0   27,932   29,850   29,257   29,850      617       24

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        210)
       0        0        0       -5      210       -5      210      215        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      0.0     93.5     99.9     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       16       13       19       13                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,160
COMMITMENTS
       0      375        0   13,670   13,535   13,670   13,910      490      250

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -425)
       0      -50        0     -735     -465     -735     -515      310       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.0     96.5     95.6     96.5     98.2      3.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       13       15       14                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,830
COMMITMENTS
       0      150        0    9,225    9,570    9,225    9,720      605      110

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -425)
       0      -50        0     -735     -425     -735     -475      310       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0     93.8     97.4     93.8     98.9      6.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       12       15       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,169
COMMITMENTS
       0    2,375       75   24,054   21,453   24,129   23,903       40      266

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        536)
       0        0        0      536      270      536      270        0      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.8      0.3     99.5     88.8     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        1       17       19       18       23                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,260
COMMITMENTS
     100    2,200       25   26,095   23,716   26,220   25,941       40      319

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        299)
       0        0        0      299       30      299       30        0      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      8.4      0.1     99.4     90.3     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        1       17       17       18       21                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,454
COMMITMENTS
     295    3,572      480  111,249  108,092  112,024  112,144      430      310

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,560)
       0      720      -50    1,205      665    1,155    1,335      405      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      3.2      0.4     98.9     96.1     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        6        3       36       34       40       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      133,018
COMMITMENTS
     580    6,372      980  130,388  124,956  131,948  132,308    1,070      710

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:       -397)
       0      250      325   -1,767   -1,682   -1,442   -1,107    1,045      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      4.8      0.7     98.0     93.9     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        8        5       39       33       46       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      199,386
COMMITMENTS
  10,363   25,591   12,828  175,420  158,089  198,611  196,508      775    2,878

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,129)
   1,052      910      700   -1,121   -3,177      632   -1,567      497    2,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     12.8      6.4     88.0     79.3     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       9       16       11       43       41       60       60                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      127,602
COMMITMENTS
   2,234    9,466    2,685  122,124  113,312  127,043  125,463      559    2,139

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,886)
     421      940     -265    1,240     -898    1,396     -223      490    2,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      7.4      2.1     95.7     88.8     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        7        4       37       33       43       42                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,670
COMMITMENTS
   1,035      750        5   49,075   48,950   50,115   49,705      555      965

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,060)
     -50        0        0      685      120      635      120      425      940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.5      0.0     96.9     96.6     98.9     98.1      1.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       21       12       24       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,715
COMMITMENTS
     755      650        0   46,500   45,955   47,255   46,605      460    1,110

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,150)
       0        0        0      765       65      765       65      385    1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      1.4      0.0     97.5     96.3     99.0     97.7      1.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       21       11       23       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       28,999
COMMITMENTS
     375        0      225   27,904   28,587   28,504   28,812      495      187

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:         90)
       0        0        0     -242      -27     -242      -27      332      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.8     96.2     98.6     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       27       26       28       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       22,336
COMMITMENTS
   1,750        0        0   20,586   22,276   22,336   22,276        0       60

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,075)
       0        0        0    1,075    1,075    1,075    1,075        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      0.0      0.0     92.2     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       20       17       22       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,051
COMMITMENTS
   1,385    1,925        0   25,762   25,844   27,147   27,769      904      282

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,179)
      25        0        0    1,124      957    1,149      957       30      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      6.9      0.0     91.8     92.1     96.8     99.0      3.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       19       19       21       21                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,414
COMMITMENTS
   1,118        0        7   15,634   16,967   16,759   16,974      655      440

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        286)
       0        0        0      256      116      256      116       30      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      0.0      0.0     89.8     97.4     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       16       17       18       18                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,389
COMMITMENTS
   1,490    5,856      395   33,875   29,725   35,760   35,976      629      413

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:      1,547)
     -50      899        0    1,152      348    1,102    1,247      445      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     16.1      1.1     93.1     81.7     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        1       28       21       31       26                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,814
COMMITMENTS
       0      190      110   23,508   23,096   23,618   23,396      196      418

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        896)
    -110      190      110      765      292      765      592      131      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.5     98.7     97.0     99.2     98.2      0.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       24       21       25       22                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,940
COMMITMENTS
       0    1,535       85   20,420   19,059   20,505   20,679      435      261

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:         90)
       0        0        0     -225     -155     -225     -155      315      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.3      0.4     97.5     91.0     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       22       15       23       18                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,562
COMMITMENTS
       0        0        0   14,214   14,392   14,214   14,392      348      170

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.6     98.8     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       11       16       11                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,134
COMMITMENTS
     185      525        0   32,498   32,124   32,683   32,649      451      485

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:         10)
       5        0       -5     -318      -20     -318      -25      328       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.6      0.0     98.1     97.0     98.6     98.5      1.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       28       23       30       24                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       18,951
COMMITMENTS
     583        0        0   18,149   18,604   18,732   18,604      219      347

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        345)
     -30        0        0      360      333      330      333       15       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     95.8     98.2     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       22       18       24       18                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,755
COMMITMENTS
     975        0        0   14,915   16,168   15,890   16,168      865      587

CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST:        675)
     -10        0        0      640      648      630      648       45       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.0      0.0     89.0     96.5     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       19       15       21       15                  



Updated May 5, 2017