NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,654
COMMITMENTS
  16,914   22,323       20   30,720   25,311   47,654   47,654        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -3,042)
    -142   -2,800        0   -2,900     -242   -3,042   -3,042        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5     46.8      0.0     64.5     53.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        8        2        9        7       16       15                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       65,754
COMMITMENTS
   4,714    6,282    6,295   54,729   53,177   65,738   65,754       16        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -3,905)
  -2,370   -1,443     -441   -1,083   -2,020   -3,895   -3,905      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      9.6      9.6     83.2     80.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        9       10       14       15       28       28                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       36,099
COMMITMENTS
   4,489      886        0   31,605   35,213   36,094   36,099        5        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -500)
       0        0        0     -505     -500     -505     -500        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      2.5      0.0     87.6     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        0        8        9       10       13                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,135
COMMITMENTS
   2,340        0      350   30,445   32,785   33,135   33,135        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      350      340      350      340      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.0      1.1     91.9     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        2        9        8       17       10                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       37,530
COMMITMENTS
   7,125   17,683       25   30,380   19,822   37,530   37,530        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        100)
     100        0        0        0      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     47.1      0.1     80.9     52.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        6        1        8        6       15       13                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,967
COMMITMENTS
   4,657    8,030        0   21,310   17,937   25,967   25,967        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     30.9      0.0     82.1     69.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        6        0        7        4       12       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       28,710
COMMITMENTS
  14,302   13,495      600   13,808   14,615   28,710   28,710        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -236)
    -202        0        0      -34     -236     -236     -236        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.8     47.0      2.1     48.1     50.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        2        9        7       16       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       19,745
COMMITMENTS
   9,045    6,407      100   10,600   13,238   19,745   19,745        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -100)
    -100        0        0        0     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.8     32.4      0.5     53.7     67.0    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 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       40,091
COMMITMENTS
   3,055    3,028      417   36,619   36,611   40,091   40,056        0       35

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -638)
     250     -192     -158     -729     -285     -638     -635        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      7.6      1.0     91.3     91.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        7        4       15       13       20       22                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,148,526
COMMITMENTS
 1010488   41,128  626,911  3477582  4467167  5114981  5135206   33,545   13,320

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:   -146,439)
 -16,259    5,301   -1,553 -129,270 -150,049 -147,082 -146,301      643     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      0.8     12.2     67.5     86.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      58       20       56      130      112      200      176                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,332,414
COMMITMENTS
  52,520   29,659  676,953  599,739  624,934  1329211  1331545    3,204      869

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:    -41,451)
 -11,344  -21,314   -7,979  -19,992   -4,402  -39,315  -33,695   -2,136   -7,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      2.2     50.8     45.0     46.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       16       26       49       49       75       78                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      247,203
COMMITMENTS
   9,643    6,965    4,487  216,152  231,594  230,282  243,046   16,921    4,157

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      8,173)
     -43        7      537    9,358    8,527    9,852    9,071   -1,679     -898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      2.8      1.8     87.4     93.7     93.2     98.3      6.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        2        4       29       29       37       34                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      109,304
COMMITMENTS
   1,544      110    1,252  102,658  102,450  105,454  103,812    3,850    5,492

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      6,015)
     717   -1,054      653    4,666    4,588    6,036    4,187      -21    1,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.1      1.1     93.9     93.7     96.5     95.0      3.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       30       29       32       31                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      283,185
COMMITMENTS
       0    5,675    3,401  269,700  267,505  273,101  276,581   10,084    6,604

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      8,344)
       0    1,166     -198    8,601    7,131    8,403    8,099      -59      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      1.2     95.2     94.5     96.4     97.7      3.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        5        3       30       29       33       34                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      857,695
COMMITMENTS
   1,934   17,305    7,138  836,844  830,871  845,916  855,314   11,779    2,381

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:    -44,259)
   1,934     -593      -83  -48,326  -42,222  -46,475  -42,898    2,216   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.0      0.8     97.6     96.9     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        3        3       49       31       53       34                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      406,254
COMMITMENTS
   6,193    3,627      699  384,564  392,827  391,456  397,153   14,798    9,101

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      8,979)
    -434    3,627      459   10,333    4,514   10,358    8,600   -1,379      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.9      0.2     94.7     96.7     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        2        2       38       46       43       49                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      401,409
COMMITMENTS
   1,198        0      403  381,773  371,444  383,374  371,847   18,035   29,562

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     16,587)
     176        0     -118   14,567   -7,898   14,625   -8,016    1,962   24,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.1     95.1     92.5     95.5     92.6      4.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        0        1       40       42       42       43                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,778
COMMITMENTS
   1,407    5,928    1,309  216,877  216,056  219,593  223,293   15,185   11,485

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      3,268)
     -54      550      177   -4,300      873   -4,177    1,600    7,445    1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.5      0.6     92.4     92.0     93.5     95.1      6.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        6        2       34       29       36       36                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,453
COMMITMENTS
       0    1,514      120   75,597   71,354   75,717   72,988    3,736    6,465

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        739)
       0     -642     -506    1,987    1,126    1,481      -22     -742      761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.2     95.1     89.8     95.3     91.9      4.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       28       25       29       27                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,065
COMMITMENTS
       0        0        0   19,352   20,581   19,352   20,581    2,713    1,484

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:         62)
       0        0        0       93     -937       93     -937      -31      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     87.7     93.3     87.7     93.3     12.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0        9       15        9       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,711
COMMITMENTS
   1,844      463    1,394  113,693  118,114  116,931  119,971    7,780    4,740

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,272)
     302        3       31    1,788      998    2,121    1,032      151    1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.4      1.1     91.2     94.7     93.8     96.2      6.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       20       17       22       19                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      166,265
COMMITMENTS
   1,056        0       60  154,270  160,419  155,386  160,479   10,879    5,786

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,523)
    -362        0       60      844     -332      542     -272    1,981    2,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     92.8     96.5     93.5     96.5      6.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       24       24       25       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,786
COMMITMENTS
       0        0        0   88,832   87,147   88,832   87,147    4,954    6,639

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,418)
       0     -331     -248    1,426    1,605    1,178    1,026    1,240    1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.7     92.9     94.7     92.9      5.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       17       16       17                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,014
COMMITMENTS
   4,438      682        0   17,473   21,244   21,911   21,926    1,103    1,088

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      4,084)
     434        0        0    3,836    3,450    4,270    3,450     -186      634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      3.0      0.0     75.9     92.3     95.2     95.3      4.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        0       14       22       18       24                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      563,444
COMMITMENTS
  70,236    7,103    2,180  478,786  539,328  551,202  548,611   12,242   14,833

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        733)
   3,671     -542      523   -6,108   -2,644   -1,914   -2,663    2,647    3,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      1.3      0.4     85.0     95.7     97.8     97.4      2.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       6        6        6       52       51       62       59                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      134,053
COMMITMENTS
   4,180    7,547    1,740  125,287  118,624  131,207  127,911    2,846    6,142

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     11,116)
    -119    1,327      484   10,317   13,738   10,682   15,549      434   -4,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      5.6      1.3     93.5     88.5     97.9     95.4      2.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        4       25       23       30       28                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,077
COMMITMENTS
     525      912      248   17,844   19,975   18,617   21,135    3,460      942

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,114)
      93        0        0    1,541    2,114    1,634    2,114      480        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      4.1      1.1     80.8     90.5     84.3     95.7     15.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       13       14       15       16                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       69,537
COMMITMENTS
       0    2,169        0   67,361   63,751   67,361   65,920    2,176    3,617

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -102)
       0      -82        0       77     -114       77     -196     -179       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      0.0     96.9     91.7     96.9     94.8      3.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       19       19       19       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      167,266
COMMITMENTS
  28,365    2,673        0  120,463  157,019  148,828  159,692   18,438    7,574

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     29,186)
  12,555      224        0   -1,039   24,493   11,516   24,717   17,670    4,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      1.6      0.0     72.0     93.9     89.0     95.5     11.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       9        5        0       23       37       32       42                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      181,428
COMMITMENTS
  59,189    4,723      211  114,994  163,403  174,394  168,337    7,034   13,091

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     24,882)
  12,007    2,566   -1,611    7,936   11,528   18,332   12,483    6,550   12,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.6      2.6      0.1     63.4     90.1     96.1     92.8      3.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      11        8        2       28       46       39       56                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      147,769
COMMITMENTS
     620        0        0  145,751  144,427  146,371  144,427    1,398    3,342

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,083)
       0        0        0    1,263    2,333    1,263    2,333      820     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     98.6     97.7     99.1     97.7      0.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       21       21       22       21                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      268,765
COMMITMENTS
       0      288    1,543  259,289  255,960  260,832  257,791    7,933   10,974

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      9,352)
       0        0        0    7,018    7,702    7,018    7,702    2,334    1,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.6     96.5     95.2     97.0     95.9      3.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        1        1       35       36       36       37                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,620
COMMITMENTS
     364      322    1,165   62,453   61,818   63,982   63,305    6,638    7,315

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,777)
     364   -2,092      233      578    1,313    1,175     -546      602    2,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.5      1.6     88.4     87.5     90.6     89.6      9.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       14       16       16       18                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,218
COMMITMENTS
     502      744    1,923  108,256  108,932  110,681  111,599    2,537    1,619

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,163)
       0        0        0    1,602      946    1,602      946     -439      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.7      1.7     95.6     96.2     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       23       25       24       27                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,557
COMMITMENTS
     718        0        0   27,019   30,512   27,737   30,512    4,820    2,045

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        347)
       0        0        0    1,179      238    1,179      238     -832      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.0     83.0     93.7     85.2     93.7     14.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       20       14       21       14                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      141,781
COMMITMENTS
  11,692        0      252  124,068  134,645  136,012  134,897    5,769    6,884

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      5,439)
     701        0        0    5,073    4,893    5,774    4,893     -335      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      0.0      0.2     87.5     95.0     95.9     95.1      4.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       26       17       28       18                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      117,278
COMMITMENTS
   1,081        0        0  106,193  113,663  107,274  113,663   10,004    3,615

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,500)
     -31        0        0      600     -196      569     -196      931    1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.0     90.5     96.9     91.5     96.9      8.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       20       19       21       19                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,566
COMMITMENTS
     755      465        0   68,847   69,917   69,602   70,382      964      184

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        186)
       0      217        0     -144      244     -144      461      330     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.7      0.0     97.6     99.1     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       11       18       12       20                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      143,832
COMMITMENTS
     403       89      469  133,310  139,238  134,182  139,796    9,650    4,036

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,493)
    -303     -159      -89      989    2,505      597    2,257    1,896      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.1      0.3     92.7     96.8     93.3     97.2      6.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       20       19       22       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      161,399
COMMITMENTS
       0    5,229    8,194  139,691  142,509  147,885  155,932   13,514    5,467

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      5,888)
       0      338      180    3,388    6,038    3,568    6,556    2,320     -668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      5.1     86.6     88.3     91.6     96.6      8.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        3       33       28       36       33                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,318
COMMITMENTS
   2,112        0        0   17,691   20,022   19,803   20,022    1,515    1,296

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:         31)
      31        0        0        0     -600       31     -600        0      631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      0.0      0.0     83.0     93.9     92.9     93.9      7.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        0       14       11       18       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,367
COMMITMENTS
       0        0        0   29,715   33,392   29,715   33,392    4,652      975

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -279)
       0        0        0   -2,893     -616   -2,893     -616    2,614      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.5     97.2     86.5     97.2     13.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       14       13       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      194,584
COMMITMENTS
  10,272    1,778    1,402  172,353  181,504  184,027  184,684   10,557    9,900

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,118)
       0     -440    1,000   -2,415      815   -1,415    1,375    2,533     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      0.9      0.7     88.6     93.3     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        2       36       31       39       34                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      109,296
COMMITMENTS
       0        0        0  104,599  102,733  104,599  102,733    4,697    6,563

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      3,159)
       0        0        0    2,813    2,823    2,813    2,823      346      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     94.0     95.7     94.0      4.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       24       28       24       28                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      102,314
COMMITMENTS
     248        0        0   93,134   99,018   93,382   99,018    8,932    3,296

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,227)
       0        0        0       80    1,557       80    1,557    1,147     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     91.0     96.8     91.3     96.8      8.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       25       21       26       21                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       76,223
COMMITMENTS
   2,894      300      856   65,787   70,325   69,537   71,481    6,686    4,742

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        624)
    -338      300      428     -184   -1,391      -94     -663      718    1,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.4      1.1     86.3     92.3     91.2     93.8      8.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       18       23       20       25                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       28,591
COMMITMENTS
     867      748      120   26,942   26,132   27,929   27,000      662    1,591

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      3,656)
     155     -155        0    2,901    2,311    3,056    2,156      600    1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.6      0.4     94.2     91.4     97.7     94.4      2.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       15       21       18       23                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      134,457
COMMITMENTS
       0        0        0  121,803  129,309  121,803  129,309   12,654    5,148

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      3,372)
       0        0        0     -992    3,556     -992    3,556    4,364     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.6     96.2     90.6     96.2      9.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       30       19       30       19                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       76,242
COMMITMENTS
       0        0        0   64,916   72,657   64,916   72,657   11,326    3,585

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      5,118)
       0        0        0    4,418    3,571    4,418    3,571      700    1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     85.1     95.3     85.1     95.3     14.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       18       15       18                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      111,979
COMMITMENTS
  19,183    5,379   11,792   79,417   93,896  110,392  111,068    1,587      912

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,299)
      63      382      436     -116      141      383      959      916      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      4.8     10.5     70.9     83.9     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11        7       15       38       39       56       54                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       30,449
COMMITMENTS
   1,390      200      250   28,809   29,999   30,449   30,449        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -2,246)
    -185     -125     -225   -1,836   -1,896   -2,246   -2,246        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.7      0.8     94.6     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        3        2       25       18       30       23                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       19,908
COMMITMENTS
     375        0      350   19,183   19,558   19,908   19,908        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     -2,294)
    -250     -125      -75   -1,969   -2,094   -2,294   -2,294        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      1.8     96.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       21       18       24       19                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      176,665
COMMITMENTS
   9,765   31,876    4,204  159,723  136,894  173,692  172,974    2,973    3,691

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      3,375)
     -90      130      380      158     -815      448     -305    2,927    3,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     18.0      2.4     90.4     77.5     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        8        6       40       37       48       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       57,846
COMMITMENTS
   2,134    8,073    1,475   54,215   48,293   57,824   57,841       22        5

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,983)
     546      325      -50    1,487    1,708    1,983    1,983        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     14.0      2.5     93.7     83.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        7        5       21       23       35       32                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       58,670
COMMITMENTS
     265    3,425      945   56,867   53,905   58,077   58,275      593      395

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,544)
     -85      100      285    1,979    2,144    2,179    2,529      365       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      5.8      1.6     96.9     91.9     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        3       29       27       33       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       64,969
COMMITMENTS
   1,630    1,025      675   61,971   62,280   64,276   63,980      693      989

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,816)
    -235      -90      295    1,261      722    1,321      927      495      889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.6      1.0     95.4     95.9     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        4       31       25       35       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,536
COMMITMENTS
   1,450   17,450        0   63,716   47,567   65,166   65,017      370      519

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        275)
     380       50        0     -330     -135       50      -85      225      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     26.6      0.0     97.2     72.6     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        0       29       26       32       28                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       88,460
COMMITMENTS
   2,400   24,750        0   85,490   63,058   87,890   87,808      570      652

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        340)
     880      200        0   -1,004     -230     -124      -30      464      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7     28.0      0.0     96.6     71.3     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        0       30       25       33       27                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,991
COMMITMENTS
     400      800        0   34,419   34,151   34,819   34,951      172       40

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,955)
       0        0        0    1,955    1,955    1,955    1,955        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.3      0.0     98.4     97.6     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       36,615
COMMITMENTS
   1,725      420       75   34,755   35,952   36,555   36,447       60      168

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        530)
       0        0        0      530      530      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      1.1      0.2     94.9     98.2     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       23       21       26       23                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       12,560
COMMITMENTS
   1,200        0        0   11,360   12,560   12,560   12,560        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        115)
     300     -300        0     -185      415      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      0.0      0.0     90.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       17       14       20       14                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,331
COMMITMENTS
   2,250    2,082      900   16,976   17,054   20,126   20,036      205      295

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        640)
    -250      250      350      540       40      640      640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     10.2      4.4     83.5     83.9     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        5        2       23       24       29       29                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,990
COMMITMENTS
       0      170      305   10,155   10,335   10,460   10,810      530      180

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -145      -40     -145      -40      145       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      2.8     92.4     94.0     95.2     98.4      4.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       10       13       12       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,622
COMMITMENTS
     400      450      600   41,622   41,472   42,622   42,522        0      100

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,650)
       0       50        0    1,650    1,600    1,650    1,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.1      1.4     97.7     97.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        1       26       22       27       26                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       51,127
COMMITMENTS
   1,700    1,500       50   49,047   49,507   50,797   51,057      330       70

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      3,886)
    -100        0        0    3,976    3,886    3,876    3,886       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      2.9      0.1     95.9     96.8     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       27       26       29       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,122
COMMITMENTS
   1,470        5      330   49,272   51,437   51,072   51,772    1,050      350

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:         15)
    -105        5       30     -860     -185     -935     -150      950      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.6     94.5     98.7     98.0     99.3      2.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       21       13       25       14                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,348
COMMITMENTS
   2,220    2,000      175   55,603   56,928   57,998   59,103    1,350      245

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        -15)
    -135        0        0   -1,075      -75   -1,210      -75    1,195       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      3.4      0.3     93.7     95.9     97.7     99.6      2.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       23       13       27       15                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       73,745
COMMITMENTS
     257        0      641   72,784   72,789   73,682   73,430       63      315

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        704)
     102     -377      320      282      761      704      704        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.9     98.7     98.7     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       31       29       33       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       96,378
COMMITMENTS
   5,631    2,383    2,220   88,386   91,496   96,237   96,099      141      279

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,043)
       5     -585      480      538    1,163    1,023    1,058       20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      2.5      2.3     91.7     94.9     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6       10        6       32       33       43       45                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       31,762
COMMITMENTS
     375        0        0   31,335   31,762   31,710   31,762       52        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -310)
     -50      -50        0     -260     -260     -310     -310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     98.7    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       14       12       17       12                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       40,931
COMMITMENTS
     898    4,755      299   39,485   35,065   40,682   40,119      249      812

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -300)
      35        0      -35     -300     -832     -300     -867        0      567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     11.6      0.7     96.5     85.7     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        4       24       18       28       24                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       43,911
COMMITMENTS
   3,220    1,550    1,850   38,306   39,764   43,376   43,164      535      747

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,849)
       0        0        0    2,789    2,227    2,789    2,227       60      622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      3.5      4.2     87.2     90.6     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       25       22       29       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,053
COMMITMENTS
      25    2,940      290   41,023   38,653   41,338   41,883      715      170

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      2,258)
       0      120        0    1,613    2,108    1,613    2,228      645       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.0      0.7     97.6     91.9     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        2       22       17       25       21                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,402
COMMITMENTS
     350    2,320      140   34,319   32,882   34,809   35,342      593       60

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,282)
       0      120        0      777    1,137      777    1,257      505       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      6.6      0.4     96.9     92.9     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       18       15       21       17                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,430
COMMITMENTS
   1,718    1,380      174   25,914   26,530   27,806   28,084      624      346

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        875)
     415      650      -20      240      -40      635      590      240      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      4.9      0.6     91.2     93.3     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        1        2       22       21       28       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,811
COMMITMENTS
   1,136      110      586   19,756   20,878   21,478   21,574    1,333    1,237

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        540)
    -285       85      285     -678     -927     -678     -557    1,218    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.5      2.6     86.6     91.5     94.2     94.6      5.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       17       21       20       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       53,773
COMMITMENTS
   1,885    8,979      868   50,631   43,498   53,384   53,345      389      428

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      3,038)
    -385     -104      439    2,847    2,284    2,901    2,620      137      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     16.7      1.6     94.2     80.9     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        3        4       33       28       40       34                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       37,875
COMMITMENTS
   1,235    3,935       25   35,994   33,747   37,254   37,707      621      168

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:      1,758)
       5       55       25    1,362    1,514    1,392    1,594      366      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     10.4      0.1     95.0     89.1     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        1       30       21       33       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,531
COMMITMENTS
       0    4,100      525   22,006   17,906   22,531   22,531        0        0

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:         70)
       0      150     -125      219       45       94       70      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     18.2      2.3     97.7     79.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       15       16       16       19                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,075
COMMITMENTS
     990        0        0   16,600   17,925   17,590   17,925      485      150

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:         85)
    -120        0        0      160      -45       40      -45       45      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.0      0.0     91.8     99.2     97.3     99.2      2.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0       18       13       21       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,495
COMMITMENTS
     540        0       55   17,545   18,190   18,140   18,245      355      250

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        185)
       0        0        0      130      -45      130      -45       55      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.3     94.9     98.4     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       20       13       23       14                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      754,067
COMMITMENTS
  11,598   75,083  112,526  629,860  566,418  753,984  754,027       83       40

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:     26,298)
  -1,186    2,724    7,433   20,051   16,121   26,298   26,278        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     10.0     14.9     83.5     75.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        1        6       19       18       26       24                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,005
COMMITMENTS
      25        0        0    9,780    9,980    9,805    9,980      200       25

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -195      -25     -195      -25      195       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     97.8     99.8     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       13       16       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,485
COMMITMENTS
   1,215      150       50   22,974   24,172   24,239   24,372      246      113

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        770)
     125        0        0      545      737      670      737      100       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.6      0.2     93.8     98.7     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       20       16       24       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,760
COMMITMENTS
   1,215      150       50   20,842   22,430   22,107   22,630      653      130

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        665)
     125        0        0      455      640      580      640       85       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      0.7      0.2     91.6     98.6     97.1     99.4      2.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       18       14       22       17                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,785
COMMITMENTS
       0      325        0   10,070   10,325   10,070   10,650      715      135

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -515      -75     -515      -75      515       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     93.4     95.7     93.4     98.7      6.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       13       14       13       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,503
COMMITMENTS
     838      100       29   21,387   22,214   22,254   22,343      249      160

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -270)
     -47        0        0     -347     -430     -394     -430      124      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.4      0.1     95.0     98.7     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        2       15       18       19       21                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,407
COMMITMENTS
     813      150       29   22,292   23,073   23,134   23,252      273      155

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -505)
     -46        0        0     -596     -660     -642     -660      137      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.6      0.1     95.2     98.6     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       15       18       18       21                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,019
COMMITMENTS
   1,095    8,662      760  111,984  103,636  113,839  113,058    1,180    1,961

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:         87)
     830      -55      -70   -1,808   -1,721   -1,048   -1,846    1,135    1,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      7.5      0.7     97.4     90.1     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        9        4       37       31       43       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      128,168
COMMITMENTS
   1,428    9,232      907  124,983  115,072  127,318  125,211      850    2,957

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -635)
     680      190        5   -2,125   -3,750   -1,440   -3,555      805    2,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      7.2      0.7     97.5     89.8     99.3     97.7      0.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        9        5       40       34       48       46                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      228,282
COMMITMENTS
  35,112   34,207   19,152  170,691  172,056  224,955  225,415    3,327    2,867

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:       -849)
    -435     -158      429   -4,088   -3,861   -4,094   -3,590    3,245    2,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     15.0      8.4     74.8     75.4     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14       20       19       47       48       72       76                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,599
COMMITMENTS
   2,445      300      115   40,906   42,739   43,466   43,154    1,133    1,445

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        445)
       0        0        0     -360     -955     -360     -955      805    1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.7      0.3     91.7     95.8     97.5     96.8      2.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        2       23       15       28       18                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,914
COMMITMENTS
   1,995      275      130   37,861   39,049   39,986   39,454      928    1,460

CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST:        120)
       0        0        0     -525   -1,295     -525   -1,295      645    1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.7      0.3     92.5     95.4     97.7     96.4      2.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        2       22       17       27       20                  



Updated October 6, 2017