NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       45,114
COMMITMENTS
  11,115   22,073        0   33,999   23,041   45,114   45,114        0        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:          0)
     200      -60        0     -200       60        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     48.9      0.0     75.4     51.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4       11        0       10        6       14       17                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       36,058
COMMITMENTS
     710    6,963       46   35,276   29,049   36,032   36,058       26        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -4,292)
     -58   -2,045       41   -4,283   -2,288   -4,300   -4,292        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     19.3      0.1     97.8     80.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        1        8        9       14       14                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       42,916
COMMITMENTS
   6,226    5,189    2,923   33,758   34,805   42,906   42,916       10        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -8,794)
     419   -2,630   -1,288   -7,928   -4,876   -8,797   -8,794        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     12.1      6.8     78.7     81.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      16        4        7       12       11       29       21                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,697
COMMITMENTS
  11,243   24,588      762   32,692   19,347   44,697   44,697        0        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        300)
     100      200        0      200      100      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     55.0      1.7     73.1     43.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        9        1        8        6       14       16                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       34,997
COMMITMENTS
   8,642   21,375        0   26,350   13,622   34,992   34,997        5        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        500)
     100      300        0      400      200      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     61.1      0.0     75.3     38.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        7        0        9        7       14       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       29,238
COMMITMENTS
  12,950   13,850      200   16,088   15,188   29,238   29,238        0        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3     47.4      0.7     55.0     51.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        1       11        8       16       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       25,713
COMMITMENTS
  12,185    9,175      100   13,428   16,438   25,713   25,713        0        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        250)
     350        0        0     -100      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.4     35.7      0.4     52.2     63.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        5        1        7        7       15       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV               Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       18,387
COMMITMENTS
   8,225    3,150        0   10,162   15,237   18,387   18,387        0        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -250)
    -350      100        0      100     -350     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.7     17.1      0.0     55.3     82.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        0        6        5       14        9                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       27,372
COMMITMENTS
   5,497    5,275        0   21,875   22,097   27,372   27,372        0        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     19.3      0.0     79.9     80.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        0       11        5       15        7                  
 
 
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV                       Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       16,040
COMMITMENTS
   8,130    6,940        0    7,910    9,100   16,040   16,040        0        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,100)
       0      900        0    1,100      200    1,100    1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.7     43.3      0.0     49.3     56.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        7        0        5        6       10       13                  
 
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                           Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:        8,661
COMMITMENTS
     423      114      675    6,318    7,872    7,416    8,661    1,245        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -1,122)
      11        1        3   -2,137   -1,127   -2,122   -1,122    1,000        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      1.3      7.8     73.0     90.9     85.6    100.0     14.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        2       12        6       15       10                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       26,149
COMMITMENTS
   8,970      662    3,267   13,867   22,025   26,104   25,954       45      195

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        840)
     361      -32      -15      584      887      930      840      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      2.5     12.5     53.0     84.2     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        7        7       24       25       32       34                  
 
 
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       28,654
COMMITMENTS
   3,287    9,540    1,443   23,519   17,401   28,249   28,384      405      270

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        359)
       0      201       30      175       43      205      274      154       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     33.3      5.0     82.1     60.7     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        4        4       26       14       32       20                  
 
 
NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV               Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,440,704
COMMITMENTS
 593,952  134,362  744,561  4029720  4468796  5368233  5347719   72,471   92,985

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:    170,232)
  22,851   73,518   -8,663  137,021   23,931  151,209   88,786   19,023   81,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      2.5     13.7     74.1     82.1     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      47       27       55      125      109      190      173                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      775,418
COMMITMENTS
  27,521   54,784  364,285  379,071  355,761  770,877  774,830    4,541      588

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:   -121,655)
  -3,636   11,729  -80,793  -34,736  -51,826 -119,165 -120,890   -2,491     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      7.1     47.0     48.9     45.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       9       14       19       44       40       64       62                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      296,405
COMMITMENTS
   6,720   11,633    1,412  274,824  279,117  282,956  292,162   13,449    4,243

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      8,388)
     336   -2,172       68    7,292   10,495    7,696    8,391      692       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.9      0.5     92.7     94.2     95.5     98.6      4.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        3       28       28       32       33                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      106,243
COMMITMENTS
   4,915        0    3,859   91,538   96,037  100,312   99,896    5,931    6,347

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,615)
     731        0      615    2,144    2,556    3,490    3,171     -875     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.0      3.6     86.2     90.4     94.4     94.0      5.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       27       26       29       28                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      307,675
COMMITMENTS
   2,574    4,482    1,202  292,748  293,025  296,524  298,709   11,151    8,966

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     13,250)
  -1,305    2,762     -433   18,625   12,054   16,887   14,383   -3,637   -1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.5      0.4     95.1     95.2     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        3       32       28       36       32                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      798,610
COMMITMENTS
   2,026    7,521    6,873  780,918  780,784  789,817  795,178    8,793    3,432

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     12,449)
     214      331    1,024   12,432   10,427   13,670   11,782   -1,221      667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.9      0.9     97.8     97.8     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        2        4       44       28       48       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      500,876
COMMITMENTS
   6,746    2,551      279  459,677  490,441  466,702  493,271   34,174    7,605

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      9,783)
   2,681      989      279    5,953   10,224    8,913   11,492      870   -1,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.5      0.1     91.8     97.9     93.2     98.5      6.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        2        1       30       36       36       38                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      435,095
COMMITMENTS
   5,237    3,102      764  421,514  425,618  427,515  429,484    7,580    5,611

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     20,761)
   3,114     -183      299   17,243   21,952   20,656   22,068      105   -1,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.7      0.2     96.9     97.8     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        1        4       34       42       41       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,903
COMMITMENTS
   3,891   10,171    1,906  259,723  264,379  265,520  276,456   16,383    5,447

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      6,280)
    -391    1,220      549    7,063    6,177    7,221    7,946     -941   -1,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      3.6      0.7     92.1     93.8     94.2     98.1      5.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        5        4       39       37       43       45                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,416
COMMITMENTS
   5,188        0      735   81,196   83,662   87,119   84,397    3,297    6,019

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      3,667)
   2,278        0        0    1,175    3,087    3,453    3,087      214      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.0      0.8     89.8     92.5     96.4     93.3      3.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       23       22       24       23                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       60,380
COMMITMENTS
       0        0        0   58,298   59,620   58,298   59,620    2,082      760

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      4,140)
       0        0        0    4,174    3,690    4,174    3,690      -34      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.6     98.7     96.6     98.7      3.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       20       19       20       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      173,935
COMMITMENTS
   1,642      194    1,621  164,421  167,702  167,684  169,517    6,251    4,418

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      9,685)
   1,346      -12      408    8,206   10,135    9,960   10,531     -275     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.1      0.9     94.5     96.4     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       21       19       24       22                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      181,302
COMMITMENTS
   1,378    4,254        0  170,865  169,599  172,243  173,853    9,059    7,449

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,642)
    -548        0        0    3,267     -564    2,719     -564      -77    3,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.3      0.0     94.2     93.5     95.0     95.9      5.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       22       22       23       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      138,416
COMMITMENTS
       0        0        0  132,974  130,941  132,974  130,941    5,442    7,475

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.1     94.6     96.1     94.6      3.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       15       16       15                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,608
COMMITMENTS
   7,817    2,132        0   32,545   38,202   40,362   40,334      246      274

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      9,998)
   3,810      420        0    6,436    9,334   10,246    9,754     -248      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      5.3      0.0     80.1     94.1     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        0       20       22       22       24                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      559,815
COMMITMENTS
  14,732   14,001    3,048  536,612  535,319  554,392  552,368    5,423    7,447

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     15,573)
   6,640    2,109   -1,397   11,053   14,284   16,296   14,996     -723      577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      2.5      0.5     95.9     95.6     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       3        6        3       50       48       56       54                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,207
COMMITMENTS
     677   10,722    2,117  199,000  192,262  201,794  205,101    5,413    2,106

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      9,167)
     677    4,301      467    8,653    7,989    9,797   12,757     -630   -3,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      5.2      1.0     96.0     92.8     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        6        3       28       30       31       37                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,682
COMMITMENTS
     210        0        0   33,256   35,788   33,466   35,788    3,216      894

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,160)
     210        0        0      800    1,010    1,010    1,010      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     90.7     97.6     91.2     97.6      8.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       12       16       13       16                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,878
COMMITMENTS
       0    4,991      106   86,344   78,051   86,450   83,148    5,428    8,730

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      4,408)
       0    3,707     -474    5,897    1,132    5,423    4,365   -1,015       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.4      0.1     94.0     85.0     94.1     90.5      5.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        1       18       13       19       17                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      160,784
COMMITMENTS
   3,660   28,944        0  155,369  129,494  159,029  158,438    1,755    2,346

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     41,438)
   3,660   18,504        0   37,572   25,868   41,232   44,372      206   -2,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     18.0      0.0     96.6     80.5     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4       13        0       24       28       28       41                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      175,812
COMMITMENTS
   6,789   26,835    6,357  162,027  141,787  175,173  174,979      639      833

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     43,770)
  -1,942   12,035    5,757   40,421   26,168   44,236   43,960     -466     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     15.3      3.6     92.2     80.6     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       6       14        3       33       41       42       55                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,417
COMMITMENTS
       0    1,174        0  131,373  128,069  131,373  129,243    1,044    3,174

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,338)
       0        0        0    2,373    2,493    2,373    2,493      -35     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     99.2     96.7     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       25       21       25       22                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       28,020
COMMITMENTS
       0      360        0   27,074   26,769   27,074   27,129      946      891

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,070)
       0      360        0    2,314    1,501    2,314    1,861     -244      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.0     96.6     95.5     96.6     96.8      3.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       17       16       17       17                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      266,080
COMMITMENTS
       0    1,804    1,285  261,619  252,797  262,904  255,886    3,176   10,194

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,879)
       0    1,389        0    2,665    3,174    2,665    4,563      214   -1,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.5     98.3     95.0     98.8     96.2      1.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        1       34       30       35       32                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,089
COMMITMENTS
     947    2,355      709   89,686   92,420   91,342   95,484   12,747    8,605

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      4,780)
       0    1,614        0    4,841    4,570    4,841    6,184      -61   -1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      2.3      0.7     86.2     88.8     87.8     91.7     12.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       17       19       18       21                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      161,998
COMMITMENTS
     685    1,320      761  156,063  155,011  157,509  157,092    4,489    4,906

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     13,329)
     685    1,215      -77   11,813   12,269   12,421   13,407      908      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.8      0.5     96.3     95.7     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        1       24       25       25       29                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,202
COMMITMENTS
     236        0      184   55,060   56,986   55,480   57,170    2,722    1,032

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      4,019)
    -586        0      184    4,174    3,738    3,772    3,922      247       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.3     94.6     97.9     95.3     98.2      4.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       12       17       13       18                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      151,698
COMMITMENTS
   9,272      597      563  131,781  141,318  141,616  142,478   10,082    9,220

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        500)
       0     -240        0     -472   -1,184     -472   -1,424      972    1,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.4      0.4     86.9     93.2     93.4     93.9      6.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       13       19       14                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      117,098
COMMITMENTS
       0        0        0  104,903  110,189  104,903  110,189   12,195    6,909

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,620)
       0        0        0    2,019    2,874    2,019    2,874      601     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.6     94.1     89.6     94.1     10.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       17       18       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,695
COMMITMENTS
     492        0        0   57,102   58,421   57,594   58,421    1,101      274

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      5,668)
     120        0        0    5,218    5,850    5,338    5,850      330     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     97.3     99.5     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       18       16       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      205,224
COMMITMENTS
   3,316      300      244  196,416  194,499  199,976  195,043    5,248   10,181

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     22,137)
   1,058        0     -388   22,964   18,645   23,634   18,257   -1,497    3,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.1      0.1     95.7     94.8     97.4     95.0      2.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       21       18       23       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      191,859
COMMITMENTS
       0    5,090    1,748  177,018  177,333  178,766  184,171   13,093    7,688

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -3,068)
       0    3,639   -1,490   -1,115   -5,398   -2,605   -3,249     -463      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.7      0.9     92.3     92.4     93.2     96.0      6.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        6        2       28       24       30       30                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,281
COMMITMENTS
   2,786        0        0   26,105   30,300   28,891   30,300    2,390      981

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      5,476)
   1,980        0        0    1,664    5,270    3,644    5,270    1,832      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      0.0      0.0     83.5     96.9     92.4     96.9      7.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        0       14       13       18       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      237,861
COMMITMENTS
   4,338    2,990      198  225,327  223,803  229,863  226,991    7,998   10,870

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -945)
     -30     -242     -185   -1,323   -3,130   -1,538   -3,557      593    2,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.3      0.1     94.7     94.1     96.6     95.4      3.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        1       30       31       32       33                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      132,121
COMMITMENTS
   1,227        0      639  124,512  125,279  126,378  125,918    5,743    6,203

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      8,348)
   1,227        0      639    7,311    8,049    9,177    8,688     -829     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.5     94.2     94.8     95.7     95.3      4.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       19       19       20                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      122,020
COMMITMENTS
       0        0        0  118,335  117,709  118,335  117,709    3,685    4,311

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     12,062)
       0        0        0   12,220   11,752   12,220   11,752     -158      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.0     96.5     97.0     96.5      3.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       18       21       18                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       69,343
COMMITMENTS
   2,936    1,676        0   61,842   64,425   64,778   66,101    4,565    3,242

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        462)
     368      -55        0      -89      675      279      620      183     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      2.4      0.0     89.2     92.9     93.4     95.3      6.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       13       15       14                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       46,855
COMMITMENTS
   1,338      313       90   42,747   44,898   44,175   45,301    2,680    1,554

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      8,486)
     180      -90       90    8,592    8,279    8,862    8,279     -376      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.7      0.2     91.2     95.8     94.3     96.7      5.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       15       19       17       20                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      160,399
COMMITMENTS
   1,624        0        0  135,538  151,794  137,162  151,794   23,237    8,605

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        985)
       0        0        0   -4,434     -447   -4,434     -447    5,419    1,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     84.5     94.6     85.5     94.6     14.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       14       18       14                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       74,366
COMMITMENTS
   4,847        0        2   66,134   73,234   70,983   73,236    3,383    1,130

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,369)
     854        0        2      453    1,307    1,309    1,309       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.0      0.0     88.9     98.5     95.5     98.5      4.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       22       17       24       18                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      171,935
COMMITMENTS
   5,400        0        0  162,411  168,401  167,811  168,401    4,124    3,534

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     16,894)
       0        0        0   16,894   17,352   16,894   17,352        0     -458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     94.5     97.9     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       10       17       11       17                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       71,679
COMMITMENTS
   9,662    4,398    4,419   56,634   62,372   70,716   71,189      963      490

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,249)
     103      137      352      794      760    1,249    1,249        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      6.1      6.2     79.0     87.0     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        8       11       34       32       49       45                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       43,933
COMMITMENTS
   6,547      360      558   36,828   43,015   43,933   43,933        0        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,906)
     322     -300      233    1,352    1,974    1,906    1,906        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      0.8      1.3     83.8     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        1        5       24       20       34       26                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       26,752
COMMITMENTS
   2,670    1,200      855   23,227   24,697   26,752   26,752        0        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        201)
     125     -150       75        1      276      201      201        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      4.5      3.2     86.8     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        5       21       18       26       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      176,481
COMMITMENTS
   9,841   17,390    4,726  161,627  154,192  176,194  176,308      287      173

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -358)
     155    1,653   -1,170      658     -839     -357     -356       -1       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      9.9      2.7     91.6     87.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        6        3       40       36       47       44                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,638
COMMITMENTS
   4,491   11,744      952   59,192   51,882   64,635   64,578        3       60

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      3,417)
     550      109      -10    2,877    3,438    3,417    3,537        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     18.2      1.5     91.6     80.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        6        4       18       18       31       25                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       38,757
COMMITMENTS
       0    1,375        0   38,754   37,382   38,754   38,757        3        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,647)
       0      125        0    1,644    1,522    1,644    1,647        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0    100.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       11       12       11       15                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       52,281
COMMITMENTS
   1,496    3,750      724   49,936   47,680   52,156   52,154      125      127

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -140)
       0   -1,150        0     -140    1,010     -140     -140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      7.2      1.4     95.5     91.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        5        1       28       26       29       32                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       71,703
COMMITMENTS
   3,361    3,420    1,865   66,258   66,177   71,484   71,462      219      241

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,818)
   1,175       60      375    1,268    2,398    2,818    2,833        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      4.8      2.6     92.4     92.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        7        6       31       30       38       42                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,476
COMMITMENTS
   2,065      956      854   69,421   70,291   72,340   72,101      136      375

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        145)
       0        0        0      145      145      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      1.3      1.2     95.8     97.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        2       25       26       29       28                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      102,504
COMMITMENTS
   2,805      200      750   98,774  101,229  102,329  102,179      175      325

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        638)
       0        0        0      638      638      638      638        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.2      0.7     96.4     98.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        1       27       27       31       28                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,831
COMMITMENTS
     650        0        0   30,126   30,485   30,776   30,485       55      346

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,460)
      50        0        0    1,410    1,460    1,460    1,460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     97.7     98.9     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       23       16       26       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       33,035
COMMITMENTS
     300        0        0   32,620   32,735   32,920   32,735      115      300

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:         -5)
       0     -415      -65       -5      175      -70     -305       65      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.0     98.7     99.1     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       22       17       23       17                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       39,048
COMMITMENTS
  12,208      253    3,492   22,819   34,890   38,520   38,635      528      413

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,331)
     130      -40       74    1,132    1,302    1,336    1,336       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3      0.6      8.9     58.4     89.4     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        4        7       20       25       33       35                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,688
COMMITMENTS
     450      200        0   38,238   38,403   38,688   38,603        0       85

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,420)
      50        0        0    1,370    1,420    1,420    1,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.5      0.0     98.8     99.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        0       26       21       29       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       45,758
COMMITMENTS
   2,364    2,200      441   42,223   43,072   45,028   45,713      730       45

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        247)
      50     -130       50      147      327      247      247        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      4.8      1.0     92.3     94.1     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        5        3       24       21       30       27                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,534
COMMITMENTS
   2,499        0      163   41,577   43,981   44,239   44,144      295      390

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,240)
      60        0        0    1,110    1,050    1,170    1,050       70      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.0      0.4     93.4     98.8     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       23       19       26       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,872
COMMITMENTS
   2,120    1,500      175   47,497   47,827   49,792   49,502       80      370

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,300)
      90        0        0    1,150    1,180    1,240    1,180       60      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      3.0      0.4     95.2     95.9     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       24       18       26       20                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       78,041
COMMITMENTS
     175      350    1,173   76,501   76,344   77,849   77,867      192      174

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,038)
     175     -810      127      736    1,721    1,038    1,038        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.4      1.5     98.0     97.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       29       26       30       28                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      113,122
COMMITMENTS
   2,365   10,847    1,073  109,404  100,828  112,842  112,748      280      374

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        888)
     405      160       67      421      651      893      878       -5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      9.6      0.9     96.7     89.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        9        4       29       27       41       37                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       44,160
COMMITMENTS
   1,100      725      525   42,515   42,910   44,140   44,160       20        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      4,175)
       0      200       75    4,100    3,900    4,175    4,175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.6      1.2     96.3     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        3       13       16       16       22                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,185
COMMITMENTS
   1,350    1,993    1,222   31,920   31,805   34,492   35,020      693      165

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        970)
      50        0        0      860      970      910      970       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      5.7      3.5     90.7     90.4     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        2       21       20       26       22                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       40,573
COMMITMENTS
   7,698    1,200    1,385   31,080   37,973   40,163   40,558      410       15

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,820)
      30        0        0    1,790    1,820    1,820    1,820        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      3.0      3.4     76.6     93.6     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        1        4       24       21       32       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,217
COMMITMENTS
      50    2,895       51   41,772   38,788   41,873   41,734      344      483

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:         65)
       0        0        0       60       65       60       65        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      6.9      0.1     98.9     91.9     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       14       14       16       17                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,988
COMMITMENTS
      51    2,045        0   35,927   33,883   35,978   35,928       10       60

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      5.7      0.0     99.8     94.2    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       14       17       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       32,444
COMMITMENTS
   2,417    1,395       80   29,512   30,969   32,009   32,444      435        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,413)
      50       20        0    2,353    2,393    2,403    2,413       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      4.3      0.2     91.0     95.5     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        1        2       24       21       31       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       23,636
COMMITMENTS
     740      135      370   22,021   23,021   23,131   23,526      505      110

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        388)
     -50       60        0      428      308      378      368       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.6      1.6     93.2     97.4     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       16       17       20       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,721
COMMITMENTS
   1,474    9,034      653   48,408   40,983   50,535   50,670      186       51

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,716)
     -25      997       23    1,703      666    1,701    1,686       15       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     17.8      1.3     95.4     80.8     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        2       24       24       28       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       40,842
COMMITMENTS
     125    4,264      136   40,205   36,422   40,466   40,822      376       20

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,934)
       0      840        0    2,024    1,094    2,024    1,934      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     10.4      0.3     98.4     89.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       22       20       25       23                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,518
COMMITMENTS
       0    1,290        0   21,358   20,207   21,358   21,497      160       21

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:         47)
       0       15        0       47       32       47       47        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.0      0.0     99.3     93.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       12       14       12       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,730
COMMITMENTS
   1,095      350        0   12,450   13,380   13,545   13,730      185        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        175)
       0      300        0      175     -125      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      2.5      0.0     90.7     97.5     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        0       17       10       21       12                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,720
COMMITMENTS
     945      350        0   12,610   13,370   13,555   13,720      165        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        275)
       0      300        0      275      -25      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      2.6      0.0     91.9     97.4     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        0       17       10       22       12                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,455
COMMITMENTS
     255        0        0   20,630   20,885   20,885   20,885      570      570

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        120)
       0        0        0     -120      120     -120      120      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     96.2     97.3     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       12       12       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,035
COMMITMENTS
     325        0      200   21,254   21,835   21,779   22,035      256        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        860)
     -25     -200      200      685      860      860      860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.9     96.5     99.1     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        1       15       13       19       14                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,085
COMMITMENTS
     525        0        0   18,244   19,085   18,769   19,085      316        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        205)
     175        0        0       30      205      205      205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.0     95.6    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        0       14       12       18       12                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,900
COMMITMENTS
     660    1,600        0    7,015    6,250    7,675    7,850      225       50

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,510)
       0    1,600        0    1,510      -90    1,510    1,510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     20.3      0.0     88.8     79.1     97.2     99.4      2.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       15       16       16                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,000
COMMITMENTS
       0        0        0    5,875    5,950    5,875    5,950      125       50

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.9     99.2     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       15       15       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,598
COMMITMENTS
   1,325      725    1,000   27,854   28,828   30,179   30,553      419       45

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        595)
     425      550     -690      860      735      595      595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      2.4      3.3     91.0     94.2     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       17       18       21       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,571
COMMITMENTS
   1,325      725    1,000   27,824   28,801   30,149   30,526      422       45

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        220)
     425      550     -690      485      360      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      2.4      3.3     91.0     94.2     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       18       20       22       22                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      109,321
COMMITMENTS
   2,330    1,580    3,405  103,311  104,081  109,046  109,066      275      255

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -294)
     400       65     -115     -584     -244     -299     -294        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      1.4      3.1     94.5     95.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        4        6       34       30       43       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      125,966
COMMITMENTS
   4,095    2,905    2,660  118,941  120,386  125,696  125,951      270       15

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        676)
   1,725     -185      110   -1,184      741      651      666       25       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      2.3      2.1     94.4     95.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        5        7       36       34       46       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      274,434
COMMITMENTS
  31,744   14,910   15,205  227,154  244,063  274,104  274,179      331      256

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      4,028)
    -724      555      717    4,033    2,514    4,027    3,786        1      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      5.4      5.5     82.8     88.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      24       15       24       43       44       77       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,961
COMMITMENTS
   2,523      150      175   31,979   34,621   34,677   34,946      284       15

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        465)
     -40        0        0      505      465      465      465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.4      0.5     91.5     99.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       22       13       24       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,247
COMMITMENTS
   1,428       50      950   30,585   32,232   32,963   33,232      284       15

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        490)
     -40        0        0      530      490      490      490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.2      2.9     92.0     96.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       21       12       24       15                  
 
 
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV                 Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,417
COMMITMENTS
      40      523      341    3,208    3,028    3,589    3,892      828      525

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        204)
       6       48      -11      218      223      213      260       -9      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     11.8      7.7     72.6     68.6     81.3     88.1     18.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        7        6       19       20       25       28                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       42,365
COMMITMENTS
   2,270    1,634      751   39,064   39,830   42,085   42,215      280      150

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        764)
    -372      168       96    1,040      510      764      774        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      3.9      1.8     92.2     94.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        6        4       26       28       33       35                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       13,660
COMMITMENTS
   1,756      250      166   11,637   11,916   13,559   12,332      101    1,328

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        812)
     180       25       98      534      486      812      609        0      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      1.8      1.2     85.2     87.2     99.3     90.3      0.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        3       14       20       19       24                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,800
COMMITMENTS
     451      134      381   10,620   10,715   11,452   11,230      348      570

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        182)
     -66        9       46      204      173      184      228       -2      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.1      3.2     90.0     90.8     97.1     95.2      2.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        4        4       25       26       32       31                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       14,593
COMMITMENTS
     235      819      113   14,200   13,661   14,548   14,593       45        0

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        840)
       0       75        0      825      765      825      840       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      5.6      0.8     97.3     93.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        5        2       16       22       20       28                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       79,078
COMMITMENTS
   7,703    3,426    5,485   64,900   68,101   78,088   77,012      990    2,066

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        753)
     597       21     -770      889    1,531      716      782       37      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      4.3      6.9     82.1     86.1     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      22       11       24       50       54       81       80                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       40,032
COMMITMENTS
   3,605        0      200   35,492   36,412   39,297   36,612      735    3,420

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,808)
    -240        0      110    1,933    1,613    1,803    1,723        5       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      0.0      0.5     88.7     91.0     98.2     91.5      1.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       23       23       26       26                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       12,465
COMMITMENTS
     105    1,500      339   11,821   10,346   12,265   12,185      200      280

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -970)
    -155     -105       75     -910     -870     -990     -900       20      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     12.0      2.7     94.8     83.0     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        4       14       16       18       20                  



Updated March 30, 2018