NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       41,750
COMMITMENTS
   7,878   27,631      800   33,072   13,319   41,750   41,750        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        450)
      43    1,210      400       25   -1,160      468      450      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     66.2      1.9     79.2     31.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4       13        1       12        7       17       20                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       34,324
COMMITMENTS
     660    6,395       50   33,598   27,879   34,308   34,324       16        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:       -801)
       0     -209        0     -801     -592     -801     -801        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     18.6      0.1     97.9     81.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        1        8       10       13       15                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       64,599
COMMITMENTS
   5,429    7,094    6,944   52,225   50,562   64,598   64,599        1        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     10,804)
     382      300    2,032    8,391    8,473   10,804   10,804        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     11.0     10.7     80.8     78.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        6       10       15       14       34       26                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       46,297
COMMITMENTS
  10,793   24,388      762   34,742   21,147   46,297   46,297        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3     52.7      1.6     75.0     45.7    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 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       38,297
COMMITMENTS
   9,497   24,135        0   28,800   14,162   38,297   38,297        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,550)
      50      900        0    1,500      650    1,550    1,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     63.0      0.0     75.2     37.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        7        0        9        7       15       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       31,297
COMMITMENTS
  11,600   15,548      200   19,497   15,549   31,297   31,297        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:       -130)
    -350     -200        0      220       70     -130     -130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     49.7      0.6     62.3     49.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        1       12        9       17       15                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       30,768
COMMITMENTS
  13,620   16,875      100   17,048   13,793   30,768   30,768        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        300)
    -250      100        0      550      200      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3     54.8      0.3     55.4     44.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        7        1        7        8       13       15                  
 
 
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV               Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       21,345
COMMITMENTS
   9,020    3,855        0   12,325   17,490   21,345   21,345        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,450)
   1,300        0        0      150    1,450    1,450    1,450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.3     18.1      0.0     57.7     81.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        0        7        4       14        7                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       27,322
COMMITMENTS
   5,497    5,275        0   21,825   22,047   27,322   27,322        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        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                  
 
 
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV               Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       15,000
COMMITMENTS
   9,100    1,950        0    5,900   13,050   15,000   15,000        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,450)
   1,150        0        0      300    1,450    1,450    1,450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.7     13.0      0.0     39.3     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        0        7        4       14        6                  
 
 
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV                       Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       22,940
COMMITMENTS
   9,430   13,740        0   13,510    9,200   22,940   22,940        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,000)
    -400      600        0    1,400      400    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.1     59.9      0.0     58.9     40.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        8        0        5        6       10       14                  
 
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                           Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       18,759
COMMITMENTS
   4,108      385      932   13,718   17,442   18,759   18,759        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        811)
     200     -149       69      542      890      811      811        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      2.1      5.0     73.1     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        5        3       16       10       21       16                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       22,360
COMMITMENTS
   6,230      289    2,833   13,052   18,989   22,115   22,111      245      249

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        456)
     102        0      -10      244      356      336      346      120      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9      1.3     12.7     58.4     84.9     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        5        7       23       26       33       36                  
 
 
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       27,640
COMMITMENTS
   2,716    9,039    1,397   23,210   16,984   27,323   27,420      317      220

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        441)
       0      283        0      339       90      339      373      102       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     32.7      5.1     84.0     61.4     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        5        2       29       13       36       19                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,349,989
COMMITMENTS
 495,941   77,760  634,731  4176285  4625013  5306957  5337504   43,032   12,485

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     74,355)
  47,195   15,046  -21,872   50,423   80,642   75,746   73,816   -1,391      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      1.5     11.9     78.1     86.4     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      56       19       58      129      111      201      173                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      854,187
COMMITMENTS
  36,433   67,634  417,978  393,129  366,413  847,541  852,025    6,647    2,162

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     61,689)
  14,948   13,165   26,111   20,921   21,778   61,981   61,054     -292      634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      7.9     48.9     46.0     42.9     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       10       22       51       50       76       75                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,259
COMMITMENTS
   1,769    7,030    2,224  264,276  267,203  268,269  276,457   12,990    4,802

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,206)
  -4,212     -786      830    2,752    2,740     -630    2,784    1,836   -1,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.5      0.8     94.0     95.0     95.4     98.3      4.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        5        3       30       26       34       33                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      118,525
COMMITMENTS
   2,423      253    6,761  105,396  106,565  114,580  113,579    3,945    4,946

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      7,312)
  -3,010       31    1,159    9,715    6,273    7,864    7,463     -552     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.2      5.7     88.9     89.9     96.7     95.8      3.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       26       26       29       29                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,821
COMMITMENTS
   2,326      984    2,764  298,354  296,975  303,444  300,723    9,377   12,098

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      6,468)
     870        0     -655    9,177    6,640    9,392    5,985   -2,924      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.3      0.9     95.4     94.9     97.0     96.1      3.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        3       30       30       33       34                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      837,776
COMMITMENTS
   2,138    7,068    7,407  816,685  819,326  826,230  833,801   11,546    3,975

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     27,352)
  -1,036        0      608   26,649   26,181   26,221   26,789    1,131      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.8      0.9     97.5     97.8     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        1        2       45       29       48       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      499,207
COMMITMENTS
   6,255    2,928      398  464,973  488,165  471,626  491,491   27,581    7,716

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      6,876)
     -76   -1,983      398    6,346    6,623    6,668    5,038      208    1,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.6      0.1     93.1     97.8     94.5     98.5      5.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        1        1       35       42       37       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      530,094
COMMITMENTS
   4,887    1,441      551  512,713  522,030  518,151  524,022   11,943    6,072

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     49,828)
     256        0     -794   49,935   50,590   49,397   49,796      431       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.3      0.1     96.7     98.5     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        1        3       34       40       40       43                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      307,211
COMMITMENTS
      23    7,001    2,409  294,130  290,229  296,562  299,639   10,649    7,572

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     16,629)
    -746    1,962        8   18,266   15,093   17,528   17,063     -899     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.8     95.7     94.5     96.5     97.5      3.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        4        3       38       36       41       41                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,226
COMMITMENTS
     814    3,894    3,730   91,323   87,739   95,867   95,363    4,359    4,863

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,470)
     814      109     -104    2,637    2,500    3,347    2,505     -877      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.9      3.7     91.1     87.5     95.7     95.1      4.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       24       23       26       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,545
COMMITMENTS
       0        0        0   54,321   56,375   54,321   56,375    3,224    1,170

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      6,320)
       0        0        0    7,090    6,320    7,090    6,320     -770        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.4     98.0     94.4     98.0      5.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       12       16       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,600
COMMITMENTS
     634       36    1,610  180,488  183,377  182,732  185,023    6,868    4,577

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,679)
     -60     -358      240    2,109    2,165    2,289    2,047      390      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.8     95.2     96.7     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       19       20       21       22                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      176,340
COMMITMENTS
   2,375    2,416        7  164,692  168,595  167,074  171,018    9,266    5,322

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,755)
     510        0        7    3,273    3,102    3,790    3,109   -1,035     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.4      0.0     93.4     95.6     94.7     97.0      5.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       22       22       23       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      175,814
COMMITMENTS
       0        0        0  167,596  170,622  167,596  170,622    8,218    5,192

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      4,740)
       0        0        0    4,404    4,740    4,404    4,740      336        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.3     97.0     95.3     97.0      4.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       16       15       16                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,246
COMMITMENTS
   6,311    1,993        0   27,799   32,823   34,110   34,816    1,136      430

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,640)
       0      420        0    2,550    1,976    2,550    2,396       90      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      5.7      0.0     78.9     93.1     96.8     98.8      3.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        0       16       16       19       19                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      593,239
COMMITMENTS
  14,624   17,022    5,249  564,162  565,367  584,035  587,638    9,204    5,601

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     13,300)
   4,139      481       52    9,806   14,303   13,997   14,836     -697   -1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.9      0.9     95.1     95.3     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       6        7        5       48       50       57       59                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      238,682
COMMITMENTS
     295    3,801    3,458  230,844  224,993  234,597  232,252    4,085    6,430

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      3,423)
  -1,135      388      292    4,265    2,445    3,422    3,125        1      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.6      1.4     96.7     94.3     98.3     97.3      1.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        4       28       28       32       34                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,341
COMMITMENTS
       0      385      155   34,408   33,762   34,563   34,302    1,778    2,039

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.4     94.7     92.9     95.1     94.4      4.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       12       10       13       11                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,236
COMMITMENTS
       0    1,956      509   87,529   82,319   88,038   84,784    5,198    8,452

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      4,980)
    -118      658      171    8,166    5,012    8,219    5,841   -3,239     -861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      0.5     93.9     88.3     94.4     90.9      5.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       18       11       19       13                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      141,155
COMMITMENTS
   6,780    7,242        0  130,694  131,415  137,474  138,657    3,681    2,498

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     19,180)
   3,720    3,360        0   14,518   15,520   18,238   18,880      942      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      5.1      0.0     92.6     93.1     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        0       18       17       19       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      163,672
COMMITMENTS
  17,072   28,928        0  145,794  134,344  162,866  163,272      806      400

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     19,622)
   3,720    3,390        0   15,902   16,142   19,622   19,532        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4     17.7      0.0     89.1     82.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3       14        0       30       36       33       50                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      167,505
COMMITMENTS
       0    1,849        0  166,061  163,293  166,061  165,142    1,444    2,363

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     22,892)
       0      840        0   22,832   22,112   22,832   22,952       60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     99.1     97.5     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       20       16       20       17                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      275,528
COMMITMENTS
     257        0      934  271,400  263,152  272,591  264,086    2,937   11,442

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      9,504)
       0        0        0    9,453    7,783    9,453    7,783       51    1,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.3     98.5     95.5     98.9     95.8      1.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       34       28       35       29                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,507
COMMITMENTS
       0       20    1,333   93,055   93,156   94,388   94,509   13,119   12,998

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:       -542)
       0        0        0     -572     -392     -572     -392       30     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      1.2     86.6     86.7     87.8     87.9     12.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       18       17       19                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      169,054
COMMITMENTS
     689        0      998  164,207  163,973  165,894  164,971    3,160    4,083

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      4,540)
       0        0        0    4,630    4,390    4,630    4,390      -90      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.6     97.1     97.0     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       21       25       22       26                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,398
COMMITMENTS
     978        0      245   48,337   51,612   49,560   51,857    3,838    1,541

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,304)
     978        0      245    1,048    2,324    2,271    2,569       33     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.5     90.5     96.7     92.8     97.1      7.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       12       15       14       16                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      161,879
COMMITMENTS
   8,619      427      803  142,163  154,533  151,585  155,763   10,294    6,116

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,287)
     -33      213      -61    1,897    1,165    1,803    1,317     -516      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      0.3      0.5     87.8     95.5     93.6     96.2      6.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       20       16       24       18                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,283
COMMITMENTS
       0        0        0  104,236  108,372  104,236  108,372   11,047    6,911

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,432)
       0        0        0    1,533      983    1,533      983     -101      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.4     94.0     90.4     94.0      9.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       19       19       19                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,625
COMMITMENTS
       0      672        0   49,924   51,271   49,924   51,943    2,701      682

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        630)
       0        0        0      900      754      900      754     -270     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.0     94.9     97.4     94.9     98.7      5.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       15       14       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      213,107
COMMITMENTS
   2,235      541    1,465  206,217  200,733  209,917  202,739    3,190   10,368

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      5,475)
     490      541     -152    4,867    5,059    5,205    5,448      270       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.3      0.7     96.8     94.2     98.5     95.1      1.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       21       19       24       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      160,519
COMMITMENTS
       0    2,143    1,692  147,035  147,715  148,727  151,550   11,792    8,969

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     -2,717)
    -656      149      342   -1,805   -3,987   -2,119   -3,496     -598      779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      1.1     91.6     92.0     92.7     94.4      7.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        3        3       31       28       34       31                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      240,988
COMMITMENTS
   5,580    2,551    1,419  224,095  227,985  231,094  231,955    9,894    9,033

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,606)
    -112       57     -242    1,602    2,064    1,248    1,879      358     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.1      0.6     93.0     94.6     95.9     96.3      4.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        1       31       28       35       30                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      150,676
COMMITMENTS
     900        0    1,179  144,856  144,010  146,935  145,189    3,741    5,487

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,730)
     244        0     -364    4,249    3,150    4,129    2,786   -1,399      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.8     96.1     95.6     97.5     96.4      2.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       22       22       23       23                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      131,527
COMMITMENTS
       0        0        0  127,424  123,953  127,424  123,953    4,103    7,574

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      7,094)
       0        0        0    6,974    7,094    6,974    7,094      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.9     94.2     96.9     94.2      3.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       18       22       18                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       68,336
COMMITMENTS
   2,780    1,679        0   61,488   65,318   64,268   66,997    4,068    1,339

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,073)
      90        0        0      893    1,043      983    1,043       90       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      2.5      0.0     90.0     95.6     94.0     98.0      6.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       15       18       16                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       50,330
COMMITMENTS
     302      790      310   45,191   47,573   45,803   48,673    4,527    1,657

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,660)
       0      180        0    2,660    2,331    2,660    2,511        0      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.6      0.6     89.8     94.5     91.0     96.7      9.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       14       15       15       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      151,828
COMMITMENTS
       0        0        0  127,351  143,873  127,351  143,873   24,477    7,955

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        428)
       0        0        0      428      428      428      428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     83.9     94.8     83.9     94.8     16.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       15       18       15                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       84,258
COMMITMENTS
   4,813    5,992      655   75,451   74,921   80,919   81,568    3,339    2,690

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      6,032)
  -1,549        0      594    7,307    4,307    6,352    4,901     -320    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      7.1      0.8     89.5     88.9     96.0     96.8      4.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       18       24       20                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      189,135
COMMITMENTS
   5,189        0        0  180,486  186,687  185,675  186,687    3,460    2,448

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      4,048)
     153        0        0    3,130    3,436    3,283    3,436      765      612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     95.4     98.7     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       12       18       13       18                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       66,698
COMMITMENTS
  10,070    3,751    4,632   51,138   57,773   65,839   66,156      859      542

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        130)
      88       89      -99      145      140      134      130       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      5.6      6.9     76.7     86.6     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11        6       11       33       32       48       45                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       48,713
COMMITMENTS
   5,825      904      697   42,077   46,833   48,598   48,433      115      280

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,646)
     725     -180      192    1,629    2,534    2,546    2,546      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      1.9      1.4     86.4     96.1     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        2        6       25       21       36       27                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       25,161
COMMITMENTS
     720      925    1,155   23,286   23,081   25,161   25,161        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        637)
     225     -250      -25      437      912      637      637        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.7      4.6     92.5     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        4       23       19       29       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      176,273
COMMITMENTS
  10,430   25,622    4,012  161,439  146,229  175,881  175,863      392      410

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        259)
      90       23      200     -186     -114      104      109      155      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9     14.5      2.3     91.6     83.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8        6        4       37       36       46       45                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       57,682
COMMITMENTS
   2,683    6,949    1,051   53,727   49,583   57,461   57,582      221      100

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     -2,358)
     132   -2,625       19   -2,609      148   -2,458   -2,458      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     12.0      1.8     93.1     86.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        4        4       19       18       31       24                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       34,065
COMMITMENTS
     225      175      100   33,739   33,790   34,064   34,065        1        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        990)
       0        0        0      990      990      990      990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.5      0.3     99.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       12       13       15       14                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       48,760
COMMITMENTS
   4,935    2,225      590   43,064   45,780   48,589   48,595      171      165

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     -1,470)
       0   -1,200        0   -1,470     -270   -1,470   -1,470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      4.6      1.2     88.3     93.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        1       27       26       30       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       75,486
COMMITMENTS
  12,880    3,177    1,285   60,841   71,014   75,006   75,476      480       10

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:       -290)
  -2,300     -115     -300    2,270      125     -330     -290       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      4.2      1.7     80.6     94.1     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        6        5       29       32       38       41                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       68,954
COMMITMENTS
   2,770      285    1,535   64,218   66,774   68,523   68,594      431      360

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        390)
       0        0        0      390      390      390      390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.4      2.2     93.1     96.8     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        2       25       23       30       27                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      102,073
COMMITMENTS
   4,010       50    1,020   96,528  100,748  101,558  101,818      515      255

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        755)
    -200        0      100      855      655      755      755        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      1.0     94.6     98.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        1       27       28       32       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,350
COMMITMENTS
     500      185       20   30,410   30,900   30,930   31,105      420      245

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        410)
       0       85       20      405      370      425      475      -15      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.6      0.1     97.0     98.6     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       22       17       25       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       30,220
COMMITMENTS
     945      300        0   29,115   29,915   30,060   30,215      160        5

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:       -440)
     230        0      -60     -610     -380     -440     -440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.0      0.0     96.3     99.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       22       18       24       19                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,001
COMMITMENTS
   1,421      200       50    9,530   10,751   11,001   11,001        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:         50)
    -350        0       50      350        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      1.8      0.5     86.6     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        1       16        9       21       11                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       46,950
COMMITMENTS
  10,344    1,639    4,877   31,193   39,980   46,414   46,496      536      454

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      3,326)
   1,067      254     -458    2,740    3,555    3,349    3,351      -23      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0      3.5     10.4     66.4     85.2     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14        7       12       26       29       44       44                  
 
 
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV              Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,650
COMMITMENTS
     550    2,100      200    9,900    8,100   10,650   10,400        0      250

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     -4,150)
    -450     -500        0   -3,700   -3,550   -4,150   -4,050        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     19.7      1.9     93.0     76.1    100.0     97.7      0.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       10        9       13       12                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,646
COMMITMENTS
     420      820        5   40,221   39,756   40,646   40,581        0       65

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        550)
    -130       25        0      680      525      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      2.0      0.0     99.0     97.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        1       26       23       29       28                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       48,664
COMMITMENTS
   3,325    4,114      700   43,934   43,850   47,959   48,664      705        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        225)
     280      -75     -120       65      420      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      8.5      1.4     90.3     90.1     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        5        2       24       20       31       25                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,759
COMMITMENTS
   1,690      300      660   46,159   47,139   48,509   48,099      250      660

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,105)
       0        0        0    1,140      720    1,140      720      -35      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.6      1.4     94.7     96.7     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       23       18       26       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,786
COMMITMENTS
   1,670    2,200      550   52,456   51,726   54,676   54,476      110      310

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,510)
     170        0     -100    1,475    1,570    1,545    1,470      -35       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      4.0      1.0     95.7     94.4     99.8     99.4      0.2      0.6

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 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       78,920
COMMITMENTS
     406      730      916   77,413   77,109   78,735   78,755      185      165

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        655)
     261      430     -185      505      410      581      655       74        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.9      1.2     98.1     97.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       27       26       28       29                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      118,307
COMMITMENTS
   1,418    7,086    1,398  115,266  109,609  118,081  118,092      226      215

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,974)
     -25   -1,812      145    1,854    3,642    1,973    1,974        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      6.0      1.2     97.4     92.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        8        5       26       24       35       33                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       53,165
COMMITMENTS
       0      525       75   53,090   52,565   53,165   53,165        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,155)
       0        0        0    1,155    1,155    1,155    1,155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.1     99.9     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        5        1       13       17       14       22                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       40,394
COMMITMENTS
   2,755    1,650      575   36,244   38,084   39,574   40,309      820       85

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        495)
       0        0        0      495      495      495      495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      4.1      1.4     89.7     94.3     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       21       20       25       23                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       44,584
COMMITMENTS
   9,283    2,500      720   34,421   41,364   44,424   44,584      160        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:       -284)
    -290        0     -175      181     -109     -284     -284        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      5.6      1.6     77.2     92.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        2        5       24       22       33       29                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,324
COMMITMENTS
      10    2,622       53   41,157   38,208   41,220   40,883      104      441

CHANGES FROM 05/15/18 (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      6.3      0.1     99.6     92.5     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        2       16       16       18       21                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       34,066
COMMITMENTS
       0    1,580        0   34,006   32,011   34,006   33,591       60      475

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.6      0.0     99.8     94.0     99.8     98.6      0.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       12       14       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,753
COMMITMENTS
   1,426    2,540      200   32,613   31,993   34,239   34,733      514       20

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,184)
     -33       70      -70    1,291    1,184    1,188    1,184       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      7.3      0.6     93.8     92.1     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        1       20       22       25       25                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,568
COMMITMENTS
     555      105      165   21,422   22,238   22,142   22,508      426       60

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        161)
      30        0        0      131      161      161      161        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.5      0.7     94.9     98.5     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       16       18       19       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       54,889
COMMITMENTS
   1,977    7,814      504   52,164   46,484   54,646   54,803      243       86

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        287)
     -82      178      -49      398      161      267      289       20       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     14.2      0.9     95.0     84.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        4        4       25       25       32       31                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       45,443
COMMITMENTS
      40    3,610      165   44,744   41,620   44,949   45,395      494       48

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        178)
      40      -20       60      110      120      210      160      -32       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.9      0.4     98.5     91.6     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       23       19       25       23                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,054
COMMITMENTS
   2,450      335      225   20,101   22,476   22,776   23,036      278       18

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:         50)
       0       51        0      -70       -1      -70       50      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      1.5      1.0     87.2     97.5     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       13       15       17       18                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,490
COMMITMENTS
   1,125    1,000        0   18,250   18,490   19,375   19,490      115        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -250     -250     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      5.1      0.0     93.6     94.9     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        0       17       11       22       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,425
COMMITMENTS
     875    3,725        0   20,315   17,700   21,190   21,425      235        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        435)
      50      725        0      385     -290      435      435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     17.4      0.0     94.8     82.6     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        0       18       10       23       11                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      253,600
COMMITMENTS
       0   11,200   21,837  231,110  220,563  252,947  253,600      653        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        866)
       0    2,199   -3,714    4,267    2,381      553      866      313        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.4      8.6     91.1     87.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       15       16       17       18                  
 
 
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,760
COMMITMENTS
      85        0        0   16,125   17,210   16,210   17,210    1,550      550

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     90.8     96.9     91.3     96.9      8.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       13       12       13                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,320
COMMITMENTS
      85        0        0   22,445   23,260   22,530   23,260      790       60

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,205)
       0        0        0    1,085    1,205    1,085    1,205      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     96.2     99.7     96.6     99.7      3.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       15       14       15                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,310
COMMITMENTS
   1,025       75      100   20,846   22,135   21,971   22,310      339        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:         25)
      25        0        0        0       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.3      0.4     93.4     99.2     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       15       14       19       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,845
COMMITMENTS
   1,025       25      100   16,476   17,720   17,601   17,845      244        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        125)
      25        0        0      100      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.1      0.6     92.3     99.3     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       15       12       19       13                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,795
COMMITMENTS
     600    4,300      125    9,870    6,320   10,595   10,745      200       50

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     39.8      1.2     91.4     58.5     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       14       15       16       18                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,625
COMMITMENTS
     600    1,300       75    6,830    6,200    7,505    7,575      120       50

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     17.0      1.0     89.6     81.3     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       14       15       16       18                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,756
COMMITMENTS
   1,200    6,400        0   39,047   34,320   40,247   40,720      509       36

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,150)
       0    1,300        0    1,150     -150    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     15.7      0.0     95.8     84.2     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        0       18       14       20       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,960
COMMITMENTS
   1,200    6,400        0   39,249   34,524   40,449   40,924      511       36

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      1,500)
       0    1,300        0    1,500      200    1,500    1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     15.6      0.0     95.8     84.3     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        0       19       15       21       18                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      113,194
COMMITMENTS
  10,331    1,829    2,559  100,065  108,551  112,955  112,939      239      255

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      6,341)
   1,300        0        0    5,038    6,341    6,338    6,341        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      1.6      2.3     88.4     95.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        5        7       33       28       42       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      132,686
COMMITMENTS
  16,417    2,793    1,764  114,280  128,129  132,461  132,686      225        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      4,565)
   1,885      100      200    2,480    4,300    4,565    4,600        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      2.1      1.3     86.1     96.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        5        5       35       33       43       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      291,303
COMMITMENTS
  28,801   38,162   22,716  239,298  230,355  290,815  291,233      488       70

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,199)
     150      203       72    2,172    1,868    2,393    2,143     -195       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     13.1      7.8     82.1     79.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      24       13       19       39       45       73       69                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,465
COMMITMENTS
   2,403      325      175   29,612   31,960   32,190   32,460      275        5

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        448)
     100       25        0      348      423      448      448        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      1.0      0.5     91.2     98.4     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       21       10       23       13                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,303
COMMITMENTS
   1,358      380      795   28,875   30,123   31,028   31,298      275        5

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        595)
       0       25        0      595      570      595      595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      1.2      2.5     92.2     96.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       21       10       24       13                  
 
 
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV                 Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,178
COMMITMENTS
     123      232      297    3,144    2,924    3,564    3,453      614      725

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        261)
      48       10       33      268       76      349      119      -88      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      5.6      7.1     75.3     70.0     85.3     82.6     14.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        4        7       19       20       26       28                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       40,139
COMMITMENTS
   4,215    1,225      851   34,689   37,850   39,755   39,926      384      213

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        309)
     608     -123     -240      -59      672      309      309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      3.1      2.1     86.4     94.3     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        3        3       28       29       35       34                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,862
COMMITMENTS
   1,545      300      193   14,060   14,810   15,798   15,303       64      559

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        589)
      70        0       10      519      564      599      574      -10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      1.9      1.2     88.6     93.4     99.6     96.5      0.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        4       18       23       23       29                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,460
COMMITMENTS
     243      590      452   10,522    9,892   11,217   10,934      243      526

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:         30)
     -24      212     -198      494       38      272       52     -242      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      5.1      3.9     91.8     86.3     97.9     95.4      2.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        6       32       27       39       33                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       16,913
COMMITMENTS
     329    1,311      198   16,316   15,249   16,843   16,758       70      155

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      2,061)
      74      102        0    2,059    1,959    2,133    2,061      -72        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      7.8      1.2     96.5     90.2     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        5        1       18       26       21       31                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       77,750
COMMITMENTS
   8,246    6,583    5,878   63,464   64,743   77,588   77,204      162      546

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:      4,345)
    -539      448      466    4,497    3,445    4,424    4,359      -79      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      8.5      7.6     81.6     83.3     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      14       20       25       54       57       84       86                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       43,377
COMMITMENTS
   2,510      450      155   40,712   42,772   43,377   43,377        0        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     -3,728)
    -150      -90      -25   -3,553   -3,613   -3,728   -3,728        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      1.0      0.4     93.9     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        1       26       26       28       28                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       15,989
COMMITMENTS
   1,115       56      594   14,070   15,339   15,779   15,989      210        0

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        355)
     665     -540      135     -445      760      355      355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.4      3.7     88.0     95.9     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        5       18       22       24       27                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      172,210
COMMITMENTS
   1,800        0        0  160,310  161,994  162,110  161,994   10,100   10,216

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:     11,393)
     390        0        0    9,485   11,175    9,875   11,175    1,518      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     93.1     94.1     94.1     94.1      5.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       15       14       15                  
 
 
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV                 Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       18,358
COMMITMENTS
   8,131    1,201    1,007    3,187   12,530   12,325   14,738    6,033    3,620

CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST:        532)
     339        0     -137       19      742      221      605      311      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3      6.5      5.5     17.4     68.3     67.1     80.3     32.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        6        8       12       15       18                  



Updated May 25, 2018