NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       38,316
COMMITMENTS
   7,510   24,841       45   30,761   13,430   38,316   38,316        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -1,494)
       0   -1,435        0   -1,494      -59   -1,494   -1,494        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     64.8      0.1     80.3     35.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3       10        1       12        7       16       17                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       19,807
COMMITMENTS
     723    2,693        0   19,044   17,098   19,767   19,791       40       16

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -8,157)
  -2,050   -1,627     -219   -5,904   -6,327   -8,173   -8,173       16       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     13.6      0.0     96.1     86.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        0        7       10       11       13                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       59,994
COMMITMENTS
   8,701   10,826    2,550   48,723   46,618   59,973   59,994       21        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:    -12,169)
   1,737     -442   -3,818  -10,102   -7,909  -12,183  -12,169       14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     18.0      4.2     81.2     77.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        6        8       15       13       31       23                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       46,147
COMMITMENTS
   9,088   23,118      717   36,342   22,312   46,147   46,147        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:       -250)
      45   -1,270      -45     -250    1,065     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     50.1      1.6     78.8     48.3    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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       40,762
COMMITMENTS
   8,232   28,500        0   32,530   12,262   40,762   40,762        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:       -435)
    -335    1,365        0     -100   -1,800     -435     -435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     69.9      0.0     79.8     30.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        9        0       11        7       14       16                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       29,678
COMMITMENTS
   9,300   14,748        0   20,378   14,930   29,678   29,678        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -2,519)
     200   -1,600     -200   -2,519     -719   -2,519   -2,519        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     49.7      0.0     68.7     50.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        0       12        8       15       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       32,576
COMMITMENTS
   7,620   17,725      100   24,856   14,751   32,576   32,576        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0       -6       -6       -6       -6        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 07/03/18          |
--------------------------------------------------------------| 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 06/26/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 07/03/18          |
--------------------------------------------------------------| 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 06/26/18 (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                  
 
 
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV               Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| 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 06/26/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,140
COMMITMENTS
   7,150   16,290        0   17,990    8,850   25,140   25,140        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:       -300)
    -750        0        0      450     -300     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     64.8      0.0     71.6     35.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        8        0        8        5       11       13                  
 
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                           Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       23,837
COMMITMENTS
   2,933    3,040      891   20,012   19,906   23,837   23,837        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -5,861)
     620    2,275   -3,043   -3,438   -5,083   -5,861   -5,851        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     12.8      3.7     84.0     83.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        4        2       19       11       22       16                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       16,044
COMMITMENTS
   2,792    1,111    1,620   11,382   13,193   15,794   15,924      250      120

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -5,973)
  -1,727      857   -1,055   -3,164   -5,733   -5,946   -5,931      -27      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      6.9     10.1     70.9     82.2     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        5       18       23       25       28                  
 
 
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       21,896
COMMITMENTS
   1,005    4,951    1,816   18,796   14,989   21,617   21,756      279      140

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -5,684)
  -1,305   -2,426      -11   -4,455   -3,361   -5,771   -5,798       87      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     22.6      8.3     85.8     68.5     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        2       26       18       32       21                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,231,933
COMMITMENTS
 455,151   92,426  601,808  4134238  4525769  5191197  5220003   40,736   11,930

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:   -178,676)
 -55,469   -9,570   15,159 -140,987 -185,301 -181,297 -179,712    2,621    1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      1.8     11.5     79.0     86.5     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      47       18       50      131      114      193      168                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      721,008
COMMITMENTS
  30,165   57,333  333,893  351,326  327,746  715,383  718,971    5,625    2,037

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:    -42,330)
  -7,108   -4,845  -13,386  -14,335   -8,453  -34,828  -26,684   -7,502  -15,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      8.0     46.3     48.7     45.5     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      18        8       20       49       48       74       69                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      270,113
COMMITMENTS
       0    6,919    1,214  257,083  255,694  258,297  263,827   11,816    6,286

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -4,420)
    -423    1,425      977   -6,022   -8,579   -5,468   -6,177    1,048    1,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.4     95.2     94.7     95.6     97.7      4.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        2       29       26       31       30                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      123,502
COMMITMENTS
   4,412       31    5,721  109,007  110,647  119,140  116,399    4,362    7,103

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      2,914)
    -305     -249     -841    3,534    1,123    2,388       33      526    2,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.0      4.6     88.3     89.6     96.5     94.2      3.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        4       23       25       27       29                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      383,417
COMMITMENTS
   1,898    7,648    2,863  368,686  363,474  373,447  373,985    9,970    9,432

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     12,982)
    -385      152     -125   13,022   11,858   12,512   11,885      470    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.0      0.7     96.2     94.8     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        3       30       30       33       37                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      903,397
COMMITMENTS
   3,705    7,008    9,204  874,838  865,760  887,747  881,972   15,650   21,425

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     17,044)
    -972        0     -137   14,041     -631   12,932     -768    4,112   17,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.8      1.0     96.8     95.8     98.3     97.6      1.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        2       44       29       48       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      467,032
COMMITMENTS
   2,324    2,936      211  433,617  456,208  436,152  459,355   30,880    7,677

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      6,371)
     155        0        0    1,436    4,841    1,591    4,841    4,780    1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.6      0.0     92.8     97.7     93.4     98.4      6.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        1        2       39       42       43       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      532,786
COMMITMENTS
   6,211    1,965    1,049  508,882  520,997  516,142  524,011   16,644    8,775

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        719)
    -689     -115      190   -2,448   -1,392   -2,947   -1,317    3,666    2,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.4      0.2     95.5     97.8     96.9     98.4      3.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        4        5       38       43       46       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      313,769
COMMITMENTS
       0    7,244      213  298,290  298,987  298,503  306,444   15,266    7,325

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      4,173)
       0    1,860       62   -2,231    1,821   -2,169    3,743    6,342      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.1     95.1     95.3     95.1     97.7      4.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0        5        2       41       36       43       41                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,089
COMMITMENTS
   1,578    3,606    4,110   95,486   97,411  101,174  105,127    7,915    3,962

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      8,479)
     462   -1,268    2,215    1,841    7,101    4,518    8,048    3,961      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      3.3      3.8     87.5     89.3     92.7     96.4      7.3      3.6

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,029
COMMITMENTS
       0      676        0   51,577   54,362   51,577   55,038    5,452    1,991

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        404)
       0        0        0   -4,099   -1,219   -4,099   -1,219    4,503    1,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     90.4     95.3     90.4     96.5      9.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       19       17       19       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      205,683
COMMITMENTS
     799    2,471    1,325  194,187  195,041  196,311  198,837    9,372    6,846

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      2,849)
     799      -36     -276      196    1,094      719      782    2,130    2,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.2      0.6     94.4     94.8     95.4     96.7      4.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       19       20       21       22                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      186,119
COMMITMENTS
       0    3,222        0  173,927  170,959  173,927  174,181   12,192   11,938

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      9,636)
       0        0        0    8,918    7,383    8,918    7,383      718    2,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     93.4     91.9     93.4     93.6      6.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       26       23       26       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      199,684
COMMITMENTS
       0        0        0  190,890  192,883  190,890  192,883    8,794    6,801

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -2,429)
       0        0        0   -4,455   -4,575   -4,455   -4,575    2,026    2,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     96.6     95.6     96.6      4.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       16       16       16                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,340
COMMITMENTS
   6,112    1,988       30   27,176   30,236   33,318   32,254    3,022    4,086

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        435)
     -31       -7     -210     -103   -2,833     -344   -3,050      779    3,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      5.5      0.1     74.8     83.2     91.7     88.8      8.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       17       18       21       20                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      595,271
COMMITMENTS
  19,806   24,849    5,488  552,589  541,575  577,883  571,912   17,388   23,359

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     10,705)
   1,214    1,865      119     -612   -9,636      721   -7,652    9,984   18,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      4.2      0.9     92.8     91.0     97.1     96.1      2.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       5        8        7       51       50       62       59                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      254,231
COMMITMENTS
       0    5,492      750  247,903  240,221  248,653  246,463    5,578    7,768

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        667)
       0     -928      -31      162      349      131     -610      536    1,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.3     97.5     94.5     97.8     96.9      2.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        6        2       29       30       31       36                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,723
COMMITMENTS
   1,003    1,863        0   42,276   40,145   43,279   42,008    2,444    3,715

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      2,294)
     -31        0        0      405      -80      374      -80    1,920    2,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      4.1      0.0     92.5     87.8     94.7     91.9      5.3      8.1

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,258
COMMITMENTS
     450    1,577      521   82,194   79,351   83,165   81,449    7,093    8,809

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      2,572)
       0        1        0      313      898      313      899    2,259    1,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.7      0.6     91.1     87.9     92.1     90.2      7.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       18       13       20       16                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      198,035
COMMITMENTS
  19,510    8,015        0  163,676  178,111  183,186  186,126   14,849   11,909

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     13,918)
   2,821   -1,209        0      244    5,641    3,065    4,432   10,853    9,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      4.0      0.0     82.7     89.9     92.5     94.0      7.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        4        0       25       31       30       35                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      204,656
COMMITMENTS
  25,962   11,249        0  168,382  182,577  194,344  193,826   10,312   10,830

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     14,817)
   3,063   -2,190      -30    5,427    7,149    8,460    4,929    6,357    9,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      5.5      0.0     82.3     89.2     95.0     94.7      5.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        6        0       35       36       40       42                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,946
COMMITMENTS
   2,047      570       31  179,052  183,558  181,130  184,159    5,816    2,787

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      1,972)
       0     -957       31   -2,499    1,787   -2,468      861    4,440    1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.3      0.0     95.8     98.2     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        1       25       23       28       25                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      277,755
COMMITMENTS
     781        0    1,225  269,701  265,209  271,707  266,434    6,048   11,321

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      7,898)
      78     -515      376    4,944    9,015    5,398    8,876    2,500     -978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.4     97.1     95.5     97.8     95.9      2.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        2       36       31       38       33                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       17,117
COMMITMENTS
       0      222      150   14,261   16,020   14,411   16,392    2,706      725

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:          0)
       0     -248        0     -868        8     -868     -240      868      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.9     83.3     93.6     84.2     95.8     15.8      4.2

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,954
COMMITMENTS
     819        0      865   90,324   96,353   92,008   97,218   16,946   11,736

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      3,936)
    -152        0       61    2,215    3,213    2,124    3,274    1,812      662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.8     82.9     88.4     84.4     89.2     15.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       17       20       18       21                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      173,790
COMMITMENTS
     548      495    1,192  167,480  165,084  169,220  166,771    4,570    7,019

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      5,316)
       0        0        0    3,681    5,460    3,681    5,460    1,635     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.3      0.7     96.4     95.0     97.4     96.0      2.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       22       27       23       29                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      165,217
COMMITMENTS
     281      501      672  156,268  156,537  157,221  157,710    7,996    7,507

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      1,989)
  -8,077     -487     -189    9,138      651      872      -25    1,117    2,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.3      0.4     94.6     94.7     95.2     95.5      4.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       23       14       25       16                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,046
COMMITMENTS
       0        0        0  102,079  105,942  102,079  105,942    9,967    6,104

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      1,026)
       0        0        0    1,068    5,208    1,068    5,208      -42   -4,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.1     94.6     91.1     94.6      8.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       19       20       19                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| 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   46,591   48,862   46,839   50,582    5,143    1,400

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0   -2,670     -540   -2,670     -540    2,670      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.5     89.6     94.0     90.1     97.3      9.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       16       17       17       19                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      202,536
COMMITMENTS
   2,833      671      364  195,191  188,124  198,388  189,159    4,148   13,377

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        996)
      -4        0        0   -1,089     -446   -1,093     -446    2,089    1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.3      0.2     96.4     92.9     98.0     93.4      2.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       22       18       25       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      171,765
COMMITMENTS
       0    2,273    1,164  155,508  161,002  156,672  164,439   15,093    7,326

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      3,463)
       0     -948      206   -1,506    2,335   -1,300    1,593    4,763    1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.7     90.5     93.7     91.2     95.7      8.8      4.3

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,148
COMMITMENTS
   1,356        0        0   25,214   28,753   26,570   28,753    3,578    1,395

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        496)
     558        0        0   -1,320      133     -762      133    1,258      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.0     83.6     95.4     88.1     95.4     11.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        0       14       11       18       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      244,296
COMMITMENTS
     930    1,169    1,850  230,591  229,926  233,371  232,945   10,925   11,351

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      6,183)
       0     -558      242    2,857    3,549    3,099    3,233    3,084    2,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.5      0.8     94.4     94.1     95.5     95.4      4.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        2       34       29       38       31                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      160,196
COMMITMENTS
       0      251    1,472  154,869  151,437  156,341  153,160    3,855    7,036

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      8,197)
     -90      251     -339    8,414    6,349    7,985    6,261      212    1,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.9     96.7     94.5     97.6     95.6      2.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       23       24       24       25                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      155,916
COMMITMENTS
       0        0        0  149,272  143,737  149,272  143,737    6,644   12,179

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      3,641)
       0        0        0    1,124   -1,198    1,124   -1,198    2,517    4,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     92.2     95.7     92.2      4.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       23       17       23       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       67,053
COMMITMENTS
   2,608      919        1   55,031   63,952   57,640   64,872    9,413    2,181

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        914)
       0       57        0       21       21       21       78      893      836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.4      0.0     82.1     95.4     86.0     96.7     14.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       15       19       16                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       50,828
COMMITMENTS
       0      805        0   44,185   44,681   44,185   45,486    6,643    5,342

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        899)
       0     -538        0   -3,663   -2,471   -3,663   -3,009    4,562    3,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.0     86.9     87.9     86.9     89.5     13.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       19       18       19       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      151,288
COMMITMENTS
   2,155      341        0  123,702  142,293  125,857  142,634   25,431    8,654

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        463)
    -110      341        0   -3,232     -876   -3,342     -535    3,805      998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.2      0.0     81.8     94.1     83.2     94.3     16.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       20       14       21       15                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       98,137
COMMITMENTS
   8,816    5,992      605   83,252   89,274   92,673   95,871    5,464    2,266

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      2,443)
     378        0        0      614    2,102      992    2,102    1,451      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      6.1      0.6     84.8     91.0     94.4     97.7      5.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       25       20       28       22                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      183,778
COMMITMENTS
   4,366        0        0  174,256  175,644  178,622  175,644    5,156    8,134

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -2,221)
    -713        0        0   -4,226   -7,284   -4,939   -7,284    2,718    5,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.0     94.8     95.6     97.2     95.6      2.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       62,398
COMMITMENTS
   9,844    3,200    4,947   45,816   52,674   60,608   60,821    1,790    1,577

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -1,499)
     180     -175     -203   -2,164   -2,189   -2,187   -2,567      688    1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      5.1      7.9     73.4     84.4     97.1     97.5      2.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        7       11       31       30       45       43                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       43,791
COMMITMENTS
   3,150    1,410      334   40,297   42,027   43,781   43,771       10       20

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -6,086)
    -501      317     -691   -4,894   -5,712   -6,086   -6,086        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      3.2      0.8     92.0     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        6        3       25       19       32       27                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       20,962
COMMITMENTS
   1,020      825      580   19,362   19,557   20,962   20,962        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -3,300)
    -150     -100      -75   -3,075   -3,125   -3,300   -3,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      3.9      2.8     92.4     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       17       17       19       19                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      166,253
COMMITMENTS
   9,363   20,102    4,034  148,344  138,276  161,741  162,412    4,512    3,841

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        737)
    -580   -1,066       75   -3,023   -1,859   -3,528   -2,850    4,265    3,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     12.1      2.4     89.2     83.2     97.3     97.7      2.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        5        6       36       35       46       43                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       53,306
COMMITMENTS
     668    6,660      891   51,556   45,755   53,114   53,306      192        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:       -176)
     -24     -175     -131      -93      130     -248     -176       72        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     12.5      1.7     96.7     85.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        8        5       19       19       26       29                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       32,800
COMMITMENTS
     300       50       25   32,475   32,725   32,800   32,800        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        280)
       0        0        0      280      280      280      280        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:       23)
       3        1        1       13       13       16       15                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       48,865
COMMITMENTS
   4,905    1,350      460   43,309   46,380   48,674   48,190      191      675

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        325)
     105        0     -105      310      -75      310     -180       15      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      2.8      0.9     88.6     94.9     99.6     98.6      0.4      1.4

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       78,030
COMMITMENTS
  12,274    3,555    1,791   63,196   71,783   77,261   77,129      769      901

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -1,093)
    -730     -300      405   -1,252   -1,930   -1,577   -1,825      484      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      4.6      2.3     81.0     92.0     99.0     98.8      1.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        5        5       30       29       38       38                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,890
COMMITMENTS
   2,740      965    1,255   69,660   71,989   73,655   74,209    1,235      681

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        146)
       0      -80        0     -613     -190     -613     -270      759      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.3      1.7     93.0     96.1     98.4     99.1      1.6      0.9

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      111,373
COMMITMENTS
   4,560      170      950  103,725  110,013  109,235  111,133    2,138      240

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      2,864)
     250        0      -65    1,184    2,839    1,369    2,774    1,495       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.2      0.9     93.1     98.8     98.1     99.8      1.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        1       27       28       33       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,620
COMMITMENTS
     725      130       20   29,875   30,245   30,620   30,395        0      225

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        115)
     300        0        0     -185      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.4      0.1     97.6     98.8    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       22       17       26       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       29,330
COMMITMENTS
   1,255      300        0   27,805   28,635   29,060   28,935      270      395

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:         65)
      10        0        0       55       65       65       65        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 07/03/18          |
--------------------------------------------------------------| 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 06/26/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       53,467
COMMITMENTS
  13,444      904    3,226   36,352   48,898   53,023   53,028      444      439

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      3,992)
     946       -4     -257    3,322    4,344    4,011    4,082      -19      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1      1.7      6.0     68.0     91.5     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      15        5       11       28       29       45       43                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,350
COMMITMENTS
     150      570      850    8,972    8,490    9,972    9,910      378      440

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        285)
       0        0        0      285      285      285      285        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      5.5      8.2     86.7     82.0     96.3     95.7      3.7      4.3

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,384
COMMITMENTS
   1,175      900       25   40,184   40,404   41,384   41,329        0       55

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        320)
     500      -25       25     -205      320      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      2.2      0.1     97.1     97.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        2        1       28       24       35       27                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       45,581
COMMITMENTS
   3,995    1,867      570   40,374   43,144   44,939   45,581      642        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      2,595)
     230      246        0    2,365    2,349    2,595    2,595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      4.1      1.3     88.6     94.7     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        8        3       25       22       33       30                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,036
COMMITMENTS
   2,790      325      560   45,281   46,487   48,631   47,372    2,405    3,664

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:       -235)
      -5       25      -25   -2,022   -3,171   -2,052   -3,171    1,817    2,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.6      1.1     88.7     91.1     95.3     92.8      4.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       21       14       25       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,351
COMMITMENTS
   3,540    2,800      550   52,786   52,497   56,876   55,847    2,475    3,504

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        -30)
    -225        0        0   -1,737   -2,806   -1,962   -2,806    1,932    2,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      4.7      0.9     88.9     88.5     95.8     94.1      4.2      5.9

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       82,213
COMMITMENTS
     271      725      973   80,846   80,515   82,090   82,213      123        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      1,129)
     -42       -5      104    1,065    1,030    1,127    1,129        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.9      1.2     98.3     97.9     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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      123,562
COMMITMENTS
   2,421    5,092    2,423  118,497  116,026  123,341  123,542      221       20

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      2,356)
    -201     -179      433    2,123    2,092    2,355    2,346        1       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      4.1      2.0     95.9     93.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        8        5       26       29       35       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       54,700
COMMITMENTS
     200      225       25   54,475   54,450   54,700   54,700        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       40,563
COMMITMENTS
   2,665    2,525      500   35,634   36,798   38,799   39,823    1,764      740

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:       -255)
    -115      100        0   -1,024   -1,030   -1,139     -930      884      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      6.2      1.2     87.8     90.7     95.7     98.2      4.3      1.8

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       44,404
COMMITMENTS
   7,746    5,050      520   34,979   38,060   43,245   43,630    1,159      774

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:          4)
    -326        0        0     -239     -746     -565     -746      569      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     11.4      1.2     78.8     85.7     97.4     98.3      2.6      1.7

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       39,925
COMMITMENTS
       0    1,861      202   38,315   36,123   38,517   38,186    1,408    1,739

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        421)
       0     -465      180   -1,068     -613     -888     -898    1,309    1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7      0.5     96.0     90.5     96.5     95.6      3.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        3       14       14       17       18                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       32,654
COMMITMENTS
       0    1,290        0   31,882   29,362   31,882   30,652      772    2,002

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        210)
       0     -145        0     -502   -1,217     -502   -1,362      712    1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.0     97.6     89.9     97.6     93.9      2.4      6.1

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       35,406
COMMITMENTS
     855    1,995       20   33,343   32,519   34,218   34,534    1,188      872

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:       -517)
       0      -50      -50   -1,289   -1,039   -1,339   -1,139      822      622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      5.6      0.1     94.2     91.8     96.6     97.5      3.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        1       21       22       24       26                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       23,829
COMMITMENTS
     500      160      110   21,987   22,349   22,597   22,619    1,232    1,210

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        660)
       0       15      -15     -148     -490     -163     -490      823    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.7      0.5     92.3     93.8     94.8     94.9      5.2      5.1

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,088
COMMITMENTS
     636    7,373      358   50,391   43,348   51,385   51,080      703    1,008

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        448)
    -133      283     -169      142     -612     -160     -498      608      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     14.2      0.7     96.7     83.2     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        4       27       26       34       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       41,796
COMMITMENTS
      40    2,755      160   40,692   38,038   40,892   40,953      904      843

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:         40)
       0     -205        0     -512     -550     -512     -755      552      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      6.6      0.4     97.4     91.0     97.8     98.0      2.2      2.0

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,097
COMMITMENTS
   2,475      608        0   18,311   20,471   20,786   21,079      311       18

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -1,261)
      25       51      -25   -1,304   -1,287   -1,304   -1,261       43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      2.9      0.0     86.8     97.0     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       13       14       15       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,590
COMMITMENTS
     870    1,250        0   17,120   16,635   17,990   17,885      600      705

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        100)
       0        0        0     -405     -605     -405     -605      505      705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      6.7      0.0     92.1     89.5     96.8     96.2      3.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        0       14       10       16       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,390
COMMITMENTS
     705    4,675       50   19,765   16,215   20,520   20,940      870      450

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        -80)
       0     -125        0     -760     -405     -760     -530      680      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     21.9      0.2     92.4     75.8     95.9     97.9      4.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        1       18       10       21       13                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      254,643
COMMITMENTS
   2,615   12,112   21,335  229,390  220,860  253,339  254,306    1,303      336

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      3,643)
      24      561     -648    3,112    3,394    2,488    3,307    1,155      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      4.8      8.4     90.1     86.7     99.5     99.9      0.5      0.1

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,640
COMMITMENTS
     840        0        0   22,015   22,990   22,855   22,990      785      650

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0     -575     -670     -575     -670      550      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.0      0.0     93.1     97.3     96.7     97.3      3.3      2.7

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,595
COMMITMENTS
     670       25      250   21,293   21,635   22,213   21,910      382      685

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        170)
    -180        0       50      214     -565       84     -515       86      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.1      1.1     94.2     95.8     98.3     97.0      1.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       15       15       20       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,870
COMMITMENTS
     570       25      250   16,350   16,975   17,170   17,250      700      620

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:         70)
    -180        0       50     -273     -600     -403     -550      473      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.1      1.4     91.5     95.0     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        3       13       13       18       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,965
COMMITMENTS
     600    4,425      125    9,805    6,240   10,530   10,790      435      175

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:         50)
       0       50        0      -90      -90      -90      -40      140       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     40.4      1.1     89.4     56.9     96.0     98.4      4.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       13       10       15       13                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,660
COMMITMENTS
     600    1,325       75    6,670    6,150    7,345    7,550      315      110

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:         75)
       0        0        0      -15       50      -15       50       90       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     17.3      1.0     87.1     80.3     95.9     98.6      4.1      1.4

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,001
COMMITMENTS
   1,050    4,970      555   42,798   40,450   44,403   45,975    2,598    1,026

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        400)
    -125      250      150   -1,676   -1,026   -1,651     -626    2,051    1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     10.6      1.2     91.1     86.1     94.5     97.8      5.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       20       15       23       18                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,812
COMMITMENTS
   1,050    4,920      605   41,484   39,111   43,139   44,636    2,673    1,176

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        290)
    -125      200      200   -1,909   -1,286   -1,834     -886    2,124    1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     10.7      1.3     90.6     85.4     94.2     97.4      5.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       21       15       24       18                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      119,675
COMMITMENTS
   8,969    1,909    4,785  104,178  107,887  117,932  114,581    1,743    5,094

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      1,218)
     375     -625      600   -1,255   -3,696     -280   -3,721    1,498    4,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      1.6      4.0     87.1     90.1     98.5     95.7      1.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        4        8       32       32       45       41                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      139,763
COMMITMENTS
  14,212    5,819    2,073  121,236  126,674  137,521  134,566    2,242    5,197

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      1,031)
     607      510      -60   -1,433   -4,616     -886   -4,166    1,917    5,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      4.2      1.5     86.7     90.6     98.4     96.3      1.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12        4        9       36       31       49       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      279,228
COMMITMENTS
  25,858   35,094   22,129  225,517  216,431  273,505  273,654    5,723    5,574

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      4,574)
    -758     -281      -55      162     -657     -651     -993    5,225    5,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     12.6      7.9     80.8     77.5     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      25       12       21       40       45       72       71                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,083
COMMITMENTS
   2,953      585       35   29,507   30,941   32,495   31,561      588    1,522

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        850)
     600      -40     -140      -25     -492      435     -672      415    1,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      1.8      0.1     89.2     93.5     98.2     95.4      1.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        2       21        8       26       12                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,331
COMMITMENTS
   1,433    1,140      730   28,558   27,919   30,721   29,789      610    1,542

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        335)
       0      560       35      -35   -1,802        0   -1,207      335    1,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      3.6      2.3     91.1     89.1     98.1     95.1      1.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        4       21        9       27       14                  
 
 
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV                 Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        3,539
COMMITMENTS
      96      161       22    2,722    2,332    2,840    2,515      699    1,024

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:       -616)
     -99     -153      -57     -456     -304     -612     -514       -4     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      4.5      0.6     76.9     65.9     80.2     71.1     19.8     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       17       17       19       20                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       35,477
COMMITMENTS
   3,820    1,444      532   30,615   33,281   34,967   35,257      510      220

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -3,170)
     -95       88     -165   -3,050   -2,975   -3,310   -3,052      140     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      4.1      1.5     86.3     93.8     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        4        6       24       28       34       35                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       14,206
COMMITMENTS
     860      676      185   13,104   12,800   14,149   13,661       57      545

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -2,009)
      22      150       23   -2,032   -2,197   -1,987   -2,024      -22       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      4.8      1.3     92.2     90.1     99.6     96.2      0.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        2       21       23       24       27                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       10,527
COMMITMENTS
     343      470      468    9,176    9,313    9,987   10,251      540      276

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:       -799)
     -74     -267       48     -896     -566     -922     -785      123      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      4.5      4.4     87.2     88.5     94.9     97.4      5.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        5       22       29       29       35                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       17,088
COMMITMENTS
      74    1,253      286   16,648   15,304   17,008   16,843       80      245

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -1,793)
    -225       33     -111   -1,457   -1,780   -1,793   -1,858        0       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      7.3      1.7     97.4     89.6     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        5        2       18       25       21       31                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       67,117
COMMITMENTS
   6,468    5,605    4,162   56,217   56,576   66,847   66,343      270      774

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -8,433)
    -808      368     -916   -6,856   -8,228   -8,580   -8,776      147      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      8.4      6.2     83.8     84.3     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      17       13       20       59       56       85       80                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       39,511
COMMITMENTS
   2,568        0       37   36,906   39,474   39,511   39,511        0        0

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        101)
      30        0        0       71      101      101      101        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.0      0.1     93.4     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       25       24       27       25                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       13,365
COMMITMENTS
   2,080       10      585   10,625   12,745   13,290   13,340       75       25

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -2,895)
    -150        0        0   -1,765   -2,320   -1,915   -2,320     -980     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      0.1      4.4     79.5     95.4     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       18       21       23       24                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      200,708
COMMITMENTS
       0        0        0  188,440  185,681  188,440  185,681   12,268   15,027

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -9,274)
       0        0        0   -4,877   -3,985   -4,877   -3,985   -4,397   -5,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.9     92.5     93.9     92.5      6.1      7.5

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 07/03/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       13,895
COMMITMENTS
   1,988    1,279    1,580    6,188    9,506    9,756   12,365    4,139    1,530

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:     -3,672)
  -1,177      203     -130   -1,158   -2,860   -2,465   -2,787   -1,207     -885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      9.2     11.4     44.5     68.4     70.2     89.0     29.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        5        8       13       14       19                  



Updated July 6, 2018