NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       39,810
COMMITMENTS
   7,510   26,276       45   32,255   13,489   39,810   39,810        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        164)
    -350     -830     -550    1,064    1,544      164      164        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     66.0      0.1     81.0     33.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3       10        1       14        9       18       19                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       27,964
COMMITMENTS
   2,773    4,320      219   24,948   23,425   27,940   27,964       24        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -338)
       0     -575      169     -515       68     -346     -338        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     15.4      0.8     89.2     83.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        5        2        9       11       17       16                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       72,163
COMMITMENTS
   6,964   11,269    6,368   58,825   54,527   72,156   72,163        7        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        293)
     103       42     -118      307      369      293      293        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     15.6      8.8     81.5     75.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        9       10       15       13       34       25                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       46,397
COMMITMENTS
   9,043   24,388      762   36,592   21,247   46,397   46,397        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -200)
  -1,500     -100        0    1,300     -100     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     52.6      1.6     78.9     45.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        9        1       10        6       14       16                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       41,197
COMMITMENTS
   8,567   27,135        0   32,630   14,062   41,197   41,197        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:          0)
    -930      100        0      930     -100        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     65.9      0.0     79.2     34.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        7        0       11        7       15       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       32,196
COMMITMENTS
   9,100   16,348      200   22,896   15,648   32,196   32,196        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        991)
  -2,500      850        0    3,491      141      991      991        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3     50.8      0.6     71.1     48.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        1       14        9       17       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       32,582
COMMITMENTS
   7,620   17,725      100   24,862   14,757   32,582   32,582        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,814)
  -6,000      750        0    7,814    1,064    1,814    1,814        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     54.4      0.3     76.3     45.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        7        1        9        9       14       16                  
 
 
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV               Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       21,995
COMMITMENTS
   5,920    4,155        0   16,075   17,840   21,995   21,995        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        650)
  -3,100      300        0    3,750      350      650      650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     18.9      0.0     73.1     81.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        0        9        5       14        9                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       27,072
COMMITMENTS
   5,497    5,275        0   21,575   21,797   27,072   27,072        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     19.5      0.0     79.7     80.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        0       11        5       15        7                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:        9,335
COMMITMENTS
   2,050    1,050        0    7,285    8,285    9,335    9,335        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:          0)
    -500      570        0      500     -570        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     11.2      0.0     78.0     88.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        0        9        9       12       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV               Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       14,900
COMMITMENTS
   8,450    1,950        0    6,450   12,950   14,900   14,900        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -100)
    -650        0        0      550     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.7     13.1      0.0     43.3     86.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        0        8        4       14        6                  
 
 
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV                       Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,440
COMMITMENTS
   7,900   16,290        0   17,540    9,150   25,440   25,440        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:          0)
  -1,530        0        0    1,530        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     64.0      0.0     68.9     36.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        8        0        7        6       10       14                  
 
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                           Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       29,698
COMMITMENTS
   2,313      764    3,935   23,450   24,989   29,698   29,688        0       10

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      9,805)
  -1,741       15    2,362    9,184    7,417    9,805    9,795        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      2.6     13.2     79.0     84.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        4        3       19       13       23       18                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       22,017
COMMITMENTS
   4,519      254    2,675   14,546   18,926   21,740   21,855      277      162

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        670)
     365       10        2      293      658      660      670       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      1.2     12.1     66.1     86.0     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        4        6       23       25       31       33                  
 
 
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       27,580
COMMITMENTS
   2,310    7,377    1,827   23,251   18,350   27,388   27,554      192       26

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -298)
     150      -10      -15     -433     -163     -298     -188        0     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     26.7      6.6     84.3     66.5     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        4        2       32       21       39       25                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,410,609
COMMITMENTS
 510,620  101,996  586,649  4275225  4711070  5372494  5399715   38,115   10,894

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      3,849)
 -31,706  -19,810   -8,674   46,147   33,441    5,767    4,957   -1,918   -1,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      1.9     10.8     79.0     87.1     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      55       19       54      133      114      203      174                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      763,338
COMMITMENTS
  37,272   62,178  347,278  365,661  336,199  750,211  745,655   13,127   17,683

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,174)
  13,940     -122  -12,964   -3,033    1,057   -2,058  -12,029    6,232   16,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      8.1     45.5     47.9     44.0     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19        9       20       47       47       72       70                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      274,533
COMMITMENTS
     423    5,494      237  263,105  264,273  263,765  270,004   10,768    4,529

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,745)
      98      188     -139    4,043    5,054    4,002    5,103      743     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.0      0.1     95.8     96.3     96.1     98.4      3.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        1       29       27       31       30                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      120,588
COMMITMENTS
   4,717      280    6,562  105,473  109,524  116,752  116,366    3,836    4,222

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      3,182)
     709      249      -18    2,761    3,508    3,452    3,739     -270     -557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.2      5.4     87.5     90.8     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        5       23       25       28       30                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      370,435
COMMITMENTS
   2,283    7,496    2,988  355,664  351,616  360,935  362,100    9,500    8,335

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      8,562)
  -1,368    1,444      819    8,901    6,086    8,352    8,349      210      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.0      0.8     96.0     94.9     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        3       28       30       31       36                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      886,353
COMMITMENTS
   4,677    7,008    9,341  860,797  866,391  874,815  882,740   11,538    3,613

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     11,999)
   1,280        0      555   11,181   11,538   13,016   12,093   -1,017      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.8      1.1     97.1     97.7     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        1        2       43       28       48       30                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      460,661
COMMITMENTS
   2,169    2,936      211  432,181  451,367  434,561  454,514   26,100    6,147

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      5,801)
  -3,357      550      -90    9,763    5,317    6,316    5,777     -515       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.6      0.0     93.8     98.0     94.3     98.7      5.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        1        2       38       42       42       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      532,067
COMMITMENTS
   6,900    2,080      859  511,330  522,389  519,089  525,328   12,978    6,739

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      5,105)
   2,629      483     -244    5,034    4,376    7,419    4,615   -2,314      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.4      0.2     96.1     98.2     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        2        4       39       44       48       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      309,596
COMMITMENTS
       0    5,384      151  300,521  297,166  300,672  302,701    8,924    6,895

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      6,356)
    -528   -2,583       90    5,960    7,985    5,522    5,492      834      864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     97.1     96.0     97.1     97.8      2.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0        5        1       41       36       42       41                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,610
COMMITMENTS
   1,116    4,874    1,895   93,645   90,310   96,656   97,079    3,954    3,531

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        362)
       0      671      -40    1,831      829    1,791    1,460   -1,429   -1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      4.8      1.9     93.1     89.8     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       25       23       27       24                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,625
COMMITMENTS
       0      676        0   55,676   55,581   55,676   56,257      949      368

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      3,596)
    -700      676        0    4,172    3,222    3,472    3,898      124     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     98.3     98.2     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       20       18       20       20                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      202,834
COMMITMENTS
       0    2,507    1,601  193,991  193,947  195,592  198,055    7,242    4,779

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      5,728)
       0     -110      243    5,918    6,115    6,161    6,248     -433     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.8     95.6     95.6     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       20       20       22       22                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      176,483
COMMITMENTS
       0    3,222        0  165,009  163,576  165,009  166,798   11,474    9,685

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,283)
  -2,260        0        0    4,460    4,530    2,200    4,530    2,083     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0     93.5     92.7     93.5     94.5      6.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        0       25       24       25       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      202,113
COMMITMENTS
       0        0        0  195,345  197,458  195,345  197,458    6,768    4,655

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      3,977)
       0        0        0    5,074    5,259    5,074    5,259   -1,097   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.7     97.7     96.7     97.7      3.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       17       17       17                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,905
COMMITMENTS
   6,143    1,995      240   27,279   33,069   33,662   35,304    2,243      601

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      8,804)
   2,542      651        0    5,455    8,302    7,997    8,953      807     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      5.6      0.7     76.0     92.1     93.8     98.3      6.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       18       18       22       20                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      584,566
COMMITMENTS
  18,592   22,984    5,369  553,201  551,211  577,162  579,564    7,404    5,002

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     15,331)
   1,478    5,448      154   16,514    9,874   18,146   15,476   -2,815     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      3.9      0.9     94.6     94.3     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       5        8        7       54       52       65       61                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      253,564
COMMITMENTS
       0    6,420      781  247,741  239,872  248,522  247,073    5,042    6,491

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      8,398)
       0      721     -183    8,438    8,440    8,255    8,978      143     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.3     97.7     94.6     98.0     97.4      2.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        6        2       30       30       32       36                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,429
COMMITMENTS
   1,034    1,863        0   41,871   40,225   42,905   42,088      524    1,341

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,766)
       0       93        0    3,769    2,673    3,769    2,766   -1,003        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      4.3      0.0     96.4     92.6     98.8     96.9      1.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       19       14       20       16                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,686
COMMITMENTS
     450    1,576      521   81,881   78,453   82,852   80,550    4,834    7,136

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,621)
    -432      618      288    3,259      888    3,115    1,794   -1,494     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.8      0.6     93.4     89.5     94.5     91.9      5.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       19       14       21       17                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      184,117
COMMITMENTS
  16,689    9,224        0  163,432  172,470  180,121  181,694    3,996    2,423

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     31,965)
   6,603    6,696        0   28,707   25,604   35,310   32,300   -3,345     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      5.0      0.0     88.8     93.7     97.8     98.7      2.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        6        0       24       32       27       38                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,839
COMMITMENTS
  22,899   13,439       30  162,955  175,428  185,884  188,897    3,955      942

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     34,524)
   6,603    6,883       30   27,820   27,701   34,453   34,614       71      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      7.1      0.0     85.8     92.4     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        7        1       33       37       37       44                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      184,974
COMMITMENTS
   2,047    1,527        0  181,551  181,771  183,598  183,298    1,376    1,676

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,504)
   1,172      957        0    3,475    4,157    4,647    5,114     -143     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.8      0.0     98.1     98.3     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        0       25       21       27       24                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      269,857
COMMITMENTS
     703      515      849  264,757  256,194  266,309  257,558    3,548   12,299

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,865)
     551        0     -206    2,890    3,101    3,235    2,895     -370      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.2      0.3     98.1     94.9     98.7     95.4      1.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        3       34       28       37       31                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       17,117
COMMITMENTS
       0      470      150   15,129   16,012   15,279   16,632    1,838      485

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.7      0.9     88.4     93.5     89.3     97.2     10.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       13       12       14       13                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,018
COMMITMENTS
     971        0      804   88,109   93,140   89,884   93,944   15,134   11,074

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        105)
     -90        0     -338     -160     -616     -588     -954      693    1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.8     83.9     88.7     85.6     89.5     14.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       18       21       19       22                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      168,474
COMMITMENTS
     548      495    1,192  163,799  159,624  165,539  161,311    2,935    7,163

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,324)
    -186      124      186    1,229      441    1,229      751       95      573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.3      0.7     97.2     94.7     98.3     95.7      1.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       23       28       24       30                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      163,228
COMMITMENTS
   8,358      988      861  147,130  155,886  156,349  157,735    6,879    5,493

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      3,580)
    -587      988      308    5,736    1,916    5,457    3,212   -1,877      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.6      0.5     90.1     95.5     95.8     96.6      4.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       22       16       25       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,020
COMMITMENTS
       0        0        0  101,011  100,734  101,011  100,734   10,009   10,286

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        701)
       0        0        0      771      682      771      682      -70       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.0     90.7     91.0     90.7      9.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       17       19       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,982
COMMITMENTS
       0    1,472      248   49,261   49,402   49,509   51,122    2,473      860

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      3,034)
       0     -248      248    2,875    2,569    3,123    2,569      -89      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.5     94.8     95.0     95.2     98.3      4.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       17       18       18       20                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      201,540
COMMITMENTS
   2,837      671      364  196,280  188,570  199,481  189,605    2,059   11,935

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,173)
     952     -612     -176    1,908    2,335    2,684    1,547     -511      626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.3      0.2     97.4     93.6     99.0     94.1      1.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       23       19       27       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      168,302
COMMITMENTS
       0    3,221      958  157,014  158,667  157,972  162,846   10,330    5,456

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,268)
       0      825     -644    6,496    4,473    5,852    4,654   -1,584     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.6     93.3     94.3     93.9     96.8      6.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        4        3       35       31       38       35                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,652
COMMITMENTS
     798        0        0   26,534   28,620   27,332   28,620    2,320    1,032

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     89.5     96.5     92.2     96.5      7.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       15       11       17       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      238,113
COMMITMENTS
     930    1,727    1,608  227,734  226,377  230,272  229,712    7,841    8,401

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,041)
  -2,749      931      306    7,129    2,836    4,686    4,073     -645      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.7      0.7     95.6     95.1     96.7     96.5      3.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        2       33       29       37       31                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      151,999
COMMITMENTS
      90        0    1,811  146,455  145,088  148,356  146,899    3,643    5,100

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        -40)
    -360        0      422      208     -493      270      -71     -310       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      1.2     96.4     95.5     97.6     96.6      2.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       23       24       24       25                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      152,275
COMMITMENTS
       0        0        0  148,148  144,935  148,148  144,935    4,127    7,340

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        181)
       0        0        0      398       57      398       57     -217      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.3     95.2     97.3     95.2      2.7      4.8

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 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       66,139
COMMITMENTS
   2,608      862        1   55,010   63,931   57,619   64,794    8,520    1,345

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,437)
     306     -426        1    1,559    1,769    1,866    1,344     -429       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.3      0.0     83.2     96.7     87.1     98.0     12.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       15       18       16                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       49,929
COMMITMENTS
       0    1,343        0   47,848   47,152   47,848   48,495    2,081    1,434

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,240)
       0      186        0    1,116      774    1,116      960      124      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.7      0.0     95.8     94.4     95.8     97.1      4.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       19       17       19       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      150,825
COMMITMENTS
   2,265        0        0  126,934  143,169  129,199  143,169   21,626    7,656

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,644)
     796        0        0    2,639    2,613    3,435    2,613     -791       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     84.2     94.9     85.7     94.9     14.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       20       14       21       14                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       95,694
COMMITMENTS
   8,438    5,992      605   82,638   87,172   91,681   93,769    4,013    1,925

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,469)
   1,010        0     -389    1,693    3,764    2,314    3,375      155     -906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      6.3      0.6     86.4     91.1     95.8     98.0      4.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        1       27       20       29       22                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      185,999
COMMITMENTS
   5,079        0        0  178,482  182,928  183,561  182,928    2,438    3,071

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -117)
       0        0        0     -179     -613     -179     -613       62      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     96.0     98.3     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       14       16       15       16                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       63,897
COMMITMENTS
   9,664    3,374    5,150   47,981   54,864   62,795   63,388    1,102      509

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        473)
    -112     -308      150      434      621      471      463        2       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      5.3      8.1     75.1     85.9     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        8       12       32       32       47       46                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       49,877
COMMITMENTS
   3,651    1,093    1,025   45,191   47,739   49,867   49,857       10       20

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,436)
    -249       25      350    2,335    2,061    2,436    2,436        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      2.2      2.1     90.6     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        5        7       25       20       34       30                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       24,262
COMMITMENTS
   1,170      925      655   22,437   22,682   24,262   24,262        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        291)
      50     -225        0      241      516      291      291        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      3.8      2.7     92.5     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        2       19       18       24       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      165,516
COMMITMENTS
   9,943   21,168    3,959  151,367  140,135  165,269  165,262      247      254

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        877)
    -260     -538       40    1,117    1,415      897      917      -20      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     12.8      2.4     91.5     84.7     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        6        6       36       34       46       43                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       53,482
COMMITMENTS
     691    6,835    1,022   51,649   45,625   53,362   53,482      120        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     -2,588)
     -95   -1,020      -26   -2,467   -1,541   -2,588   -2,588        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     12.8      1.9     96.6     85.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        8        6       20       20       29       30                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       32,520
COMMITMENTS
     300       50       25   32,195   32,445   32,520   32,520        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        -75)
       0       25        0      -75     -100      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.2      0.1     99.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       12       13       15       15                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       48,540
COMMITMENTS
   4,800    1,350      565   42,999   46,455   48,364   48,370      176      170

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,070)
    -100        0        0    1,160    1,070    1,060    1,070       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      2.8      1.2     88.6     95.7     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        1       25       26       28       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       79,123
COMMITMENTS
  13,004    3,855    1,386   64,448   73,713   78,838   78,954      285      169

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,717)
    -730      500      140    2,307    1,082    1,717    1,722        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      4.9      1.8     81.5     93.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        5        4       30       29       38       38                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,744
COMMITMENTS
   2,740    1,045    1,255   70,273   72,179   74,268   74,479      476      265

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,840)
    -195      105       20    5,015    4,715    4,840    4,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.4      1.7     94.0     96.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        3       24       25       30       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,509
COMMITMENTS
   4,310      170    1,015  102,541  107,174  107,866  108,359      643      150

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      5,362)
     260        0      125    4,977    5,237    5,362    5,362        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.2      0.9     94.5     98.8     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        1        1       26       28       31       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,505
COMMITMENTS
     425      130       20   30,060   30,130   30,505   30,280        0      225

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        460)
       0        0        0      460      460      460      460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.4      0.1     98.5     98.8    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       22       17       25       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       29,265
COMMITMENTS
   1,245      300        0   27,750   28,570   28,995   28,870      270      395

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        115)
      95        0        0       20      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      1.0      0.0     94.8     97.6     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       19       18       21       19                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,630
COMMITMENTS
     875      650       50   10,705   10,930   11,630   11,630        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:          0)
       0     -200        0        0      200        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      5.6      0.4     92.0     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        1       16        8       20       11                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       49,474
COMMITMENTS
  12,498      908    3,483   33,030   44,554   49,011   48,945      463      529

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        385)
    -105      -39     -832    1,288    1,223      351      353       34       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3      1.8      7.0     66.8     90.1     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15        5       12       27       29       44       44                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,065
COMMITMENTS
     150      570      850    8,687    8,205    9,687    9,625      378      440

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        250)
     -50        0       50      250      200      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      5.7      8.4     86.3     81.5     96.2     95.6      3.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14       14       17       17                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,064
COMMITMENTS
     675      925        0   40,389   40,084   41,064   41,009        0       55

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        706)
     150      200        0      556      506      706      706        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.3      0.0     98.4     97.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        0       28       24       32       27                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,986
COMMITMENTS
   3,765    1,621      570   38,009   40,795   42,344   42,986      642        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        311)
     295     -745        0       14    1,056      309      311        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      3.8      1.3     88.4     94.9     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        7        3       25       21       33       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,271
COMMITMENTS
   2,795      300      585   47,303   49,658   50,683   50,543      588      728

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,120)
      80        0        0    1,005    1,175    1,085    1,175       35      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.6      1.1     92.3     96.9     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        1       21       14       25       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,381
COMMITMENTS
   3,765    2,800      550   54,523   55,303   58,838   58,653      543      728

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,065)
     730      200        0    1,335    1,865    2,065    2,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      4.7      0.9     91.8     93.1     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       21       15       24       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       81,084
COMMITMENTS
     313      730      869   79,781   79,485   80,963   81,084      121        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,855)
     313     -155     -189    1,800    2,199    1,924    1,855      -69        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.9      1.1     98.4     98.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       28       27       30       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      121,205
COMMITMENTS
   2,622    5,271    1,990  116,374  113,935  120,985  121,195      220       10

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,523)
    -236     -172     -480    3,224    3,174    2,508    2,523       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      4.3      1.6     96.0     94.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        8        5       26       28       35       37                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       54,650
COMMITMENTS
     200      225       25   54,425   54,400   54,650   54,650        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,805)
       0        0        0    2,805    2,805    2,805    2,805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.4      0.0     99.6     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       13       15       15       18                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       40,818
COMMITMENTS
   2,780    2,425      500   36,658   37,828   39,938   40,753      880       65

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        640)
     100     -100        0      430      750      530      650      110      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      5.9      1.2     89.8     92.7     97.8     99.8      2.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        2       20       18       24       22                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       44,400
COMMITMENTS
   8,072    5,050      520   35,218   38,806   43,810   44,376      590       24

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        558)
    -265      350      -50      749      262      434      562      124       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     11.4      1.2     79.3     87.4     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        3        2       23       21       31       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       39,504
COMMITMENTS
       0    2,326       22   39,383   36,736   39,405   39,084       99      420

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:         11)
     -20      -62      -30       61      103       11       11        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.9      0.1     99.7     93.0     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        2       15       15       17       20                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       32,444
COMMITMENTS
       0    1,435        0   32,384   30,579   32,384   32,014       60      430

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:         70)
       0     -270        0       70      340       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.4      0.0     99.8     94.3     99.8     98.7      0.2      1.3

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 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       35,923
COMMITMENTS
     855    2,045       70   34,632   33,558   35,557   35,673      366      250

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,535)
     -10      270      -30    1,515    1,065    1,475    1,305       60      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      5.7      0.2     96.4     93.4     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        2       22       23       26       27                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       23,169
COMMITMENTS
     500      145      125   22,135   22,839   22,760   23,109      409       60

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        420)
       0        0        0      400      420      400      420       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.6      0.5     95.5     98.6     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       18       19       21       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,640
COMMITMENTS
     769    7,090      527   50,248   43,960   51,545   51,578       95       62

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -170)
    -437      147      236       31     -548     -170     -165        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     13.7      1.0     97.3     85.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        5        4       27       26       35       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       41,756
COMMITMENTS
      40    2,960      160   41,204   38,588   41,404   41,708      352       48

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -155)
     -52        0        0     -105     -155     -157     -155        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.1      0.4     98.7     92.4     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       24       19       26       23                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,358
COMMITMENTS
   2,450      557       25   19,615   21,758   22,090   22,340      268       18

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        242)
       0       27        0      242      215      242      242        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      2.5      0.1     87.7     97.3     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       14       15       16       18                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,490
COMMITMENTS
     870    1,250        0   17,525   17,240   18,395   18,490       95        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      6.8      0.0     94.8     93.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        0       15        9       17       12                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,470
COMMITMENTS
     705    4,800       50   20,525   16,620   21,280   21,470      190        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       95       75       95       75      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     22.4      0.2     95.6     77.4     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        1       18        9       21       12                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      251,000
COMMITMENTS
   2,591   11,551   21,982  226,278  217,466  250,852  251,000      148        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        559)
   1,443    1,227   -1,851    1,457    1,184    1,049      559     -490        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      4.6      8.8     90.2     86.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       15       16       19       19                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,665
COMMITMENTS
     840        0        0   22,590   23,660   23,430   23,660      235        5

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      0.0     95.5    100.0     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12       14       13       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,425
COMMITMENTS
     850       25      200   21,079   22,200   22,129   22,425      296        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,200)
       0        0      100    1,115    1,100    1,215    1,200      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.1      0.9     94.0     99.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       14       15       19       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,800
COMMITMENTS
     750       25      200   16,623   17,575   17,573   17,800      227        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        930)
    -100        0      100      930      830      930      930        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.1      1.1     93.4     98.7     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        2       13       13       18       15                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,915
COMMITMENTS
     600    4,375      125    9,895    6,330   10,620   10,830      295       85

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     40.1      1.1     90.7     58.0     97.3     99.2      2.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       14       10       16       13                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,585
COMMITMENTS
     600    1,325       75    6,685    6,100    7,360    7,500      225       85

CHANGES FROM 06/19/18 (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     17.5      1.0     88.1     80.4     97.0     98.9      3.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       13       10       15       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,601
COMMITMENTS
   1,175    4,720      405   44,474   41,476   46,054   46,601      547        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,505)
       0    2,150      -50    4,555    2,405    4,505    4,505        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     10.1      0.9     95.4     89.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       19       15       22       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,522
COMMITMENTS
   1,175    4,720      405   43,393   40,397   44,973   45,522      549        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      4,445)
       0    2,150      -50    4,495    2,345    4,445    4,445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     10.4      0.9     95.3     88.7     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       20       15       23       17                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      118,457
COMMITMENTS
   8,594    2,534    4,185  105,433  111,583  118,212  118,302      245      155

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      3,874)
   1,915      190      584    1,378    3,222    3,877    3,996       -3     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      2.1      3.5     89.0     94.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10        5        9       32       29       45       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      138,732
COMMITMENTS
  13,605    5,309    2,133  122,669  131,290  138,407  138,732      325        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      2,475)
     886      950       20    1,569    1,505    2,475    2,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      3.8      1.5     88.4     94.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11        6        9       35       31       47       45                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      274,654
COMMITMENTS
  26,616   35,375   22,184  225,356  217,088  274,156  274,647      498        7

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     -1,273)
     -37   -1,714        8   -1,103      596   -1,131   -1,109     -141     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     12.9      8.1     82.1     79.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       12       19       40       45       74       68                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,233
COMMITMENTS
   2,353      625      175   29,532   31,433   32,060   32,233      173        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        455)
      75        0        0      380      455      455      455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      1.9      0.5     91.6     97.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        1       21        8       24       12                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,996
COMMITMENTS
   1,433      580      695   28,593   29,721   30,721   30,996      275        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        375)
      75        0        0      300      375      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      1.9      2.2     92.2     95.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        2       20        8       24       12                  
 
 
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV                 Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,155
COMMITMENTS
     195      314       79    3,178    2,636    3,452    3,029      703    1,126

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        324)
      96      -78      -22      217       82      291      -18       33      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      7.6      1.9     76.5     63.4     83.1     72.9     16.9     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        3       17       18       22       23                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       38,647
COMMITMENTS
   3,915    1,356      697   33,665   36,256   38,277   38,309      370      338

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:         -3)
      28       60      -66       19     -102      -19     -108       16      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      3.5      1.8     87.1     93.8     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        5       29       30       37       36                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       16,215
COMMITMENTS
     838      526      162   15,136   14,997   16,136   15,685       79      530

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        933)
     270        0      -30      703      983      943      953      -10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      3.2      1.0     93.3     92.5     99.5     96.7      0.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        4        4       24       26       28       32                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,326
COMMITMENTS
     417      737      420   10,072    9,879   10,909   11,036      417      290

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        234)
     138       10       60       51      164      249      234      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      6.5      3.7     88.9     87.2     96.3     97.4      3.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        3        5       30       32       39       37                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       18,881
COMMITMENTS
     299    1,220      397   18,105   17,084   18,801   18,701       80      180

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        829)
       0       75        0      819      744      819      819       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      6.5      2.1     95.9     90.5     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        2       20       29       23       34                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       75,550
COMMITMENTS
   7,276    5,237    5,078   63,074   64,804   75,427   75,119      123      431

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      1,832)
     502      -10     -129    1,445    1,974    1,818    1,835       14       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      6.9      6.7     83.5     85.8     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16       15       24       59       59       86       87                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       39,410
COMMITMENTS
   2,538        0       37   36,835   39,373   39,410   39,410        0        0

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:         75)
     -62        0       37      100       38       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      0.0      0.1     93.5     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       23       24       25       25                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       16,260
COMMITMENTS
   2,230       10      585   12,390   15,065   15,205   15,660    1,055      600

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:         25)
    -365        0       40     -615     -565     -940     -525      965      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      0.1      3.6     76.2     92.7     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        3       20       21       25       24                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      209,982
COMMITMENTS
       0        0        0  193,317  189,666  193,317  189,666   16,665   20,316

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:      9,936)
       0        0        0    5,601    3,567    5,601    3,567    4,335    6,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.1     90.3     92.1     90.3      7.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       13       14       13                  
 
 
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV                 Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       17,567
COMMITMENTS
   3,165    1,076    1,710    7,346   12,366   12,221   15,152    5,346    2,415

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        985)
      60       -5      115      545       85      720      195      265      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0      6.1      9.7     41.8     70.4     69.6     86.3     30.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        4        5        7       14       13       20                  



Updated June 29, 2018